| 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 |
10,005.43 |
9,910.28 |
-95.15 |
-1.0% |
10,068.99 |
| High |
10,028.56 |
10,139.43 |
110.87 |
1.1% |
10,314.84 |
| Low |
9,904.09 |
9,910.06 |
5.97 |
0.1% |
9,835.09 |
| Close |
9,908.39 |
10,058.64 |
150.25 |
1.5% |
10,012.23 |
| Range |
124.47 |
229.37 |
104.90 |
84.3% |
479.75 |
| ATR |
142.84 |
149.14 |
6.30 |
4.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 09-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,724.15 |
10,620.77 |
10,184.79 |
|
| R3 |
10,494.78 |
10,391.40 |
10,121.72 |
|
| R2 |
10,265.41 |
10,265.41 |
10,100.69 |
|
| R1 |
10,162.03 |
10,162.03 |
10,079.67 |
10,213.72 |
| PP |
10,036.04 |
10,036.04 |
10,036.04 |
10,061.89 |
| S1 |
9,932.66 |
9,932.66 |
10,037.61 |
9,984.35 |
| S2 |
9,806.67 |
9,806.67 |
10,016.59 |
|
| S3 |
9,577.30 |
9,703.29 |
9,995.56 |
|
| S4 |
9,347.93 |
9,473.92 |
9,932.49 |
|
|
| 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 |
10,307.20 |
9,835.09 |
472.11 |
4.7% |
180.21 |
1.8% |
47% |
False |
False |
|
| 10 |
10,314.84 |
9,835.09 |
479.75 |
4.8% |
171.43 |
1.7% |
47% |
False |
False |
|
| 20 |
10,729.89 |
9,835.09 |
894.80 |
8.9% |
156.83 |
1.6% |
25% |
False |
False |
|
| 40 |
10,729.89 |
9,835.09 |
894.80 |
8.9% |
119.18 |
1.2% |
25% |
False |
False |
|
| 60 |
10,729.89 |
9,835.09 |
894.80 |
8.9% |
121.44 |
1.2% |
25% |
False |
False |
|
| 80 |
10,729.89 |
9,678.95 |
1,050.94 |
10.4% |
129.15 |
1.3% |
36% |
False |
False |
|
| 100 |
10,729.89 |
9,430.08 |
1,299.81 |
12.9% |
127.13 |
1.3% |
48% |
False |
False |
|
| 120 |
10,729.89 |
9,131.94 |
1,597.95 |
15.9% |
126.19 |
1.3% |
58% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,114.25 |
|
2.618 |
10,739.92 |
|
1.618 |
10,510.55 |
|
1.000 |
10,368.80 |
|
0.618 |
10,281.18 |
|
HIGH |
10,139.43 |
|
0.618 |
10,051.81 |
|
0.500 |
10,024.75 |
|
0.382 |
9,997.68 |
|
LOW |
9,910.06 |
|
0.618 |
9,768.31 |
|
1.000 |
9,680.69 |
|
1.618 |
9,538.94 |
|
2.618 |
9,309.57 |
|
4.250 |
8,935.24 |
|
|
| Fisher Pivots for day following 09-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
10,047.34 |
10,034.85 |
| PP |
10,036.04 |
10,011.05 |
| S1 |
10,024.75 |
9,987.26 |
|