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 |
1,068.3 |
1,062.4 |
-5.9 |
-0.6% |
1,081.9 |
High |
1,074.3 |
1,083.8 |
9.5 |
0.9% |
1,126.4 |
Low |
1,061.8 |
1,062.1 |
0.3 |
0.0% |
1,044.5 |
Close |
1,066.2 |
1,077.2 |
11.0 |
1.0% |
1,052.8 |
Range |
12.5 |
21.7 |
9.2 |
73.6% |
81.9 |
ATR |
23.7 |
23.5 |
-0.1 |
-0.6% |
0.0 |
Volume |
253,584 |
142,157 |
-111,427 |
-43.9% |
938,784 |
|
Daily Pivots for day following 09-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,139.5 |
1,130.0 |
1,089.1 |
|
R3 |
1,117.8 |
1,108.3 |
1,083.2 |
|
R2 |
1,096.1 |
1,096.1 |
1,081.2 |
|
R1 |
1,086.6 |
1,086.6 |
1,079.2 |
1,091.4 |
PP |
1,074.4 |
1,074.4 |
1,074.4 |
1,076.7 |
S1 |
1,064.9 |
1,064.9 |
1,075.2 |
1,069.7 |
S2 |
1,052.7 |
1,052.7 |
1,073.2 |
|
S3 |
1,031.0 |
1,043.2 |
1,071.2 |
|
S4 |
1,009.3 |
1,021.5 |
1,065.3 |
|
|
Weekly Pivots for week ending 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,320.3 |
1,268.4 |
1,097.8 |
|
R3 |
1,238.4 |
1,186.5 |
1,075.3 |
|
R2 |
1,156.5 |
1,156.5 |
1,067.8 |
|
R1 |
1,104.6 |
1,104.6 |
1,060.3 |
1,089.6 |
PP |
1,074.6 |
1,074.6 |
1,074.6 |
1,067.1 |
S1 |
1,022.7 |
1,022.7 |
1,045.3 |
1,007.7 |
S2 |
992.7 |
992.7 |
1,037.8 |
|
S3 |
910.8 |
940.8 |
1,030.3 |
|
S4 |
828.9 |
858.9 |
1,007.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,126.4 |
1,044.5 |
81.9 |
7.6% |
26.2 |
2.4% |
40% |
False |
False |
197,919 |
10 |
1,126.4 |
1,044.5 |
81.9 |
7.6% |
24.1 |
2.2% |
40% |
False |
False |
177,543 |
20 |
1,159.5 |
1,044.5 |
115.0 |
10.7% |
22.8 |
2.1% |
28% |
False |
False |
105,484 |
40 |
1,166.7 |
1,044.5 |
122.2 |
11.3% |
21.7 |
2.0% |
27% |
False |
False |
56,044 |
60 |
1,229.0 |
1,044.5 |
184.5 |
17.1% |
23.1 |
2.1% |
18% |
False |
False |
38,748 |
80 |
1,229.0 |
1,029.0 |
200.0 |
18.6% |
21.3 |
2.0% |
24% |
False |
False |
29,472 |
100 |
1,229.0 |
989.3 |
239.7 |
22.3% |
20.0 |
1.9% |
37% |
False |
False |
23,845 |
120 |
1,229.0 |
937.5 |
291.5 |
27.1% |
18.9 |
1.8% |
48% |
False |
False |
20,038 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,176.0 |
2.618 |
1,140.6 |
1.618 |
1,118.9 |
1.000 |
1,105.5 |
0.618 |
1,097.2 |
HIGH |
1,083.8 |
0.618 |
1,075.5 |
0.500 |
1,073.0 |
0.382 |
1,070.4 |
LOW |
1,062.1 |
0.618 |
1,048.7 |
1.000 |
1,040.4 |
1.618 |
1,027.0 |
2.618 |
1,005.3 |
4.250 |
969.9 |
|
|
Fisher Pivots for day following 09-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
1,075.8 |
1,072.9 |
PP |
1,074.4 |
1,068.5 |
S1 |
1,073.0 |
1,064.2 |
|