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 |
1,068.2 |
1,079.3 |
11.1 |
1.0% |
1,106.9 |
High |
1,068.2 |
1,085.5 |
17.3 |
1.6% |
1,125.9 |
Low |
1,068.2 |
1,066.8 |
-1.4 |
-0.1% |
1,050.0 |
Close |
1,068.2 |
1,079.3 |
11.1 |
1.0% |
1,054.6 |
Range |
0.0 |
18.7 |
18.7 |
|
75.9 |
ATR |
18.9 |
18.9 |
0.0 |
-0.1% |
0.0 |
Volume |
1,134 |
2,230 |
1,096 |
96.6% |
5,010 |
|
Daily Pivots for day following 09-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,133.3 |
1,125.0 |
1,089.6 |
|
R3 |
1,114.6 |
1,106.3 |
1,084.4 |
|
R2 |
1,095.9 |
1,095.9 |
1,082.7 |
|
R1 |
1,087.6 |
1,087.6 |
1,081.0 |
1,088.7 |
PP |
1,077.2 |
1,077.2 |
1,077.2 |
1,077.7 |
S1 |
1,068.9 |
1,068.9 |
1,077.6 |
1,070.0 |
S2 |
1,058.5 |
1,058.5 |
1,075.9 |
|
S3 |
1,039.8 |
1,050.2 |
1,074.2 |
|
S4 |
1,021.1 |
1,031.5 |
1,069.0 |
|
|
Weekly Pivots for week ending 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,304.5 |
1,255.5 |
1,096.3 |
|
R3 |
1,228.6 |
1,179.6 |
1,075.5 |
|
R2 |
1,152.7 |
1,152.7 |
1,068.5 |
|
R1 |
1,103.7 |
1,103.7 |
1,061.6 |
1,090.3 |
PP |
1,076.8 |
1,076.8 |
1,076.8 |
1,070.1 |
S1 |
1,027.8 |
1,027.8 |
1,047.6 |
1,014.4 |
S2 |
1,000.9 |
1,000.9 |
1,040.7 |
|
S3 |
925.0 |
951.9 |
1,033.7 |
|
S4 |
849.1 |
876.0 |
1,012.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,125.9 |
1,050.0 |
75.9 |
7.0% |
20.3 |
1.9% |
39% |
False |
False |
1,533 |
10 |
1,125.9 |
1,050.0 |
75.9 |
7.0% |
16.9 |
1.6% |
39% |
False |
False |
911 |
20 |
1,160.1 |
1,050.0 |
110.1 |
10.2% |
17.1 |
1.6% |
27% |
False |
False |
1,020 |
40 |
1,162.3 |
1,050.0 |
112.3 |
10.4% |
15.6 |
1.4% |
26% |
False |
False |
837 |
60 |
1,230.7 |
1,050.0 |
180.7 |
16.7% |
16.2 |
1.5% |
16% |
False |
False |
880 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,165.0 |
2.618 |
1,134.5 |
1.618 |
1,115.8 |
1.000 |
1,104.2 |
0.618 |
1,097.1 |
HIGH |
1,085.5 |
0.618 |
1,078.4 |
0.500 |
1,076.2 |
0.382 |
1,073.9 |
LOW |
1,066.8 |
0.618 |
1,055.2 |
1.000 |
1,048.1 |
1.618 |
1,036.5 |
2.618 |
1,017.8 |
4.250 |
987.3 |
|
|
Fisher Pivots for day following 09-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
1,078.3 |
1,075.5 |
PP |
1,077.2 |
1,071.6 |
S1 |
1,076.2 |
1,067.8 |
|