| 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 |
1,062.4 |
1,078.6 |
16.2 |
1.5% |
1,081.9 |
| High |
1,083.8 |
1,083.0 |
-0.8 |
-0.1% |
1,126.4 |
| Low |
1,062.1 |
1,063.1 |
1.0 |
0.1% |
1,044.5 |
| Close |
1,077.2 |
1,076.3 |
-0.9 |
-0.1% |
1,052.8 |
| Range |
21.7 |
19.9 |
-1.8 |
-8.3% |
81.9 |
| ATR |
23.5 |
23.3 |
-0.3 |
-1.1% |
0.0 |
| Volume |
142,157 |
184,386 |
42,229 |
29.7% |
938,784 |
|
| Daily Pivots for day following 10-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,133.8 |
1,125.0 |
1,087.2 |
|
| R3 |
1,113.9 |
1,105.1 |
1,081.8 |
|
| R2 |
1,094.0 |
1,094.0 |
1,079.9 |
|
| R1 |
1,085.2 |
1,085.2 |
1,078.1 |
1,079.7 |
| PP |
1,074.1 |
1,074.1 |
1,074.1 |
1,071.4 |
| S1 |
1,065.3 |
1,065.3 |
1,074.5 |
1,059.8 |
| S2 |
1,054.2 |
1,054.2 |
1,072.7 |
|
| S3 |
1,034.3 |
1,045.4 |
1,070.8 |
|
| S4 |
1,014.4 |
1,025.5 |
1,065.4 |
|
|
| 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 |
1,112.0 |
1,044.5 |
67.5 |
6.3% |
26.4 |
2.5% |
47% |
False |
False |
203,898 |
| 10 |
1,126.4 |
1,044.5 |
81.9 |
7.6% |
24.2 |
2.2% |
39% |
False |
False |
185,522 |
| 20 |
1,148.0 |
1,044.5 |
103.5 |
9.6% |
22.1 |
2.1% |
31% |
False |
False |
113,498 |
| 40 |
1,166.7 |
1,044.5 |
122.2 |
11.4% |
21.4 |
2.0% |
26% |
False |
False |
60,617 |
| 60 |
1,229.0 |
1,044.5 |
184.5 |
17.1% |
23.1 |
2.1% |
17% |
False |
False |
41,800 |
| 80 |
1,229.0 |
1,029.0 |
200.0 |
18.6% |
21.3 |
2.0% |
24% |
False |
False |
31,766 |
| 100 |
1,229.0 |
989.3 |
239.7 |
22.3% |
20.0 |
1.9% |
36% |
False |
False |
25,676 |
| 120 |
1,229.0 |
939.9 |
289.1 |
26.9% |
19.0 |
1.8% |
47% |
False |
False |
21,573 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,167.6 |
|
2.618 |
1,135.1 |
|
1.618 |
1,115.2 |
|
1.000 |
1,102.9 |
|
0.618 |
1,095.3 |
|
HIGH |
1,083.0 |
|
0.618 |
1,075.4 |
|
0.500 |
1,073.1 |
|
0.382 |
1,070.7 |
|
LOW |
1,063.1 |
|
0.618 |
1,050.8 |
|
1.000 |
1,043.2 |
|
1.618 |
1,030.9 |
|
2.618 |
1,011.0 |
|
4.250 |
978.5 |
|
|
| Fisher Pivots for day following 10-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,075.2 |
1,075.1 |
| PP |
1,074.1 |
1,074.0 |
| S1 |
1,073.1 |
1,072.8 |
|