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 |
5,038.5 |
5,056.0 |
17.5 |
0.3% |
5,116.5 |
High |
5,081.5 |
5,152.0 |
70.5 |
1.4% |
5,269.0 |
Low |
4,996.0 |
5,043.5 |
47.5 |
1.0% |
4,975.0 |
Close |
5,056.0 |
5,061.5 |
5.5 |
0.1% |
5,025.5 |
Range |
85.5 |
108.5 |
23.0 |
26.9% |
294.0 |
ATR |
100.0 |
100.6 |
0.6 |
0.6% |
0.0 |
Volume |
226,147 |
120,055 |
-106,092 |
-46.9% |
647,116 |
|
Daily Pivots for day following 09-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,411.0 |
5,345.0 |
5,121.0 |
|
R3 |
5,302.5 |
5,236.5 |
5,091.5 |
|
R2 |
5,194.0 |
5,194.0 |
5,081.5 |
|
R1 |
5,128.0 |
5,128.0 |
5,071.5 |
5,161.0 |
PP |
5,085.5 |
5,085.5 |
5,085.5 |
5,102.0 |
S1 |
5,019.5 |
5,019.5 |
5,051.5 |
5,052.5 |
S2 |
4,977.0 |
4,977.0 |
5,041.5 |
|
S3 |
4,868.5 |
4,911.0 |
5,031.5 |
|
S4 |
4,760.0 |
4,802.5 |
5,002.0 |
|
|
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% |
106.5 |
2.1% |
29% |
False |
False |
144,059 |
10 |
5,269.0 |
4,975.0 |
294.0 |
5.8% |
106.5 |
2.1% |
29% |
False |
False |
140,152 |
20 |
5,509.0 |
4,975.0 |
534.0 |
10.6% |
105.0 |
2.1% |
16% |
False |
False |
124,064 |
40 |
5,559.5 |
4,975.0 |
584.5 |
11.5% |
86.0 |
1.7% |
15% |
False |
False |
100,807 |
60 |
5,559.5 |
4,975.0 |
584.5 |
11.5% |
80.0 |
1.6% |
15% |
False |
False |
67,568 |
80 |
5,559.5 |
4,915.0 |
644.5 |
12.7% |
77.5 |
1.5% |
23% |
False |
False |
50,841 |
100 |
5,559.5 |
4,884.5 |
675.0 |
13.3% |
70.5 |
1.4% |
26% |
False |
False |
40,711 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,613.0 |
2.618 |
5,436.0 |
1.618 |
5,327.5 |
1.000 |
5,260.5 |
0.618 |
5,219.0 |
HIGH |
5,152.0 |
0.618 |
5,110.5 |
0.500 |
5,098.0 |
0.382 |
5,085.0 |
LOW |
5,043.5 |
0.618 |
4,976.5 |
1.000 |
4,935.0 |
1.618 |
4,868.0 |
2.618 |
4,759.5 |
4.250 |
4,582.5 |
|
|
Fisher Pivots for day following 09-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
5,098.0 |
5,063.5 |
PP |
5,085.5 |
5,063.0 |
S1 |
5,073.5 |
5,062.0 |
|