| 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 |
2,645.0 |
2,695.0 |
50.0 |
1.9% |
2,745.0 |
| High |
2,727.0 |
2,727.0 |
0.0 |
0.0% |
2,847.0 |
| Low |
2,641.0 |
2,681.0 |
40.0 |
1.5% |
2,597.0 |
| Close |
2,661.0 |
2,697.0 |
36.0 |
1.4% |
2,641.0 |
| Range |
86.0 |
46.0 |
-40.0 |
-46.5% |
250.0 |
| ATR |
71.5 |
71.1 |
-0.4 |
-0.5% |
0.0 |
| Volume |
2,118,756 |
1,765,688 |
-353,068 |
-16.7% |
9,232,794 |
|
| Daily Pivots for day following 10-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,839.7 |
2,814.3 |
2,722.3 |
|
| R3 |
2,793.7 |
2,768.3 |
2,709.7 |
|
| R2 |
2,747.7 |
2,747.7 |
2,705.4 |
|
| R1 |
2,722.3 |
2,722.3 |
2,701.2 |
2,735.0 |
| PP |
2,701.7 |
2,701.7 |
2,701.7 |
2,708.0 |
| S1 |
2,676.3 |
2,676.3 |
2,692.8 |
2,689.0 |
| S2 |
2,655.7 |
2,655.7 |
2,688.6 |
|
| S3 |
2,609.7 |
2,630.3 |
2,684.4 |
|
| S4 |
2,563.7 |
2,584.3 |
2,671.7 |
|
|
| 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 |
2,815.0 |
2,597.0 |
218.0 |
8.1% |
85.0 |
3.2% |
46% |
False |
False |
2,185,088 |
| 10 |
2,847.0 |
2,597.0 |
250.0 |
9.3% |
77.6 |
2.9% |
40% |
False |
False |
1,872,566 |
| 20 |
3,008.0 |
2,597.0 |
411.0 |
15.2% |
75.2 |
2.8% |
24% |
False |
False |
1,705,802 |
| 40 |
3,044.0 |
2,597.0 |
447.0 |
16.6% |
57.8 |
2.1% |
22% |
False |
False |
1,215,525 |
| 60 |
3,044.0 |
2,597.0 |
447.0 |
16.6% |
55.8 |
2.1% |
22% |
False |
False |
816,157 |
| 80 |
3,044.0 |
2,597.0 |
447.0 |
16.6% |
56.2 |
2.1% |
22% |
False |
False |
613,252 |
| 100 |
3,044.0 |
2,597.0 |
447.0 |
16.6% |
54.6 |
2.0% |
22% |
False |
False |
491,194 |
| 120 |
3,044.0 |
2,597.0 |
447.0 |
16.6% |
52.2 |
1.9% |
22% |
False |
False |
410,034 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,922.5 |
|
2.618 |
2,847.4 |
|
1.618 |
2,801.4 |
|
1.000 |
2,773.0 |
|
0.618 |
2,755.4 |
|
HIGH |
2,727.0 |
|
0.618 |
2,709.4 |
|
0.500 |
2,704.0 |
|
0.382 |
2,698.6 |
|
LOW |
2,681.0 |
|
0.618 |
2,652.6 |
|
1.000 |
2,635.0 |
|
1.618 |
2,606.6 |
|
2.618 |
2,560.6 |
|
4.250 |
2,485.5 |
|
|
| Fisher Pivots for day following 10-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,704.0 |
2,688.5 |
| PP |
2,701.7 |
2,680.0 |
| S1 |
2,699.3 |
2,671.5 |
|