| Trading Metrics calculated at close of trading on 11-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2010 |
11-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
10,055.46 |
10,037.85 |
-17.61 |
-0.2% |
10,068.99 |
| High |
10,085.54 |
10,161.57 |
76.03 |
0.8% |
10,314.84 |
| Low |
9,962.96 |
9,976.71 |
13.75 |
0.1% |
9,835.09 |
| Close |
10,038.38 |
10,144.19 |
105.81 |
1.1% |
10,012.23 |
| Range |
122.58 |
184.86 |
62.28 |
50.8% |
479.75 |
| ATR |
147.24 |
149.93 |
2.69 |
1.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 11-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,648.74 |
10,581.32 |
10,245.86 |
|
| R3 |
10,463.88 |
10,396.46 |
10,195.03 |
|
| R2 |
10,279.02 |
10,279.02 |
10,178.08 |
|
| R1 |
10,211.60 |
10,211.60 |
10,161.14 |
10,245.31 |
| PP |
10,094.16 |
10,094.16 |
10,094.16 |
10,111.01 |
| S1 |
10,026.74 |
10,026.74 |
10,127.24 |
10,060.45 |
| S2 |
9,909.30 |
9,909.30 |
10,110.30 |
|
| S3 |
9,724.44 |
9,841.88 |
10,093.35 |
|
| S4 |
9,539.58 |
9,657.02 |
10,042.52 |
|
|
| 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 |
10,161.57 |
9,835.09 |
326.48 |
3.2% |
171.63 |
1.7% |
95% |
True |
False |
|
| 10 |
10,314.84 |
9,835.09 |
479.75 |
4.7% |
166.73 |
1.6% |
64% |
False |
False |
|
| 20 |
10,729.89 |
9,835.09 |
894.80 |
8.8% |
162.75 |
1.6% |
35% |
False |
False |
|
| 40 |
10,729.89 |
9,835.09 |
894.80 |
8.8% |
123.69 |
1.2% |
35% |
False |
False |
|
| 60 |
10,729.89 |
9,835.09 |
894.80 |
8.8% |
122.16 |
1.2% |
35% |
False |
False |
|
| 80 |
10,729.89 |
9,678.95 |
1,050.94 |
10.4% |
130.40 |
1.3% |
44% |
False |
False |
|
| 100 |
10,729.89 |
9,430.08 |
1,299.81 |
12.8% |
128.52 |
1.3% |
55% |
False |
False |
|
| 120 |
10,729.89 |
9,252.93 |
1,476.96 |
14.6% |
126.44 |
1.2% |
60% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,947.23 |
|
2.618 |
10,645.53 |
|
1.618 |
10,460.67 |
|
1.000 |
10,346.43 |
|
0.618 |
10,275.81 |
|
HIGH |
10,161.57 |
|
0.618 |
10,090.95 |
|
0.500 |
10,069.14 |
|
0.382 |
10,047.33 |
|
LOW |
9,976.71 |
|
0.618 |
9,862.47 |
|
1.000 |
9,791.85 |
|
1.618 |
9,677.61 |
|
2.618 |
9,492.75 |
|
4.250 |
9,191.06 |
|
|
| Fisher Pivots for day following 11-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
10,119.17 |
10,108.07 |
| PP |
10,094.16 |
10,071.94 |
| S1 |
10,069.14 |
10,035.82 |
|