| 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 |
1,734.00 |
1,747.25 |
13.25 |
0.8% |
1,740.00 |
| High |
1,747.75 |
1,753.75 |
6.00 |
0.3% |
1,792.00 |
| Low |
1,710.75 |
1,730.50 |
19.75 |
1.2% |
1,710.75 |
| Close |
1,745.00 |
1,734.50 |
-10.50 |
-0.6% |
1,745.00 |
| Range |
37.00 |
23.25 |
-13.75 |
-37.2% |
81.25 |
| ATR |
35.06 |
34.21 |
-0.84 |
-2.4% |
0.00 |
| Volume |
483,900 |
556,768 |
72,868 |
15.1% |
2,012,688 |
|
| Daily Pivots for day following 08-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,809.25 |
1,795.25 |
1,747.25 |
|
| R3 |
1,786.00 |
1,772.00 |
1,741.00 |
|
| R2 |
1,762.75 |
1,762.75 |
1,738.75 |
|
| R1 |
1,748.75 |
1,748.75 |
1,736.75 |
1,744.00 |
| PP |
1,739.50 |
1,739.50 |
1,739.50 |
1,737.25 |
| S1 |
1,725.50 |
1,725.50 |
1,732.25 |
1,721.00 |
| S2 |
1,716.25 |
1,716.25 |
1,730.25 |
|
| S3 |
1,693.00 |
1,702.25 |
1,728.00 |
|
| S4 |
1,669.75 |
1,679.00 |
1,721.75 |
|
|
| Weekly Pivots for week ending 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,993.00 |
1,950.25 |
1,789.75 |
|
| R3 |
1,911.75 |
1,869.00 |
1,767.25 |
|
| R2 |
1,830.50 |
1,830.50 |
1,760.00 |
|
| R1 |
1,787.75 |
1,787.75 |
1,752.50 |
1,809.00 |
| PP |
1,749.25 |
1,749.25 |
1,749.25 |
1,760.00 |
| S1 |
1,706.50 |
1,706.50 |
1,737.50 |
1,728.00 |
| S2 |
1,668.00 |
1,668.00 |
1,730.00 |
|
| S3 |
1,586.75 |
1,625.25 |
1,722.75 |
|
| S4 |
1,505.50 |
1,544.00 |
1,700.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,792.00 |
1,710.75 |
81.25 |
4.7% |
34.75 |
2.0% |
29% |
False |
False |
406,259 |
| 10 |
1,823.75 |
1,710.75 |
113.00 |
6.5% |
38.75 |
2.2% |
21% |
False |
False |
434,331 |
| 20 |
1,900.00 |
1,710.75 |
189.25 |
10.9% |
37.25 |
2.1% |
13% |
False |
False |
390,867 |
| 40 |
1,900.00 |
1,710.75 |
189.25 |
10.9% |
29.00 |
1.7% |
13% |
False |
False |
290,175 |
| 60 |
1,900.00 |
1,710.75 |
189.25 |
10.9% |
29.00 |
1.7% |
13% |
False |
False |
193,877 |
| 80 |
1,900.00 |
1,648.50 |
251.50 |
14.5% |
29.75 |
1.7% |
34% |
False |
False |
145,492 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,852.50 |
|
2.618 |
1,814.50 |
|
1.618 |
1,791.25 |
|
1.000 |
1,777.00 |
|
0.618 |
1,768.00 |
|
HIGH |
1,753.75 |
|
0.618 |
1,744.75 |
|
0.500 |
1,742.00 |
|
0.382 |
1,739.50 |
|
LOW |
1,730.50 |
|
0.618 |
1,716.25 |
|
1.000 |
1,707.25 |
|
1.618 |
1,693.00 |
|
2.618 |
1,669.75 |
|
4.250 |
1,631.75 |
|
|
| Fisher Pivots for day following 08-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,742.00 |
1,751.50 |
| PP |
1,739.50 |
1,745.75 |
| S1 |
1,737.00 |
1,740.00 |
|