| Trading Metrics calculated at close of trading on 10-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2010 |
10-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
9,910.28 |
10,055.46 |
145.18 |
1.5% |
10,068.99 |
| High |
10,139.43 |
10,085.54 |
-53.89 |
-0.5% |
10,314.84 |
| Low |
9,910.06 |
9,962.96 |
52.90 |
0.5% |
9,835.09 |
| Close |
10,058.64 |
10,038.38 |
-20.26 |
-0.2% |
10,012.23 |
| Range |
229.37 |
122.58 |
-106.79 |
-46.6% |
479.75 |
| ATR |
149.14 |
147.24 |
-1.90 |
-1.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 10-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,396.70 |
10,340.12 |
10,105.80 |
|
| R3 |
10,274.12 |
10,217.54 |
10,072.09 |
|
| R2 |
10,151.54 |
10,151.54 |
10,060.85 |
|
| R1 |
10,094.96 |
10,094.96 |
10,049.62 |
10,061.96 |
| PP |
10,028.96 |
10,028.96 |
10,028.96 |
10,012.46 |
| S1 |
9,972.38 |
9,972.38 |
10,027.14 |
9,939.38 |
| S2 |
9,906.38 |
9,906.38 |
10,015.91 |
|
| S3 |
9,783.80 |
9,849.80 |
10,004.67 |
|
| S4 |
9,661.22 |
9,727.22 |
9,970.96 |
|
|
| 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 |
10,273.12 |
9,835.09 |
438.03 |
4.4% |
189.68 |
1.9% |
46% |
False |
False |
|
| 10 |
10,314.84 |
9,835.09 |
479.75 |
4.8% |
168.62 |
1.7% |
42% |
False |
False |
|
| 20 |
10,729.89 |
9,835.09 |
894.80 |
8.9% |
158.24 |
1.6% |
23% |
False |
False |
|
| 40 |
10,729.89 |
9,835.09 |
894.80 |
8.9% |
120.15 |
1.2% |
23% |
False |
False |
|
| 60 |
10,729.89 |
9,835.09 |
894.80 |
8.9% |
120.98 |
1.2% |
23% |
False |
False |
|
| 80 |
10,729.89 |
9,678.95 |
1,050.94 |
10.5% |
129.61 |
1.3% |
34% |
False |
False |
|
| 100 |
10,729.89 |
9,430.08 |
1,299.81 |
12.9% |
127.31 |
1.3% |
47% |
False |
False |
|
| 120 |
10,729.89 |
9,252.93 |
1,476.96 |
14.7% |
125.70 |
1.3% |
53% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,606.51 |
|
2.618 |
10,406.45 |
|
1.618 |
10,283.87 |
|
1.000 |
10,208.12 |
|
0.618 |
10,161.29 |
|
HIGH |
10,085.54 |
|
0.618 |
10,038.71 |
|
0.500 |
10,024.25 |
|
0.382 |
10,009.79 |
|
LOW |
9,962.96 |
|
0.618 |
9,887.21 |
|
1.000 |
9,840.38 |
|
1.618 |
9,764.63 |
|
2.618 |
9,642.05 |
|
4.250 |
9,442.00 |
|
|
| Fisher Pivots for day following 10-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
10,033.67 |
10,032.84 |
| PP |
10,028.96 |
10,027.30 |
| S1 |
10,024.25 |
10,021.76 |
|