Trading Metrics calculated at close of trading on 11-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2010 |
11-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
1,078.6 |
1,073.8 |
-4.8 |
-0.4% |
1,081.9 |
High |
1,083.0 |
1,098.4 |
15.4 |
1.4% |
1,126.4 |
Low |
1,063.1 |
1,072.9 |
9.8 |
0.9% |
1,044.5 |
Close |
1,076.3 |
1,094.7 |
18.4 |
1.7% |
1,052.8 |
Range |
19.9 |
25.5 |
5.6 |
28.1% |
81.9 |
ATR |
23.3 |
23.4 |
0.2 |
0.7% |
0.0 |
Volume |
184,386 |
163,920 |
-20,466 |
-11.1% |
938,784 |
|
Daily Pivots for day following 11-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,165.2 |
1,155.4 |
1,108.7 |
|
R3 |
1,139.7 |
1,129.9 |
1,101.7 |
|
R2 |
1,114.2 |
1,114.2 |
1,099.4 |
|
R1 |
1,104.4 |
1,104.4 |
1,097.0 |
1,109.3 |
PP |
1,088.7 |
1,088.7 |
1,088.7 |
1,091.1 |
S1 |
1,078.9 |
1,078.9 |
1,092.4 |
1,083.8 |
S2 |
1,063.2 |
1,063.2 |
1,090.0 |
|
S3 |
1,037.7 |
1,053.4 |
1,087.7 |
|
S4 |
1,012.2 |
1,027.9 |
1,080.7 |
|
|
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 |
1,098.4 |
1,044.5 |
53.9 |
4.9% |
20.9 |
1.9% |
93% |
True |
False |
204,960 |
10 |
1,126.4 |
1,044.5 |
81.9 |
7.5% |
24.5 |
2.2% |
61% |
False |
False |
189,420 |
20 |
1,148.0 |
1,044.5 |
103.5 |
9.5% |
22.3 |
2.0% |
49% |
False |
False |
120,634 |
40 |
1,166.7 |
1,044.5 |
122.2 |
11.2% |
21.6 |
2.0% |
41% |
False |
False |
64,598 |
60 |
1,229.0 |
1,044.5 |
184.5 |
16.9% |
23.2 |
2.1% |
27% |
False |
False |
44,470 |
80 |
1,229.0 |
1,029.0 |
200.0 |
18.3% |
21.4 |
2.0% |
33% |
False |
False |
33,799 |
100 |
1,229.0 |
989.3 |
239.7 |
21.9% |
20.2 |
1.8% |
44% |
False |
False |
27,306 |
120 |
1,229.0 |
939.9 |
289.1 |
26.4% |
19.1 |
1.7% |
54% |
False |
False |
22,936 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,206.8 |
2.618 |
1,165.2 |
1.618 |
1,139.7 |
1.000 |
1,123.9 |
0.618 |
1,114.2 |
HIGH |
1,098.4 |
0.618 |
1,088.7 |
0.500 |
1,085.7 |
0.382 |
1,082.6 |
LOW |
1,072.9 |
0.618 |
1,057.1 |
1.000 |
1,047.4 |
1.618 |
1,031.6 |
2.618 |
1,006.1 |
4.250 |
964.5 |
|
|
Fisher Pivots for day following 11-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
1,091.7 |
1,089.9 |
PP |
1,088.7 |
1,085.1 |
S1 |
1,085.7 |
1,080.3 |
|