| Trading Metrics calculated at close of trading on 09-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2010 |
09-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
2,632.0 |
2,645.0 |
13.0 |
0.5% |
2,745.0 |
| High |
2,674.0 |
2,727.0 |
53.0 |
2.0% |
2,847.0 |
| Low |
2,616.0 |
2,641.0 |
25.0 |
1.0% |
2,597.0 |
| Close |
2,665.0 |
2,661.0 |
-4.0 |
-0.2% |
2,641.0 |
| Range |
58.0 |
86.0 |
28.0 |
48.3% |
250.0 |
| ATR |
70.3 |
71.5 |
1.1 |
1.6% |
0.0 |
| Volume |
1,573,411 |
2,118,756 |
545,345 |
34.7% |
9,232,794 |
|
| Daily Pivots for day following 09-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,934.3 |
2,883.7 |
2,708.3 |
|
| R3 |
2,848.3 |
2,797.7 |
2,684.7 |
|
| R2 |
2,762.3 |
2,762.3 |
2,676.8 |
|
| R1 |
2,711.7 |
2,711.7 |
2,668.9 |
2,737.0 |
| PP |
2,676.3 |
2,676.3 |
2,676.3 |
2,689.0 |
| S1 |
2,625.7 |
2,625.7 |
2,653.1 |
2,651.0 |
| S2 |
2,590.3 |
2,590.3 |
2,645.2 |
|
| S3 |
2,504.3 |
2,539.7 |
2,637.4 |
|
| S4 |
2,418.3 |
2,453.7 |
2,613.7 |
|
|
| 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% |
86.0 |
3.2% |
26% |
False |
False |
2,102,825 |
| 10 |
2,847.0 |
2,597.0 |
250.0 |
9.4% |
77.9 |
2.9% |
26% |
False |
False |
1,857,243 |
| 20 |
3,019.0 |
2,597.0 |
422.0 |
15.9% |
76.0 |
2.9% |
15% |
False |
False |
1,686,075 |
| 40 |
3,044.0 |
2,597.0 |
447.0 |
16.8% |
58.1 |
2.2% |
14% |
False |
False |
1,174,015 |
| 60 |
3,044.0 |
2,597.0 |
447.0 |
16.8% |
55.5 |
2.1% |
14% |
False |
False |
786,770 |
| 80 |
3,044.0 |
2,597.0 |
447.0 |
16.8% |
56.3 |
2.1% |
14% |
False |
False |
591,198 |
| 100 |
3,044.0 |
2,597.0 |
447.0 |
16.8% |
54.6 |
2.0% |
14% |
False |
False |
473,910 |
| 120 |
3,044.0 |
2,570.0 |
474.0 |
17.8% |
52.3 |
2.0% |
19% |
False |
False |
395,322 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,092.5 |
|
2.618 |
2,952.1 |
|
1.618 |
2,866.1 |
|
1.000 |
2,813.0 |
|
0.618 |
2,780.1 |
|
HIGH |
2,727.0 |
|
0.618 |
2,694.1 |
|
0.500 |
2,684.0 |
|
0.382 |
2,673.9 |
|
LOW |
2,641.0 |
|
0.618 |
2,587.9 |
|
1.000 |
2,555.0 |
|
1.618 |
2,501.9 |
|
2.618 |
2,415.9 |
|
4.250 |
2,275.5 |
|
|
| Fisher Pivots for day following 09-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,684.0 |
2,662.0 |
| PP |
2,676.3 |
2,661.7 |
| S1 |
2,668.7 |
2,661.3 |
|