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 |
10,003.69 |
10,005.43 |
1.74 |
0.0% |
10,068.99 |
High |
10,031.96 |
10,028.56 |
-3.40 |
0.0% |
10,314.84 |
Low |
9,835.09 |
9,904.09 |
69.00 |
0.7% |
9,835.09 |
Close |
10,012.23 |
9,908.39 |
-103.84 |
-1.0% |
10,012.23 |
Range |
196.87 |
124.47 |
-72.40 |
-36.8% |
479.75 |
ATR |
144.25 |
142.84 |
-1.41 |
-1.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 08-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,320.42 |
10,238.88 |
9,976.85 |
|
R3 |
10,195.95 |
10,114.41 |
9,942.62 |
|
R2 |
10,071.48 |
10,071.48 |
9,931.21 |
|
R1 |
9,989.94 |
9,989.94 |
9,919.80 |
9,968.48 |
PP |
9,947.01 |
9,947.01 |
9,947.01 |
9,936.28 |
S1 |
9,865.47 |
9,865.47 |
9,896.98 |
9,844.01 |
S2 |
9,822.54 |
9,822.54 |
9,885.57 |
|
S3 |
9,698.07 |
9,741.00 |
9,874.16 |
|
S4 |
9,573.60 |
9,616.53 |
9,839.93 |
|
|
Weekly Pivots for week ending 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,493.30 |
11,232.52 |
10,276.09 |
|
R3 |
11,013.55 |
10,752.77 |
10,144.16 |
|
R2 |
10,533.80 |
10,533.80 |
10,100.18 |
|
R1 |
10,273.02 |
10,273.02 |
10,056.21 |
10,163.54 |
PP |
10,054.05 |
10,054.05 |
10,054.05 |
9,999.31 |
S1 |
9,793.27 |
9,793.27 |
9,968.25 |
9,683.79 |
S2 |
9,574.30 |
9,574.30 |
9,924.28 |
|
S3 |
9,094.55 |
9,313.52 |
9,880.30 |
|
S4 |
8,614.80 |
8,833.77 |
9,748.37 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,314.84 |
9,835.09 |
479.75 |
4.8% |
162.59 |
1.6% |
15% |
False |
False |
|
10 |
10,314.84 |
9,835.09 |
479.75 |
4.8% |
161.45 |
1.6% |
15% |
False |
False |
|
20 |
10,729.89 |
9,835.09 |
894.80 |
9.0% |
149.59 |
1.5% |
8% |
False |
False |
|
40 |
10,729.89 |
9,835.09 |
894.80 |
9.0% |
116.17 |
1.2% |
8% |
False |
False |
|
60 |
10,729.89 |
9,835.09 |
894.80 |
9.0% |
119.21 |
1.2% |
8% |
False |
False |
|
80 |
10,729.89 |
9,678.95 |
1,050.94 |
10.6% |
128.21 |
1.3% |
22% |
False |
False |
|
100 |
10,729.89 |
9,430.08 |
1,299.81 |
13.1% |
126.04 |
1.3% |
37% |
False |
False |
|
120 |
10,729.89 |
9,131.94 |
1,597.95 |
16.1% |
125.10 |
1.3% |
49% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,557.56 |
2.618 |
10,354.42 |
1.618 |
10,229.95 |
1.000 |
10,153.03 |
0.618 |
10,105.48 |
HIGH |
10,028.56 |
0.618 |
9,981.01 |
0.500 |
9,966.33 |
0.382 |
9,951.64 |
LOW |
9,904.09 |
0.618 |
9,827.17 |
1.000 |
9,779.62 |
1.618 |
9,702.70 |
2.618 |
9,578.23 |
4.250 |
9,375.09 |
|
|
Fisher Pivots for day following 08-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
9,966.33 |
10,054.11 |
PP |
9,947.01 |
10,005.53 |
S1 |
9,927.70 |
9,956.96 |
|