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 |
5,103.5 |
5,145.0 |
41.5 |
0.8% |
5,116.5 |
High |
5,156.0 |
5,183.0 |
27.0 |
0.5% |
5,269.0 |
Low |
5,077.0 |
5,084.5 |
7.5 |
0.1% |
4,975.0 |
Close |
5,102.5 |
5,137.5 |
35.0 |
0.7% |
5,025.5 |
Range |
79.0 |
98.5 |
19.5 |
24.7% |
294.0 |
ATR |
100.2 |
100.1 |
-0.1 |
-0.1% |
0.0 |
Volume |
127,778 |
136,032 |
8,254 |
6.5% |
647,116 |
|
Daily Pivots for day following 11-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,430.5 |
5,382.5 |
5,191.5 |
|
R3 |
5,332.0 |
5,284.0 |
5,164.5 |
|
R2 |
5,233.5 |
5,233.5 |
5,155.5 |
|
R1 |
5,185.5 |
5,185.5 |
5,146.5 |
5,160.0 |
PP |
5,135.0 |
5,135.0 |
5,135.0 |
5,122.5 |
S1 |
5,087.0 |
5,087.0 |
5,128.5 |
5,062.0 |
S2 |
5,036.5 |
5,036.5 |
5,119.5 |
|
S3 |
4,938.0 |
4,988.5 |
5,110.5 |
|
S4 |
4,839.5 |
4,890.0 |
5,083.5 |
|
|
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 |
5,183.0 |
4,975.0 |
208.0 |
4.0% |
96.0 |
1.9% |
78% |
True |
False |
153,579 |
10 |
5,269.0 |
4,975.0 |
294.0 |
5.7% |
102.0 |
2.0% |
55% |
False |
False |
142,781 |
20 |
5,509.0 |
4,975.0 |
534.0 |
10.4% |
106.0 |
2.1% |
30% |
False |
False |
127,846 |
40 |
5,559.5 |
4,975.0 |
584.5 |
11.4% |
86.0 |
1.7% |
28% |
False |
False |
107,247 |
60 |
5,559.5 |
4,975.0 |
584.5 |
11.4% |
82.0 |
1.6% |
28% |
False |
False |
71,930 |
80 |
5,559.5 |
4,915.0 |
644.5 |
12.5% |
78.5 |
1.5% |
35% |
False |
False |
54,137 |
100 |
5,559.5 |
4,884.5 |
675.0 |
13.1% |
71.5 |
1.4% |
37% |
False |
False |
43,349 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,601.5 |
2.618 |
5,441.0 |
1.618 |
5,342.5 |
1.000 |
5,281.5 |
0.618 |
5,244.0 |
HIGH |
5,183.0 |
0.618 |
5,145.5 |
0.500 |
5,134.0 |
0.382 |
5,122.0 |
LOW |
5,084.5 |
0.618 |
5,023.5 |
1.000 |
4,986.0 |
1.618 |
4,925.0 |
2.618 |
4,826.5 |
4.250 |
4,666.0 |
|
|
Fisher Pivots for day following 11-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
5,136.0 |
5,129.5 |
PP |
5,135.0 |
5,121.5 |
S1 |
5,134.0 |
5,113.0 |
|