| 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 |
4,515.0 |
4,492.0 |
-23.0 |
-0.5% |
4,509.0 |
| High |
4,537.0 |
4,534.0 |
-3.0 |
-0.1% |
4,621.0 |
| Low |
4,465.0 |
4,476.0 |
11.0 |
0.2% |
4,453.0 |
| Close |
4,481.0 |
4,522.0 |
41.0 |
0.9% |
4,474.0 |
| Range |
72.0 |
58.0 |
-14.0 |
-19.4% |
168.0 |
| ATR |
67.7 |
67.0 |
-0.7 |
-1.0% |
0.0 |
| Volume |
29,266 |
21,404 |
-7,862 |
-26.9% |
157,282 |
|
| Daily Pivots for day following 11-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,684.7 |
4,661.3 |
4,553.9 |
|
| R3 |
4,626.7 |
4,603.3 |
4,538.0 |
|
| R2 |
4,568.7 |
4,568.7 |
4,532.6 |
|
| R1 |
4,545.3 |
4,545.3 |
4,527.3 |
4,557.0 |
| PP |
4,510.7 |
4,510.7 |
4,510.7 |
4,516.5 |
| S1 |
4,487.3 |
4,487.3 |
4,516.7 |
4,499.0 |
| S2 |
4,452.7 |
4,452.7 |
4,511.4 |
|
| S3 |
4,394.7 |
4,429.3 |
4,506.1 |
|
| S4 |
4,336.7 |
4,371.3 |
4,490.1 |
|
|
| Weekly Pivots for week ending 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,020.0 |
4,915.0 |
4,566.4 |
|
| R3 |
4,852.0 |
4,747.0 |
4,520.2 |
|
| R2 |
4,684.0 |
4,684.0 |
4,504.8 |
|
| R1 |
4,579.0 |
4,579.0 |
4,489.4 |
4,547.5 |
| PP |
4,516.0 |
4,516.0 |
4,516.0 |
4,500.3 |
| S1 |
4,411.0 |
4,411.0 |
4,458.6 |
4,379.5 |
| S2 |
4,348.0 |
4,348.0 |
4,443.2 |
|
| S3 |
4,180.0 |
4,243.0 |
4,427.8 |
|
| S4 |
4,012.0 |
4,075.0 |
4,381.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,537.0 |
4,428.0 |
109.0 |
2.4% |
55.2 |
1.2% |
86% |
False |
False |
27,679 |
| 10 |
4,621.0 |
4,428.0 |
193.0 |
4.3% |
51.5 |
1.1% |
49% |
False |
False |
30,258 |
| 20 |
4,911.0 |
4,428.0 |
483.0 |
10.7% |
53.2 |
1.2% |
19% |
False |
False |
30,974 |
| 40 |
4,946.0 |
4,428.0 |
518.0 |
11.5% |
50.3 |
1.1% |
18% |
False |
False |
27,959 |
| 60 |
4,946.0 |
4,428.0 |
518.0 |
11.5% |
42.7 |
0.9% |
18% |
False |
False |
19,157 |
| 80 |
4,946.0 |
4,428.0 |
518.0 |
11.5% |
36.3 |
0.8% |
18% |
False |
False |
14,379 |
| 100 |
4,946.0 |
4,428.0 |
518.0 |
11.5% |
30.4 |
0.7% |
18% |
False |
False |
11,505 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,780.5 |
|
2.618 |
4,685.8 |
|
1.618 |
4,627.8 |
|
1.000 |
4,592.0 |
|
0.618 |
4,569.8 |
|
HIGH |
4,534.0 |
|
0.618 |
4,511.8 |
|
0.500 |
4,505.0 |
|
0.382 |
4,498.2 |
|
LOW |
4,476.0 |
|
0.618 |
4,440.2 |
|
1.000 |
4,418.0 |
|
1.618 |
4,382.2 |
|
2.618 |
4,324.2 |
|
4.250 |
4,229.5 |
|
|
| Fisher Pivots for day following 11-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4,516.3 |
4,508.8 |
| PP |
4,510.7 |
4,495.7 |
| S1 |
4,505.0 |
4,482.5 |
|