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 |
1,062.00 |
1,059.00 |
-3.00 |
-0.3% |
1,067.75 |
High |
1,067.50 |
1,072.75 |
5.25 |
0.5% |
1,096.50 |
Low |
1,051.75 |
1,052.50 |
0.75 |
0.1% |
1,036.25 |
Close |
1,058.50 |
1,071.75 |
13.25 |
1.3% |
1,055.00 |
Range |
15.75 |
20.25 |
4.50 |
28.6% |
60.25 |
ATR |
18.55 |
18.67 |
0.12 |
0.7% |
0.00 |
Volume |
8,742 |
2,791 |
-5,951 |
-68.1% |
8,130 |
|
Daily Pivots for day following 11-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,126.50 |
1,119.25 |
1,083.00 |
|
R3 |
1,106.25 |
1,099.00 |
1,077.25 |
|
R2 |
1,086.00 |
1,086.00 |
1,075.50 |
|
R1 |
1,078.75 |
1,078.75 |
1,073.50 |
1,082.50 |
PP |
1,065.75 |
1,065.75 |
1,065.75 |
1,067.50 |
S1 |
1,058.50 |
1,058.50 |
1,070.00 |
1,062.00 |
S2 |
1,045.50 |
1,045.50 |
1,068.00 |
|
S3 |
1,025.25 |
1,038.25 |
1,066.25 |
|
S4 |
1,005.00 |
1,018.00 |
1,060.50 |
|
|
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 |
1,072.75 |
1,036.25 |
36.50 |
3.4% |
19.50 |
1.8% |
97% |
True |
False |
3,757 |
10 |
1,096.50 |
1,036.25 |
60.25 |
5.6% |
20.75 |
1.9% |
59% |
False |
False |
2,822 |
20 |
1,142.25 |
1,036.25 |
106.00 |
9.9% |
20.50 |
1.9% |
33% |
False |
False |
2,397 |
40 |
1,143.00 |
1,036.25 |
106.75 |
10.0% |
15.50 |
1.4% |
33% |
False |
False |
1,477 |
60 |
1,143.00 |
1,036.25 |
106.75 |
10.0% |
14.50 |
1.3% |
33% |
False |
False |
997 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,158.75 |
2.618 |
1,125.75 |
1.618 |
1,105.50 |
1.000 |
1,093.00 |
0.618 |
1,085.25 |
HIGH |
1,072.75 |
0.618 |
1,065.00 |
0.500 |
1,062.50 |
0.382 |
1,060.25 |
LOW |
1,052.50 |
0.618 |
1,040.00 |
1.000 |
1,032.25 |
1.618 |
1,019.75 |
2.618 |
999.50 |
4.250 |
966.50 |
|
|
Fisher Pivots for day following 11-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
1,068.75 |
1,068.25 |
PP |
1,065.75 |
1,064.75 |
S1 |
1,062.50 |
1,061.25 |
|