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 |
1,065.7 |
1,068.7 |
3.0 |
0.3% |
1,082.9 |
High |
1,070.0 |
1,075.2 |
5.2 |
0.5% |
1,127.3 |
Low |
1,045.6 |
1,063.2 |
17.6 |
1.7% |
1,045.6 |
Close |
1,053.8 |
1,067.3 |
13.5 |
1.3% |
1,053.8 |
Range |
24.4 |
12.0 |
-12.4 |
-50.8% |
81.7 |
ATR |
22.9 |
22.8 |
-0.1 |
-0.5% |
0.0 |
Volume |
7,153 |
6,124 |
-1,029 |
-14.4% |
20,346 |
|
Daily Pivots for day following 08-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,104.6 |
1,097.9 |
1,073.9 |
|
R3 |
1,092.6 |
1,085.9 |
1,070.6 |
|
R2 |
1,080.6 |
1,080.6 |
1,069.5 |
|
R1 |
1,073.9 |
1,073.9 |
1,068.4 |
1,071.3 |
PP |
1,068.6 |
1,068.6 |
1,068.6 |
1,067.2 |
S1 |
1,061.9 |
1,061.9 |
1,066.2 |
1,059.3 |
S2 |
1,056.6 |
1,056.6 |
1,065.1 |
|
S3 |
1,044.6 |
1,049.9 |
1,064.0 |
|
S4 |
1,032.6 |
1,037.9 |
1,060.7 |
|
|
Weekly Pivots for week ending 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,320.7 |
1,268.9 |
1,098.7 |
|
R3 |
1,239.0 |
1,187.2 |
1,076.3 |
|
R2 |
1,157.3 |
1,157.3 |
1,068.8 |
|
R1 |
1,105.5 |
1,105.5 |
1,061.3 |
1,090.6 |
PP |
1,075.6 |
1,075.6 |
1,075.6 |
1,068.1 |
S1 |
1,023.8 |
1,023.8 |
1,046.3 |
1,008.9 |
S2 |
993.9 |
993.9 |
1,038.8 |
|
S3 |
912.2 |
942.1 |
1,031.3 |
|
S4 |
830.5 |
860.4 |
1,008.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,127.3 |
1,045.6 |
81.7 |
7.7% |
25.5 |
2.4% |
27% |
False |
False |
4,989 |
10 |
1,127.3 |
1,045.6 |
81.7 |
7.7% |
23.0 |
2.2% |
27% |
False |
False |
3,885 |
20 |
1,164.1 |
1,045.6 |
118.5 |
11.1% |
21.7 |
2.0% |
18% |
False |
False |
4,142 |
40 |
1,164.1 |
1,045.6 |
118.5 |
11.1% |
20.3 |
1.9% |
18% |
False |
False |
3,447 |
60 |
1,230.0 |
1,045.6 |
184.4 |
17.3% |
21.7 |
2.0% |
12% |
False |
False |
3,188 |
80 |
1,230.0 |
1,030.0 |
200.0 |
18.7% |
19.9 |
1.9% |
19% |
False |
False |
2,654 |
100 |
1,230.0 |
989.3 |
240.7 |
22.6% |
18.4 |
1.7% |
32% |
False |
False |
2,206 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,126.2 |
2.618 |
1,106.6 |
1.618 |
1,094.6 |
1.000 |
1,087.2 |
0.618 |
1,082.6 |
HIGH |
1,075.2 |
0.618 |
1,070.6 |
0.500 |
1,069.2 |
0.382 |
1,067.8 |
LOW |
1,063.2 |
0.618 |
1,055.8 |
1.000 |
1,051.2 |
1.618 |
1,043.8 |
2.618 |
1,031.8 |
4.250 |
1,012.2 |
|
|
Fisher Pivots for day following 08-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
1,069.2 |
1,079.2 |
PP |
1,068.6 |
1,075.2 |
S1 |
1,067.9 |
1,071.3 |
|