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 |
4,469.0 |
4,442.0 |
-27.0 |
-0.6% |
4,509.0 |
High |
4,517.0 |
4,478.0 |
-39.0 |
-0.9% |
4,621.0 |
Low |
4,466.0 |
4,428.0 |
-38.0 |
-0.9% |
4,453.0 |
Close |
4,474.0 |
4,473.0 |
-1.0 |
0.0% |
4,474.0 |
Range |
51.0 |
50.0 |
-1.0 |
-2.0% |
168.0 |
ATR |
68.7 |
67.4 |
-1.3 |
-1.9% |
0.0 |
Volume |
28,932 |
26,105 |
-2,827 |
-9.8% |
157,282 |
|
Daily Pivots for day following 09-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,609.7 |
4,591.3 |
4,500.5 |
|
R3 |
4,559.7 |
4,541.3 |
4,486.8 |
|
R2 |
4,509.7 |
4,509.7 |
4,482.2 |
|
R1 |
4,491.3 |
4,491.3 |
4,477.6 |
4,500.5 |
PP |
4,459.7 |
4,459.7 |
4,459.7 |
4,464.3 |
S1 |
4,441.3 |
4,441.3 |
4,468.4 |
4,450.5 |
S2 |
4,409.7 |
4,409.7 |
4,463.8 |
|
S3 |
4,359.7 |
4,391.3 |
4,459.3 |
|
S4 |
4,309.7 |
4,341.3 |
4,445.5 |
|
|
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 |
4,428.0 |
193.0 |
4.3% |
44.6 |
1.0% |
23% |
False |
True |
28,441 |
10 |
4,649.0 |
4,428.0 |
221.0 |
4.9% |
48.3 |
1.1% |
20% |
False |
True |
33,060 |
20 |
4,935.0 |
4,428.0 |
507.0 |
11.3% |
50.9 |
1.1% |
9% |
False |
True |
30,526 |
40 |
4,946.0 |
4,428.0 |
518.0 |
11.6% |
49.3 |
1.1% |
9% |
False |
True |
27,358 |
60 |
4,946.0 |
4,428.0 |
518.0 |
11.6% |
41.6 |
0.9% |
9% |
False |
True |
18,314 |
80 |
4,946.0 |
4,428.0 |
518.0 |
11.6% |
34.8 |
0.8% |
9% |
False |
True |
13,745 |
100 |
4,946.0 |
4,428.0 |
518.0 |
11.6% |
29.2 |
0.7% |
9% |
False |
True |
11,000 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,690.5 |
2.618 |
4,608.9 |
1.618 |
4,558.9 |
1.000 |
4,528.0 |
0.618 |
4,508.9 |
HIGH |
4,478.0 |
0.618 |
4,458.9 |
0.500 |
4,453.0 |
0.382 |
4,447.1 |
LOW |
4,428.0 |
0.618 |
4,397.1 |
1.000 |
4,378.0 |
1.618 |
4,347.1 |
2.618 |
4,297.1 |
4.250 |
4,215.5 |
|
|
Fisher Pivots for day following 09-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
4,466.3 |
4,472.8 |
PP |
4,459.7 |
4,472.7 |
S1 |
4,453.0 |
4,472.5 |
|