Trading Metrics calculated at close of trading on 09-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2010 |
09-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
1,747.25 |
1,734.00 |
-13.25 |
-0.8% |
1,740.00 |
High |
1,753.75 |
1,767.25 |
13.50 |
0.8% |
1,792.00 |
Low |
1,730.50 |
1,732.00 |
1.50 |
0.1% |
1,710.75 |
Close |
1,734.50 |
1,752.00 |
17.50 |
1.0% |
1,745.00 |
Range |
23.25 |
35.25 |
12.00 |
51.6% |
81.25 |
ATR |
34.21 |
34.29 |
0.07 |
0.2% |
0.00 |
Volume |
556,768 |
295,062 |
-261,706 |
-47.0% |
2,012,688 |
|
Daily Pivots for day following 09-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,856.25 |
1,839.25 |
1,771.50 |
|
R3 |
1,821.00 |
1,804.00 |
1,761.75 |
|
R2 |
1,785.75 |
1,785.75 |
1,758.50 |
|
R1 |
1,768.75 |
1,768.75 |
1,755.25 |
1,777.25 |
PP |
1,750.50 |
1,750.50 |
1,750.50 |
1,754.50 |
S1 |
1,733.50 |
1,733.50 |
1,748.75 |
1,742.00 |
S2 |
1,715.25 |
1,715.25 |
1,745.50 |
|
S3 |
1,680.00 |
1,698.25 |
1,742.25 |
|
S4 |
1,644.75 |
1,663.00 |
1,732.50 |
|
|
Weekly Pivots for week ending 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,993.00 |
1,950.25 |
1,789.75 |
|
R3 |
1,911.75 |
1,869.00 |
1,767.25 |
|
R2 |
1,830.50 |
1,830.50 |
1,760.00 |
|
R1 |
1,787.75 |
1,787.75 |
1,752.50 |
1,809.00 |
PP |
1,749.25 |
1,749.25 |
1,749.25 |
1,760.00 |
S1 |
1,706.50 |
1,706.50 |
1,737.50 |
1,728.00 |
S2 |
1,668.00 |
1,668.00 |
1,730.00 |
|
S3 |
1,586.75 |
1,625.25 |
1,722.75 |
|
S4 |
1,505.50 |
1,544.00 |
1,700.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,792.00 |
1,710.75 |
81.25 |
4.6% |
35.75 |
2.0% |
51% |
False |
False |
396,459 |
10 |
1,821.50 |
1,710.75 |
110.75 |
6.3% |
38.25 |
2.2% |
37% |
False |
False |
429,805 |
20 |
1,895.75 |
1,710.75 |
185.00 |
10.6% |
37.75 |
2.2% |
22% |
False |
False |
392,174 |
40 |
1,900.00 |
1,710.75 |
189.25 |
10.8% |
29.50 |
1.7% |
22% |
False |
False |
296,204 |
60 |
1,900.00 |
1,710.75 |
189.25 |
10.8% |
29.25 |
1.7% |
22% |
False |
False |
198,790 |
80 |
1,900.00 |
1,648.50 |
251.50 |
14.4% |
30.00 |
1.7% |
41% |
False |
False |
149,180 |
100 |
1,900.00 |
1,648.25 |
251.75 |
14.4% |
29.00 |
1.7% |
41% |
False |
False |
119,355 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,917.00 |
2.618 |
1,859.50 |
1.618 |
1,824.25 |
1.000 |
1,802.50 |
0.618 |
1,789.00 |
HIGH |
1,767.25 |
0.618 |
1,753.75 |
0.500 |
1,749.50 |
0.382 |
1,745.50 |
LOW |
1,732.00 |
0.618 |
1,710.25 |
1.000 |
1,696.75 |
1.618 |
1,675.00 |
2.618 |
1,639.75 |
4.250 |
1,582.25 |
|
|
Fisher Pivots for day following 09-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
1,751.25 |
1,747.75 |
PP |
1,750.50 |
1,743.25 |
S1 |
1,749.50 |
1,739.00 |
|