| 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 |
2,625.0 |
2,640.0 |
15.0 |
0.6% |
2,678.0 |
| High |
2,653.0 |
2,652.0 |
-1.0 |
0.0% |
2,775.0 |
| Low |
2,614.0 |
2,584.0 |
-30.0 |
-1.1% |
2,528.0 |
| Close |
2,625.0 |
2,610.0 |
-15.0 |
-0.6% |
2,569.0 |
| Range |
39.0 |
68.0 |
29.0 |
74.4% |
247.0 |
| ATR |
66.0 |
66.1 |
0.1 |
0.2% |
0.0 |
| Volume |
1,082 |
2,257 |
1,175 |
108.6% |
22,753 |
|
| Daily Pivots for day following 11-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,819.3 |
2,782.7 |
2,647.4 |
|
| R3 |
2,751.3 |
2,714.7 |
2,628.7 |
|
| R2 |
2,683.3 |
2,683.3 |
2,622.5 |
|
| R1 |
2,646.7 |
2,646.7 |
2,616.2 |
2,631.0 |
| PP |
2,615.3 |
2,615.3 |
2,615.3 |
2,607.5 |
| S1 |
2,578.7 |
2,578.7 |
2,603.8 |
2,563.0 |
| S2 |
2,547.3 |
2,547.3 |
2,597.5 |
|
| S3 |
2,479.3 |
2,510.7 |
2,591.3 |
|
| S4 |
2,411.3 |
2,442.7 |
2,572.6 |
|
|
| 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 |
2,653.0 |
2,528.0 |
125.0 |
4.8% |
69.4 |
2.7% |
66% |
False |
False |
4,172 |
| 10 |
2,775.0 |
2,528.0 |
247.0 |
9.5% |
69.7 |
2.7% |
33% |
False |
False |
2,960 |
| 20 |
2,938.0 |
2,528.0 |
410.0 |
15.7% |
70.8 |
2.7% |
20% |
False |
False |
2,532 |
| 40 |
2,975.0 |
2,528.0 |
447.0 |
17.1% |
52.8 |
2.0% |
18% |
False |
False |
3,968 |
| 60 |
2,975.0 |
2,528.0 |
447.0 |
17.1% |
48.3 |
1.9% |
18% |
False |
False |
3,299 |
| 80 |
2,975.0 |
2,528.0 |
447.0 |
17.1% |
50.1 |
1.9% |
18% |
False |
False |
2,616 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,941.0 |
|
2.618 |
2,830.0 |
|
1.618 |
2,762.0 |
|
1.000 |
2,720.0 |
|
0.618 |
2,694.0 |
|
HIGH |
2,652.0 |
|
0.618 |
2,626.0 |
|
0.500 |
2,618.0 |
|
0.382 |
2,610.0 |
|
LOW |
2,584.0 |
|
0.618 |
2,542.0 |
|
1.000 |
2,516.0 |
|
1.618 |
2,474.0 |
|
2.618 |
2,406.0 |
|
4.250 |
2,295.0 |
|
|
| Fisher Pivots for day following 11-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,618.0 |
2,613.5 |
| PP |
2,615.3 |
2,612.3 |
| S1 |
2,612.7 |
2,611.2 |
|