| 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 |
2,706.0 |
2,632.0 |
-74.0 |
-2.7% |
2,745.0 |
| High |
2,706.0 |
2,674.0 |
-32.0 |
-1.2% |
2,847.0 |
| Low |
2,597.0 |
2,616.0 |
19.0 |
0.7% |
2,597.0 |
| Close |
2,641.0 |
2,665.0 |
24.0 |
0.9% |
2,641.0 |
| Range |
109.0 |
58.0 |
-51.0 |
-46.8% |
250.0 |
| ATR |
71.3 |
70.3 |
-0.9 |
-1.3% |
0.0 |
| Volume |
3,291,282 |
1,573,411 |
-1,717,871 |
-52.2% |
9,232,794 |
|
| Daily Pivots for day following 08-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,825.7 |
2,803.3 |
2,696.9 |
|
| R3 |
2,767.7 |
2,745.3 |
2,681.0 |
|
| R2 |
2,709.7 |
2,709.7 |
2,675.6 |
|
| R1 |
2,687.3 |
2,687.3 |
2,670.3 |
2,698.5 |
| PP |
2,651.7 |
2,651.7 |
2,651.7 |
2,657.3 |
| S1 |
2,629.3 |
2,629.3 |
2,659.7 |
2,640.5 |
| S2 |
2,593.7 |
2,593.7 |
2,654.4 |
|
| S3 |
2,535.7 |
2,571.3 |
2,649.1 |
|
| S4 |
2,477.7 |
2,513.3 |
2,633.1 |
|
|
| Weekly Pivots for week ending 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,445.0 |
3,293.0 |
2,778.5 |
|
| R3 |
3,195.0 |
3,043.0 |
2,709.8 |
|
| R2 |
2,945.0 |
2,945.0 |
2,686.8 |
|
| R1 |
2,793.0 |
2,793.0 |
2,663.9 |
2,744.0 |
| PP |
2,695.0 |
2,695.0 |
2,695.0 |
2,670.5 |
| S1 |
2,543.0 |
2,543.0 |
2,618.1 |
2,494.0 |
| S2 |
2,445.0 |
2,445.0 |
2,595.2 |
|
| S3 |
2,195.0 |
2,293.0 |
2,572.3 |
|
| S4 |
1,945.0 |
2,043.0 |
2,503.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,847.0 |
2,597.0 |
250.0 |
9.4% |
82.8 |
3.1% |
27% |
False |
False |
1,941,599 |
| 10 |
2,847.0 |
2,597.0 |
250.0 |
9.4% |
77.7 |
2.9% |
27% |
False |
False |
1,807,936 |
| 20 |
3,044.0 |
2,597.0 |
447.0 |
16.8% |
73.7 |
2.8% |
15% |
False |
False |
1,625,796 |
| 40 |
3,044.0 |
2,597.0 |
447.0 |
16.8% |
57.8 |
2.2% |
15% |
False |
False |
1,122,444 |
| 60 |
3,044.0 |
2,597.0 |
447.0 |
16.8% |
54.4 |
2.0% |
15% |
False |
False |
751,465 |
| 80 |
3,044.0 |
2,597.0 |
447.0 |
16.8% |
55.7 |
2.1% |
15% |
False |
False |
564,715 |
| 100 |
3,044.0 |
2,597.0 |
447.0 |
16.8% |
54.1 |
2.0% |
15% |
False |
False |
452,901 |
| 120 |
3,044.0 |
2,570.0 |
474.0 |
17.8% |
51.8 |
1.9% |
20% |
False |
False |
377,666 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,920.5 |
|
2.618 |
2,825.8 |
|
1.618 |
2,767.8 |
|
1.000 |
2,732.0 |
|
0.618 |
2,709.8 |
|
HIGH |
2,674.0 |
|
0.618 |
2,651.8 |
|
0.500 |
2,645.0 |
|
0.382 |
2,638.2 |
|
LOW |
2,616.0 |
|
0.618 |
2,580.2 |
|
1.000 |
2,558.0 |
|
1.618 |
2,522.2 |
|
2.618 |
2,464.2 |
|
4.250 |
2,369.5 |
|
|
| Fisher Pivots for day following 08-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,658.3 |
2,706.0 |
| PP |
2,651.7 |
2,692.3 |
| S1 |
2,645.0 |
2,678.7 |
|