| 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 |
2,695.0 |
2,713.0 |
18.0 |
0.7% |
2,745.0 |
| High |
2,727.0 |
2,729.0 |
2.0 |
0.1% |
2,847.0 |
| Low |
2,681.0 |
2,652.0 |
-29.0 |
-1.1% |
2,597.0 |
| Close |
2,697.0 |
2,683.0 |
-14.0 |
-0.5% |
2,641.0 |
| Range |
46.0 |
77.0 |
31.0 |
67.4% |
250.0 |
| ATR |
71.1 |
71.5 |
0.4 |
0.6% |
0.0 |
| Volume |
1,765,688 |
1,957,139 |
191,451 |
10.8% |
9,232,794 |
|
| Daily Pivots for day following 11-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,919.0 |
2,878.0 |
2,725.4 |
|
| R3 |
2,842.0 |
2,801.0 |
2,704.2 |
|
| R2 |
2,765.0 |
2,765.0 |
2,697.1 |
|
| R1 |
2,724.0 |
2,724.0 |
2,690.1 |
2,706.0 |
| PP |
2,688.0 |
2,688.0 |
2,688.0 |
2,679.0 |
| S1 |
2,647.0 |
2,647.0 |
2,675.9 |
2,629.0 |
| S2 |
2,611.0 |
2,611.0 |
2,668.9 |
|
| S3 |
2,534.0 |
2,570.0 |
2,661.8 |
|
| S4 |
2,457.0 |
2,493.0 |
2,640.7 |
|
|
| 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 |
2,729.0 |
2,597.0 |
132.0 |
4.9% |
75.2 |
2.8% |
65% |
True |
False |
2,141,255 |
| 10 |
2,847.0 |
2,597.0 |
250.0 |
9.3% |
74.8 |
2.8% |
34% |
False |
False |
1,848,034 |
| 20 |
3,008.0 |
2,597.0 |
411.0 |
15.3% |
77.0 |
2.9% |
21% |
False |
False |
1,754,713 |
| 40 |
3,044.0 |
2,597.0 |
447.0 |
16.7% |
58.6 |
2.2% |
19% |
False |
False |
1,262,180 |
| 60 |
3,044.0 |
2,597.0 |
447.0 |
16.7% |
56.3 |
2.1% |
19% |
False |
False |
848,766 |
| 80 |
3,044.0 |
2,597.0 |
447.0 |
16.7% |
56.8 |
2.1% |
19% |
False |
False |
637,713 |
| 100 |
3,044.0 |
2,597.0 |
447.0 |
16.7% |
55.0 |
2.1% |
19% |
False |
False |
510,387 |
| 120 |
3,044.0 |
2,597.0 |
447.0 |
16.7% |
52.6 |
2.0% |
19% |
False |
False |
426,341 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,056.3 |
|
2.618 |
2,930.6 |
|
1.618 |
2,853.6 |
|
1.000 |
2,806.0 |
|
0.618 |
2,776.6 |
|
HIGH |
2,729.0 |
|
0.618 |
2,699.6 |
|
0.500 |
2,690.5 |
|
0.382 |
2,681.4 |
|
LOW |
2,652.0 |
|
0.618 |
2,604.4 |
|
1.000 |
2,575.0 |
|
1.618 |
2,527.4 |
|
2.618 |
2,450.4 |
|
4.250 |
2,324.8 |
|
|
| Fisher Pivots for day following 11-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,690.5 |
2,685.0 |
| PP |
2,688.0 |
2,684.3 |
| S1 |
2,685.5 |
2,683.7 |
|