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 |
1,056.75 |
1,049.75 |
-7.00 |
-0.7% |
1,067.75 |
High |
1,063.25 |
1,071.75 |
8.50 |
0.8% |
1,096.50 |
Low |
1,048.00 |
1,049.75 |
1.75 |
0.2% |
1,036.25 |
Close |
1,051.00 |
1,061.50 |
10.50 |
1.0% |
1,055.00 |
Range |
15.25 |
22.00 |
6.75 |
44.3% |
60.25 |
ATR |
18.52 |
18.77 |
0.25 |
1.3% |
0.00 |
Volume |
3,104 |
2,249 |
-855 |
-27.5% |
8,130 |
|
Daily Pivots for day following 09-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,127.00 |
1,116.25 |
1,073.50 |
|
R3 |
1,105.00 |
1,094.25 |
1,067.50 |
|
R2 |
1,083.00 |
1,083.00 |
1,065.50 |
|
R1 |
1,072.25 |
1,072.25 |
1,063.50 |
1,077.50 |
PP |
1,061.00 |
1,061.00 |
1,061.00 |
1,063.75 |
S1 |
1,050.25 |
1,050.25 |
1,059.50 |
1,055.50 |
S2 |
1,039.00 |
1,039.00 |
1,057.50 |
|
S3 |
1,017.00 |
1,028.25 |
1,055.50 |
|
S4 |
995.00 |
1,006.25 |
1,049.50 |
|
|
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 |
1,095.00 |
1,036.25 |
58.75 |
5.5% |
21.75 |
2.0% |
43% |
False |
False |
2,209 |
10 |
1,098.50 |
1,036.25 |
62.25 |
5.9% |
21.75 |
2.1% |
41% |
False |
False |
2,436 |
20 |
1,142.25 |
1,036.25 |
106.00 |
10.0% |
20.25 |
1.9% |
24% |
False |
False |
1,865 |
40 |
1,143.00 |
1,036.25 |
106.75 |
10.1% |
15.25 |
1.4% |
24% |
False |
False |
1,202 |
60 |
1,143.00 |
1,036.25 |
106.75 |
10.1% |
14.25 |
1.3% |
24% |
False |
False |
805 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,165.25 |
2.618 |
1,129.25 |
1.618 |
1,107.25 |
1.000 |
1,093.75 |
0.618 |
1,085.25 |
HIGH |
1,071.75 |
0.618 |
1,063.25 |
0.500 |
1,060.75 |
0.382 |
1,058.25 |
LOW |
1,049.75 |
0.618 |
1,036.25 |
1.000 |
1,027.75 |
1.618 |
1,014.25 |
2.618 |
992.25 |
4.250 |
956.25 |
|
|
Fisher Pivots for day following 09-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
1,061.25 |
1,059.00 |
PP |
1,061.00 |
1,056.50 |
S1 |
1,060.75 |
1,054.00 |
|