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 |
5,056.0 |
5,103.5 |
47.5 |
0.9% |
5,116.5 |
High |
5,152.0 |
5,156.0 |
4.0 |
0.1% |
5,269.0 |
Low |
5,043.5 |
5,077.0 |
33.5 |
0.7% |
4,975.0 |
Close |
5,061.5 |
5,102.5 |
41.0 |
0.8% |
5,025.5 |
Range |
108.5 |
79.0 |
-29.5 |
-27.2% |
294.0 |
ATR |
100.6 |
100.2 |
-0.4 |
-0.4% |
0.0 |
Volume |
120,055 |
127,778 |
7,723 |
6.4% |
647,116 |
|
Daily Pivots for day following 10-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,349.0 |
5,304.5 |
5,146.0 |
|
R3 |
5,270.0 |
5,225.5 |
5,124.0 |
|
R2 |
5,191.0 |
5,191.0 |
5,117.0 |
|
R1 |
5,146.5 |
5,146.5 |
5,109.5 |
5,129.0 |
PP |
5,112.0 |
5,112.0 |
5,112.0 |
5,103.0 |
S1 |
5,067.5 |
5,067.5 |
5,095.5 |
5,050.0 |
S2 |
5,033.0 |
5,033.0 |
5,088.0 |
|
S3 |
4,954.0 |
4,988.5 |
5,081.0 |
|
S4 |
4,875.0 |
4,909.5 |
5,059.0 |
|
|
Weekly Pivots for week ending 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,972.0 |
5,792.5 |
5,187.0 |
|
R3 |
5,678.0 |
5,498.5 |
5,106.5 |
|
R2 |
5,384.0 |
5,384.0 |
5,079.5 |
|
R1 |
5,204.5 |
5,204.5 |
5,052.5 |
5,147.0 |
PP |
5,090.0 |
5,090.0 |
5,090.0 |
5,061.0 |
S1 |
4,910.5 |
4,910.5 |
4,998.5 |
4,853.0 |
S2 |
4,796.0 |
4,796.0 |
4,971.5 |
|
S3 |
4,502.0 |
4,616.5 |
4,944.5 |
|
S4 |
4,208.0 |
4,322.5 |
4,864.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,220.0 |
4,975.0 |
245.0 |
4.8% |
108.0 |
2.1% |
52% |
False |
False |
147,511 |
10 |
5,269.0 |
4,975.0 |
294.0 |
5.8% |
107.0 |
2.1% |
43% |
False |
False |
142,274 |
20 |
5,509.0 |
4,975.0 |
534.0 |
10.5% |
104.5 |
2.0% |
24% |
False |
False |
126,405 |
40 |
5,559.5 |
4,975.0 |
584.5 |
11.5% |
85.0 |
1.7% |
22% |
False |
False |
103,945 |
60 |
5,559.5 |
4,975.0 |
584.5 |
11.5% |
81.0 |
1.6% |
22% |
False |
False |
69,676 |
80 |
5,559.5 |
4,915.0 |
644.5 |
12.6% |
78.0 |
1.5% |
29% |
False |
False |
52,438 |
100 |
5,559.5 |
4,884.5 |
675.0 |
13.2% |
70.5 |
1.4% |
32% |
False |
False |
41,989 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,492.0 |
2.618 |
5,363.0 |
1.618 |
5,284.0 |
1.000 |
5,235.0 |
0.618 |
5,205.0 |
HIGH |
5,156.0 |
0.618 |
5,126.0 |
0.500 |
5,116.5 |
0.382 |
5,107.0 |
LOW |
5,077.0 |
0.618 |
5,028.0 |
1.000 |
4,998.0 |
1.618 |
4,949.0 |
2.618 |
4,870.0 |
4.250 |
4,741.0 |
|
|
Fisher Pivots for day following 10-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
5,116.5 |
5,093.5 |
PP |
5,112.0 |
5,085.0 |
S1 |
5,107.0 |
5,076.0 |
|