Trading Metrics calculated at close of trading on 08-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2010 |
08-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
1,056.75 |
1,056.75 |
0.00 |
0.0% |
1,067.75 |
High |
1,060.25 |
1,063.25 |
3.00 |
0.3% |
1,096.50 |
Low |
1,036.25 |
1,048.00 |
11.75 |
1.1% |
1,036.25 |
Close |
1,055.00 |
1,051.00 |
-4.00 |
-0.4% |
1,055.00 |
Range |
24.00 |
15.25 |
-8.75 |
-36.5% |
60.25 |
ATR |
18.77 |
18.52 |
-0.25 |
-1.3% |
0.00 |
Volume |
1,899 |
3,104 |
1,205 |
63.5% |
8,130 |
|
Daily Pivots for day following 08-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,099.75 |
1,090.75 |
1,059.50 |
|
R3 |
1,084.50 |
1,075.50 |
1,055.25 |
|
R2 |
1,069.25 |
1,069.25 |
1,053.75 |
|
R1 |
1,060.25 |
1,060.25 |
1,052.50 |
1,057.00 |
PP |
1,054.00 |
1,054.00 |
1,054.00 |
1,052.50 |
S1 |
1,045.00 |
1,045.00 |
1,049.50 |
1,042.00 |
S2 |
1,038.75 |
1,038.75 |
1,048.25 |
|
S3 |
1,023.50 |
1,029.75 |
1,046.75 |
|
S4 |
1,008.25 |
1,014.50 |
1,042.50 |
|
|
Weekly Pivots for week ending 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,243.25 |
1,209.50 |
1,088.25 |
|
R3 |
1,183.00 |
1,149.25 |
1,071.50 |
|
R2 |
1,122.75 |
1,122.75 |
1,066.00 |
|
R1 |
1,089.00 |
1,089.00 |
1,060.50 |
1,075.75 |
PP |
1,062.50 |
1,062.50 |
1,062.50 |
1,056.00 |
S1 |
1,028.75 |
1,028.75 |
1,049.50 |
1,015.50 |
S2 |
1,002.25 |
1,002.25 |
1,044.00 |
|
S3 |
942.00 |
968.50 |
1,038.50 |
|
S4 |
881.75 |
908.25 |
1,021.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,096.50 |
1,036.25 |
60.25 |
5.7% |
21.00 |
2.0% |
24% |
False |
False |
1,902 |
10 |
1,098.50 |
1,036.25 |
62.25 |
5.9% |
21.50 |
2.0% |
24% |
False |
False |
2,308 |
20 |
1,143.00 |
1,036.25 |
106.75 |
10.2% |
19.50 |
1.9% |
14% |
False |
False |
1,812 |
40 |
1,143.00 |
1,036.25 |
106.75 |
10.2% |
15.00 |
1.4% |
14% |
False |
False |
1,146 |
60 |
1,143.00 |
1,036.25 |
106.75 |
10.2% |
14.00 |
1.3% |
14% |
False |
False |
767 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,128.00 |
2.618 |
1,103.25 |
1.618 |
1,088.00 |
1.000 |
1,078.50 |
0.618 |
1,072.75 |
HIGH |
1,063.25 |
0.618 |
1,057.50 |
0.500 |
1,055.50 |
0.382 |
1,053.75 |
LOW |
1,048.00 |
0.618 |
1,038.50 |
1.000 |
1,032.75 |
1.618 |
1,023.25 |
2.618 |
1,008.00 |
4.250 |
983.25 |
|
|
Fisher Pivots for day following 08-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
1,055.50 |
1,064.50 |
PP |
1,054.00 |
1,060.00 |
S1 |
1,052.50 |
1,055.50 |
|