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 |
1,049.75 |
1,062.00 |
12.25 |
1.2% |
1,067.75 |
High |
1,071.75 |
1,067.50 |
-4.25 |
-0.4% |
1,096.50 |
Low |
1,049.75 |
1,051.75 |
2.00 |
0.2% |
1,036.25 |
Close |
1,061.50 |
1,058.50 |
-3.00 |
-0.3% |
1,055.00 |
Range |
22.00 |
15.75 |
-6.25 |
-28.4% |
60.25 |
ATR |
18.77 |
18.55 |
-0.22 |
-1.1% |
0.00 |
Volume |
2,249 |
8,742 |
6,493 |
288.7% |
8,130 |
|
Daily Pivots for day following 10-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,106.50 |
1,098.25 |
1,067.25 |
|
R3 |
1,090.75 |
1,082.50 |
1,062.75 |
|
R2 |
1,075.00 |
1,075.00 |
1,061.50 |
|
R1 |
1,066.75 |
1,066.75 |
1,060.00 |
1,063.00 |
PP |
1,059.25 |
1,059.25 |
1,059.25 |
1,057.50 |
S1 |
1,051.00 |
1,051.00 |
1,057.00 |
1,047.25 |
S2 |
1,043.50 |
1,043.50 |
1,055.50 |
|
S3 |
1,027.75 |
1,035.25 |
1,054.25 |
|
S4 |
1,012.00 |
1,019.50 |
1,049.75 |
|
|
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 |
1,093.00 |
1,036.25 |
56.75 |
5.4% |
23.00 |
2.2% |
39% |
False |
False |
3,402 |
10 |
1,098.50 |
1,036.25 |
62.25 |
5.9% |
21.75 |
2.0% |
36% |
False |
False |
2,919 |
20 |
1,142.25 |
1,036.25 |
106.00 |
10.0% |
20.25 |
1.9% |
21% |
False |
False |
2,281 |
40 |
1,143.00 |
1,036.25 |
106.75 |
10.1% |
15.50 |
1.5% |
21% |
False |
False |
1,420 |
60 |
1,143.00 |
1,036.25 |
106.75 |
10.1% |
14.25 |
1.3% |
21% |
False |
False |
950 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,134.50 |
2.618 |
1,108.75 |
1.618 |
1,093.00 |
1.000 |
1,083.25 |
0.618 |
1,077.25 |
HIGH |
1,067.50 |
0.618 |
1,061.50 |
0.500 |
1,059.50 |
0.382 |
1,057.75 |
LOW |
1,051.75 |
0.618 |
1,042.00 |
1.000 |
1,036.00 |
1.618 |
1,026.25 |
2.618 |
1,010.50 |
4.250 |
984.75 |
|
|
Fisher Pivots for day following 10-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
1,059.50 |
1,060.00 |
PP |
1,059.25 |
1,059.50 |
S1 |
1,059.00 |
1,059.00 |
|