| 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 |
2,595.0 |
2,574.0 |
-21.0 |
-0.8% |
2,678.0 |
| High |
2,602.0 |
2,653.0 |
51.0 |
2.0% |
2,775.0 |
| Low |
2,545.0 |
2,574.0 |
29.0 |
1.1% |
2,528.0 |
| Close |
2,593.0 |
2,589.0 |
-4.0 |
-0.2% |
2,569.0 |
| Range |
57.0 |
79.0 |
22.0 |
38.6% |
247.0 |
| ATR |
65.2 |
66.2 |
1.0 |
1.5% |
0.0 |
| Volume |
128 |
1,753 |
1,625 |
1,269.5% |
22,753 |
|
| Daily Pivots for day following 09-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,842.3 |
2,794.7 |
2,632.5 |
|
| R3 |
2,763.3 |
2,715.7 |
2,610.7 |
|
| R2 |
2,684.3 |
2,684.3 |
2,603.5 |
|
| R1 |
2,636.7 |
2,636.7 |
2,596.2 |
2,660.5 |
| PP |
2,605.3 |
2,605.3 |
2,605.3 |
2,617.3 |
| S1 |
2,557.7 |
2,557.7 |
2,581.8 |
2,581.5 |
| S2 |
2,526.3 |
2,526.3 |
2,574.5 |
|
| S3 |
2,447.3 |
2,478.7 |
2,567.3 |
|
| S4 |
2,368.3 |
2,399.7 |
2,545.6 |
|
|
| Weekly Pivots for week ending 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,365.0 |
3,214.0 |
2,704.9 |
|
| R3 |
3,118.0 |
2,967.0 |
2,636.9 |
|
| R2 |
2,871.0 |
2,871.0 |
2,614.3 |
|
| R1 |
2,720.0 |
2,720.0 |
2,591.6 |
2,672.0 |
| PP |
2,624.0 |
2,624.0 |
2,624.0 |
2,600.0 |
| S1 |
2,473.0 |
2,473.0 |
2,546.4 |
2,425.0 |
| S2 |
2,377.0 |
2,377.0 |
2,523.7 |
|
| S3 |
2,130.0 |
2,226.0 |
2,501.1 |
|
| S4 |
1,883.0 |
1,979.0 |
2,433.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,772.0 |
2,528.0 |
244.0 |
9.4% |
81.2 |
3.1% |
25% |
False |
False |
4,240 |
| 10 |
2,775.0 |
2,528.0 |
247.0 |
9.5% |
73.4 |
2.8% |
25% |
False |
False |
3,198 |
| 20 |
2,938.0 |
2,528.0 |
410.0 |
15.8% |
68.7 |
2.7% |
15% |
False |
False |
2,410 |
| 40 |
2,975.0 |
2,528.0 |
447.0 |
17.3% |
51.5 |
2.0% |
14% |
False |
False |
4,209 |
| 60 |
2,975.0 |
2,528.0 |
447.0 |
17.3% |
47.9 |
1.9% |
14% |
False |
False |
3,251 |
| 80 |
2,975.0 |
2,528.0 |
447.0 |
17.3% |
49.9 |
1.9% |
14% |
False |
False |
2,577 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,988.8 |
|
2.618 |
2,859.8 |
|
1.618 |
2,780.8 |
|
1.000 |
2,732.0 |
|
0.618 |
2,701.8 |
|
HIGH |
2,653.0 |
|
0.618 |
2,622.8 |
|
0.500 |
2,613.5 |
|
0.382 |
2,604.2 |
|
LOW |
2,574.0 |
|
0.618 |
2,525.2 |
|
1.000 |
2,495.0 |
|
1.618 |
2,446.2 |
|
2.618 |
2,367.2 |
|
4.250 |
2,238.3 |
|
|
| Fisher Pivots for day following 09-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,613.5 |
2,590.5 |
| PP |
2,605.3 |
2,590.0 |
| S1 |
2,597.2 |
2,589.5 |
|