| 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 |
2,574.0 |
2,625.0 |
51.0 |
2.0% |
2,678.0 |
| High |
2,653.0 |
2,653.0 |
0.0 |
0.0% |
2,775.0 |
| Low |
2,574.0 |
2,614.0 |
40.0 |
1.6% |
2,528.0 |
| Close |
2,589.0 |
2,625.0 |
36.0 |
1.4% |
2,569.0 |
| Range |
79.0 |
39.0 |
-40.0 |
-50.6% |
247.0 |
| ATR |
66.2 |
66.0 |
-0.2 |
-0.2% |
0.0 |
| Volume |
1,753 |
1,082 |
-671 |
-38.3% |
22,753 |
|
| Daily Pivots for day following 10-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,747.7 |
2,725.3 |
2,646.5 |
|
| R3 |
2,708.7 |
2,686.3 |
2,635.7 |
|
| R2 |
2,669.7 |
2,669.7 |
2,632.2 |
|
| R1 |
2,647.3 |
2,647.3 |
2,628.6 |
2,644.5 |
| PP |
2,630.7 |
2,630.7 |
2,630.7 |
2,629.3 |
| S1 |
2,608.3 |
2,608.3 |
2,621.4 |
2,605.5 |
| S2 |
2,591.7 |
2,591.7 |
2,617.9 |
|
| S3 |
2,552.7 |
2,569.3 |
2,614.3 |
|
| S4 |
2,513.7 |
2,530.3 |
2,603.6 |
|
|
| 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 |
2,737.0 |
2,528.0 |
209.0 |
8.0% |
79.6 |
3.0% |
46% |
False |
False |
3,984 |
| 10 |
2,775.0 |
2,528.0 |
247.0 |
9.4% |
72.8 |
2.8% |
39% |
False |
False |
3,193 |
| 20 |
2,938.0 |
2,528.0 |
410.0 |
15.6% |
68.8 |
2.6% |
24% |
False |
False |
2,434 |
| 40 |
2,975.0 |
2,528.0 |
447.0 |
17.0% |
51.9 |
2.0% |
22% |
False |
False |
4,216 |
| 60 |
2,975.0 |
2,528.0 |
447.0 |
17.0% |
47.8 |
1.8% |
22% |
False |
False |
3,264 |
| 80 |
2,975.0 |
2,528.0 |
447.0 |
17.0% |
50.1 |
1.9% |
22% |
False |
False |
2,589 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,818.8 |
|
2.618 |
2,755.1 |
|
1.618 |
2,716.1 |
|
1.000 |
2,692.0 |
|
0.618 |
2,677.1 |
|
HIGH |
2,653.0 |
|
0.618 |
2,638.1 |
|
0.500 |
2,633.5 |
|
0.382 |
2,628.9 |
|
LOW |
2,614.0 |
|
0.618 |
2,589.9 |
|
1.000 |
2,575.0 |
|
1.618 |
2,550.9 |
|
2.618 |
2,511.9 |
|
4.250 |
2,448.3 |
|
|
| Fisher Pivots for day following 10-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,633.5 |
2,616.3 |
| PP |
2,630.7 |
2,607.7 |
| S1 |
2,627.8 |
2,599.0 |
|