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 |
4,498.0 |
4,469.0 |
-29.0 |
-0.6% |
4,509.0 |
High |
4,498.0 |
4,517.0 |
19.0 |
0.4% |
4,621.0 |
Low |
4,453.0 |
4,466.0 |
13.0 |
0.3% |
4,453.0 |
Close |
4,474.0 |
4,474.0 |
0.0 |
0.0% |
4,474.0 |
Range |
45.0 |
51.0 |
6.0 |
13.3% |
168.0 |
ATR |
70.1 |
68.7 |
-1.4 |
-1.9% |
0.0 |
Volume |
32,691 |
28,932 |
-3,759 |
-11.5% |
157,282 |
|
Daily Pivots for day following 08-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,638.7 |
4,607.3 |
4,502.1 |
|
R3 |
4,587.7 |
4,556.3 |
4,488.0 |
|
R2 |
4,536.7 |
4,536.7 |
4,483.4 |
|
R1 |
4,505.3 |
4,505.3 |
4,478.7 |
4,521.0 |
PP |
4,485.7 |
4,485.7 |
4,485.7 |
4,493.5 |
S1 |
4,454.3 |
4,454.3 |
4,469.3 |
4,470.0 |
S2 |
4,434.7 |
4,434.7 |
4,464.7 |
|
S3 |
4,383.7 |
4,403.3 |
4,460.0 |
|
S4 |
4,332.7 |
4,352.3 |
4,446.0 |
|
|
Weekly Pivots for week ending 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,020.0 |
4,915.0 |
4,566.4 |
|
R3 |
4,852.0 |
4,747.0 |
4,520.2 |
|
R2 |
4,684.0 |
4,684.0 |
4,504.8 |
|
R1 |
4,579.0 |
4,579.0 |
4,489.4 |
4,547.5 |
PP |
4,516.0 |
4,516.0 |
4,516.0 |
4,500.3 |
S1 |
4,411.0 |
4,411.0 |
4,458.6 |
4,379.5 |
S2 |
4,348.0 |
4,348.0 |
4,443.2 |
|
S3 |
4,180.0 |
4,243.0 |
4,427.8 |
|
S4 |
4,012.0 |
4,075.0 |
4,381.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,621.0 |
4,453.0 |
168.0 |
3.8% |
41.6 |
0.9% |
13% |
False |
False |
30,033 |
10 |
4,698.0 |
4,453.0 |
245.0 |
5.5% |
51.1 |
1.1% |
9% |
False |
False |
33,199 |
20 |
4,946.0 |
4,453.0 |
493.0 |
11.0% |
49.6 |
1.1% |
4% |
False |
False |
29,931 |
40 |
4,946.0 |
4,453.0 |
493.0 |
11.0% |
49.3 |
1.1% |
4% |
False |
False |
26,735 |
60 |
4,946.0 |
4,453.0 |
493.0 |
11.0% |
40.8 |
0.9% |
4% |
False |
False |
17,879 |
80 |
4,946.0 |
4,453.0 |
493.0 |
11.0% |
34.2 |
0.8% |
4% |
False |
False |
13,419 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,733.8 |
2.618 |
4,650.5 |
1.618 |
4,599.5 |
1.000 |
4,568.0 |
0.618 |
4,548.5 |
HIGH |
4,517.0 |
0.618 |
4,497.5 |
0.500 |
4,491.5 |
0.382 |
4,485.5 |
LOW |
4,466.0 |
0.618 |
4,434.5 |
1.000 |
4,415.0 |
1.618 |
4,383.5 |
2.618 |
4,332.5 |
4.250 |
4,249.3 |
|
|
Fisher Pivots for day following 08-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
4,491.5 |
4,524.5 |
PP |
4,485.7 |
4,507.7 |
S1 |
4,479.8 |
4,490.8 |
|