Trading Metrics calculated at close of trading on 10-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2010 |
10-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
4,442.0 |
4,515.0 |
73.0 |
1.6% |
4,509.0 |
High |
4,478.0 |
4,537.0 |
59.0 |
1.3% |
4,621.0 |
Low |
4,428.0 |
4,465.0 |
37.0 |
0.8% |
4,453.0 |
Close |
4,473.0 |
4,481.0 |
8.0 |
0.2% |
4,474.0 |
Range |
50.0 |
72.0 |
22.0 |
44.0% |
168.0 |
ATR |
67.4 |
67.7 |
0.3 |
0.5% |
0.0 |
Volume |
26,105 |
29,266 |
3,161 |
12.1% |
157,282 |
|
Daily Pivots for day following 10-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,710.3 |
4,667.7 |
4,520.6 |
|
R3 |
4,638.3 |
4,595.7 |
4,500.8 |
|
R2 |
4,566.3 |
4,566.3 |
4,494.2 |
|
R1 |
4,523.7 |
4,523.7 |
4,487.6 |
4,509.0 |
PP |
4,494.3 |
4,494.3 |
4,494.3 |
4,487.0 |
S1 |
4,451.7 |
4,451.7 |
4,474.4 |
4,437.0 |
S2 |
4,422.3 |
4,422.3 |
4,467.8 |
|
S3 |
4,350.3 |
4,379.7 |
4,461.2 |
|
S4 |
4,278.3 |
4,307.7 |
4,441.4 |
|
|
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 |
4,596.0 |
4,428.0 |
168.0 |
3.7% |
51.0 |
1.1% |
32% |
False |
False |
28,456 |
10 |
4,649.0 |
4,428.0 |
221.0 |
4.9% |
50.0 |
1.1% |
24% |
False |
False |
31,707 |
20 |
4,911.0 |
4,428.0 |
483.0 |
10.8% |
51.7 |
1.2% |
11% |
False |
False |
30,887 |
40 |
4,946.0 |
4,428.0 |
518.0 |
11.6% |
49.8 |
1.1% |
10% |
False |
False |
28,072 |
60 |
4,946.0 |
4,428.0 |
518.0 |
11.6% |
42.1 |
0.9% |
10% |
False |
False |
18,801 |
80 |
4,946.0 |
4,428.0 |
518.0 |
11.6% |
35.6 |
0.8% |
10% |
False |
False |
14,111 |
100 |
4,946.0 |
4,428.0 |
518.0 |
11.6% |
29.9 |
0.7% |
10% |
False |
False |
11,293 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,843.0 |
2.618 |
4,725.5 |
1.618 |
4,653.5 |
1.000 |
4,609.0 |
0.618 |
4,581.5 |
HIGH |
4,537.0 |
0.618 |
4,509.5 |
0.500 |
4,501.0 |
0.382 |
4,492.5 |
LOW |
4,465.0 |
0.618 |
4,420.5 |
1.000 |
4,393.0 |
1.618 |
4,348.5 |
2.618 |
4,276.5 |
4.250 |
4,159.0 |
|
|
Fisher Pivots for day following 10-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
4,501.0 |
4,482.5 |
PP |
4,494.3 |
4,482.0 |
S1 |
4,487.7 |
4,481.5 |
|