| 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 |
19,732 |
19,600 |
-132 |
-0.7% |
19,847 |
| High |
19,732 |
19,600 |
-132 |
-0.7% |
20,686 |
| Low |
19,478 |
19,326 |
-152 |
-0.8% |
19,478 |
| Close |
19,481 |
19,450 |
-31 |
-0.2% |
19,481 |
| Range |
254 |
274 |
20 |
7.9% |
1,208 |
| ATR |
423 |
413 |
-11 |
-2.5% |
0 |
| Volume |
1,987 |
1,728 |
-259 |
-13.0% |
6,935 |
|
| Daily Pivots for day following 08-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,281 |
20,139 |
19,601 |
|
| R3 |
20,007 |
19,865 |
19,525 |
|
| R2 |
19,733 |
19,733 |
19,500 |
|
| R1 |
19,591 |
19,591 |
19,475 |
19,525 |
| PP |
19,459 |
19,459 |
19,459 |
19,426 |
| S1 |
19,317 |
19,317 |
19,425 |
19,251 |
| S2 |
19,185 |
19,185 |
19,400 |
|
| S3 |
18,911 |
19,043 |
19,375 |
|
| S4 |
18,637 |
18,769 |
19,299 |
|
|
| Weekly Pivots for week ending 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
23,506 |
22,701 |
20,145 |
|
| R3 |
22,298 |
21,493 |
19,813 |
|
| R2 |
21,090 |
21,090 |
19,702 |
|
| R1 |
20,285 |
20,285 |
19,592 |
20,084 |
| PP |
19,882 |
19,882 |
19,882 |
19,781 |
| S1 |
19,077 |
19,077 |
19,370 |
18,876 |
| S2 |
18,674 |
18,674 |
19,260 |
|
| S3 |
17,466 |
17,869 |
19,149 |
|
| S4 |
16,258 |
16,661 |
18,817 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
20,686 |
19,326 |
1,360 |
7.0% |
312 |
1.6% |
9% |
False |
True |
1,426 |
| 10 |
20,686 |
19,326 |
1,360 |
7.0% |
357 |
1.8% |
9% |
False |
True |
1,259 |
| 20 |
22,637 |
19,326 |
3,311 |
17.0% |
348 |
1.8% |
4% |
False |
True |
828 |
| 40 |
22,637 |
19,326 |
3,311 |
17.0% |
330 |
1.7% |
4% |
False |
True |
619 |
| 60 |
23,020 |
19,326 |
3,694 |
19.0% |
323 |
1.7% |
3% |
False |
True |
455 |
| 80 |
23,020 |
19,326 |
3,694 |
19.0% |
295 |
1.5% |
3% |
False |
True |
356 |
| 100 |
23,020 |
19,326 |
3,694 |
19.0% |
269 |
1.4% |
3% |
False |
True |
289 |
| 120 |
23,020 |
19,300 |
3,720 |
19.1% |
249 |
1.3% |
4% |
False |
False |
243 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20,765 |
|
2.618 |
20,317 |
|
1.618 |
20,043 |
|
1.000 |
19,874 |
|
0.618 |
19,769 |
|
HIGH |
19,600 |
|
0.618 |
19,495 |
|
0.500 |
19,463 |
|
0.382 |
19,431 |
|
LOW |
19,326 |
|
0.618 |
19,157 |
|
1.000 |
19,052 |
|
1.618 |
18,883 |
|
2.618 |
18,609 |
|
4.250 |
18,162 |
|
|
| Fisher Pivots for day following 08-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
19,463 |
19,884 |
| PP |
19,459 |
19,739 |
| S1 |
19,454 |
19,595 |
|