Trading Metrics calculated at close of trading on 11-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2010 |
11-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
1,752.50 |
1,744.50 |
-8.00 |
-0.5% |
1,740.00 |
High |
1,762.75 |
1,778.75 |
16.00 |
0.9% |
1,792.00 |
Low |
1,736.00 |
1,736.75 |
0.75 |
0.0% |
1,710.75 |
Close |
1,744.75 |
1,775.50 |
30.75 |
1.8% |
1,745.00 |
Range |
26.75 |
42.00 |
15.25 |
57.0% |
81.25 |
ATR |
33.75 |
34.34 |
0.59 |
1.7% |
0.00 |
Volume |
380,797 |
296,949 |
-83,848 |
-22.0% |
2,012,688 |
|
Daily Pivots for day following 11-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,889.75 |
1,874.50 |
1,798.50 |
|
R3 |
1,847.75 |
1,832.50 |
1,787.00 |
|
R2 |
1,805.75 |
1,805.75 |
1,783.25 |
|
R1 |
1,790.50 |
1,790.50 |
1,779.25 |
1,798.00 |
PP |
1,763.75 |
1,763.75 |
1,763.75 |
1,767.50 |
S1 |
1,748.50 |
1,748.50 |
1,771.75 |
1,756.00 |
S2 |
1,721.75 |
1,721.75 |
1,767.75 |
|
S3 |
1,679.75 |
1,706.50 |
1,764.00 |
|
S4 |
1,637.75 |
1,664.50 |
1,752.50 |
|
|
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 |
1,778.75 |
1,710.75 |
68.00 |
3.8% |
32.75 |
1.9% |
95% |
True |
False |
402,695 |
10 |
1,792.00 |
1,710.75 |
81.25 |
4.6% |
35.75 |
2.0% |
80% |
False |
False |
411,278 |
20 |
1,895.75 |
1,710.75 |
185.00 |
10.4% |
37.75 |
2.1% |
35% |
False |
False |
397,391 |
40 |
1,900.00 |
1,710.75 |
189.25 |
10.7% |
29.75 |
1.7% |
34% |
False |
False |
302,664 |
60 |
1,900.00 |
1,710.75 |
189.25 |
10.7% |
29.75 |
1.7% |
34% |
False |
False |
210,075 |
80 |
1,900.00 |
1,648.50 |
251.50 |
14.2% |
30.25 |
1.7% |
50% |
False |
False |
157,649 |
100 |
1,900.00 |
1,648.25 |
251.75 |
14.2% |
29.50 |
1.7% |
51% |
False |
False |
126,132 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,957.25 |
2.618 |
1,888.75 |
1.618 |
1,846.75 |
1.000 |
1,820.75 |
0.618 |
1,804.75 |
HIGH |
1,778.75 |
0.618 |
1,762.75 |
0.500 |
1,757.75 |
0.382 |
1,752.75 |
LOW |
1,736.75 |
0.618 |
1,710.75 |
1.000 |
1,694.75 |
1.618 |
1,668.75 |
2.618 |
1,626.75 |
4.250 |
1,558.25 |
|
|
Fisher Pivots for day following 11-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
1,769.50 |
1,768.75 |
PP |
1,763.75 |
1,762.00 |
S1 |
1,757.75 |
1,755.50 |
|