Trading Metrics calculated at close of trading on 08-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2010 |
08-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
5,074.0 |
5,038.5 |
-35.5 |
-0.7% |
5,116.5 |
High |
5,084.0 |
5,081.5 |
-2.5 |
0.0% |
5,269.0 |
Low |
4,975.0 |
4,996.0 |
21.0 |
0.4% |
4,975.0 |
Close |
5,025.5 |
5,056.0 |
30.5 |
0.6% |
5,025.5 |
Range |
109.0 |
85.5 |
-23.5 |
-21.6% |
294.0 |
ATR |
101.1 |
100.0 |
-1.1 |
-1.1% |
0.0 |
Volume |
157,887 |
226,147 |
68,260 |
43.2% |
647,116 |
|
Daily Pivots for day following 08-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,301.0 |
5,264.0 |
5,103.0 |
|
R3 |
5,215.5 |
5,178.5 |
5,079.5 |
|
R2 |
5,130.0 |
5,130.0 |
5,071.5 |
|
R1 |
5,093.0 |
5,093.0 |
5,064.0 |
5,111.5 |
PP |
5,044.5 |
5,044.5 |
5,044.5 |
5,054.0 |
S1 |
5,007.5 |
5,007.5 |
5,048.0 |
5,026.0 |
S2 |
4,959.0 |
4,959.0 |
5,040.5 |
|
S3 |
4,873.5 |
4,922.0 |
5,032.5 |
|
S4 |
4,788.0 |
4,836.5 |
5,009.0 |
|
|
Weekly Pivots for week ending 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,972.0 |
5,792.5 |
5,187.0 |
|
R3 |
5,678.0 |
5,498.5 |
5,106.5 |
|
R2 |
5,384.0 |
5,384.0 |
5,079.5 |
|
R1 |
5,204.5 |
5,204.5 |
5,052.5 |
5,147.0 |
PP |
5,090.0 |
5,090.0 |
5,090.0 |
5,061.0 |
S1 |
4,910.5 |
4,910.5 |
4,998.5 |
4,853.0 |
S2 |
4,796.0 |
4,796.0 |
4,971.5 |
|
S3 |
4,502.0 |
4,616.5 |
4,944.5 |
|
S4 |
4,208.0 |
4,322.5 |
4,864.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,269.0 |
4,975.0 |
294.0 |
5.8% |
105.5 |
2.1% |
28% |
False |
False |
142,269 |
10 |
5,269.0 |
4,975.0 |
294.0 |
5.8% |
103.5 |
2.0% |
28% |
False |
False |
141,090 |
20 |
5,559.5 |
4,975.0 |
584.5 |
11.6% |
103.0 |
2.0% |
14% |
False |
False |
122,153 |
40 |
5,559.5 |
4,975.0 |
584.5 |
11.6% |
85.0 |
1.7% |
14% |
False |
False |
97,827 |
60 |
5,559.5 |
4,975.0 |
584.5 |
11.6% |
79.0 |
1.6% |
14% |
False |
False |
65,571 |
80 |
5,559.5 |
4,915.0 |
644.5 |
12.7% |
76.5 |
1.5% |
22% |
False |
False |
49,341 |
100 |
5,559.5 |
4,884.5 |
675.0 |
13.4% |
69.5 |
1.4% |
25% |
False |
False |
39,512 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,445.0 |
2.618 |
5,305.5 |
1.618 |
5,220.0 |
1.000 |
5,167.0 |
0.618 |
5,134.5 |
HIGH |
5,081.5 |
0.618 |
5,049.0 |
0.500 |
5,039.0 |
0.382 |
5,028.5 |
LOW |
4,996.0 |
0.618 |
4,943.0 |
1.000 |
4,910.5 |
1.618 |
4,857.5 |
2.618 |
4,772.0 |
4.250 |
4,632.5 |
|
|
Fisher Pivots for day following 08-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
5,050.0 |
5,097.5 |
PP |
5,044.5 |
5,083.5 |
S1 |
5,039.0 |
5,070.0 |
|