Trading Metrics calculated at close of trading on 10-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2010 |
10-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
1,734.00 |
1,752.50 |
18.50 |
1.1% |
1,740.00 |
High |
1,767.25 |
1,762.75 |
-4.50 |
-0.3% |
1,792.00 |
Low |
1,732.00 |
1,736.00 |
4.00 |
0.2% |
1,710.75 |
Close |
1,752.00 |
1,744.75 |
-7.25 |
-0.4% |
1,745.00 |
Range |
35.25 |
26.75 |
-8.50 |
-24.1% |
81.25 |
ATR |
34.29 |
33.75 |
-0.54 |
-1.6% |
0.00 |
Volume |
295,062 |
380,797 |
85,735 |
29.1% |
2,012,688 |
|
Daily Pivots for day following 10-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,828.00 |
1,813.25 |
1,759.50 |
|
R3 |
1,801.25 |
1,786.50 |
1,752.00 |
|
R2 |
1,774.50 |
1,774.50 |
1,749.75 |
|
R1 |
1,759.75 |
1,759.75 |
1,747.25 |
1,753.75 |
PP |
1,747.75 |
1,747.75 |
1,747.75 |
1,745.00 |
S1 |
1,733.00 |
1,733.00 |
1,742.25 |
1,727.00 |
S2 |
1,721.00 |
1,721.00 |
1,739.75 |
|
S3 |
1,694.25 |
1,706.25 |
1,737.50 |
|
S4 |
1,667.50 |
1,679.50 |
1,730.00 |
|
|
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 |
4.7% |
36.50 |
2.1% |
42% |
False |
False |
406,313 |
10 |
1,820.00 |
1,710.75 |
109.25 |
6.3% |
37.50 |
2.2% |
31% |
False |
False |
425,973 |
20 |
1,895.75 |
1,710.75 |
185.00 |
10.6% |
37.50 |
2.1% |
18% |
False |
False |
398,972 |
40 |
1,900.00 |
1,710.75 |
189.25 |
10.8% |
29.25 |
1.7% |
18% |
False |
False |
301,270 |
60 |
1,900.00 |
1,710.75 |
189.25 |
10.8% |
29.25 |
1.7% |
18% |
False |
False |
205,131 |
80 |
1,900.00 |
1,648.50 |
251.50 |
14.4% |
30.25 |
1.7% |
38% |
False |
False |
153,939 |
100 |
1,900.00 |
1,648.25 |
251.75 |
14.4% |
29.25 |
1.7% |
38% |
False |
False |
123,163 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,876.50 |
2.618 |
1,832.75 |
1.618 |
1,806.00 |
1.000 |
1,789.50 |
0.618 |
1,779.25 |
HIGH |
1,762.75 |
0.618 |
1,752.50 |
0.500 |
1,749.50 |
0.382 |
1,746.25 |
LOW |
1,736.00 |
0.618 |
1,719.50 |
1.000 |
1,709.25 |
1.618 |
1,692.75 |
2.618 |
1,666.00 |
4.250 |
1,622.25 |
|
|
Fisher Pivots for day following 10-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
1,749.50 |
1,749.00 |
PP |
1,747.75 |
1,747.50 |
S1 |
1,746.25 |
1,746.00 |
|