| 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 |
19,600 |
19,320 |
-280 |
-1.4% |
19,847 |
| High |
19,600 |
19,770 |
170 |
0.9% |
20,686 |
| Low |
19,326 |
19,320 |
-6 |
0.0% |
19,478 |
| Close |
19,450 |
19,690 |
240 |
1.2% |
19,481 |
| Range |
274 |
450 |
176 |
64.2% |
1,208 |
| ATR |
413 |
415 |
3 |
0.6% |
0 |
| Volume |
1,728 |
4,317 |
2,589 |
149.8% |
6,935 |
|
| Daily Pivots for day following 09-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,943 |
20,767 |
19,938 |
|
| R3 |
20,493 |
20,317 |
19,814 |
|
| R2 |
20,043 |
20,043 |
19,773 |
|
| R1 |
19,867 |
19,867 |
19,731 |
19,955 |
| PP |
19,593 |
19,593 |
19,593 |
19,638 |
| S1 |
19,417 |
19,417 |
19,649 |
19,505 |
| S2 |
19,143 |
19,143 |
19,608 |
|
| S3 |
18,693 |
18,967 |
19,566 |
|
| S4 |
18,243 |
18,517 |
19,443 |
|
|
| 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 |
19,320 |
1,366 |
6.9% |
332 |
1.7% |
27% |
False |
True |
2,123 |
| 10 |
20,686 |
19,320 |
1,366 |
6.9% |
352 |
1.8% |
27% |
False |
True |
1,594 |
| 20 |
22,422 |
19,320 |
3,102 |
15.8% |
357 |
1.8% |
12% |
False |
True |
1,031 |
| 40 |
22,637 |
19,320 |
3,317 |
16.8% |
334 |
1.7% |
11% |
False |
True |
723 |
| 60 |
23,020 |
19,320 |
3,700 |
18.8% |
324 |
1.6% |
10% |
False |
True |
525 |
| 80 |
23,020 |
19,320 |
3,700 |
18.8% |
298 |
1.5% |
10% |
False |
True |
410 |
| 100 |
23,020 |
19,320 |
3,700 |
18.8% |
274 |
1.4% |
10% |
False |
True |
332 |
| 120 |
23,020 |
19,300 |
3,720 |
18.9% |
252 |
1.3% |
10% |
False |
False |
279 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
21,683 |
|
2.618 |
20,948 |
|
1.618 |
20,498 |
|
1.000 |
20,220 |
|
0.618 |
20,048 |
|
HIGH |
19,770 |
|
0.618 |
19,598 |
|
0.500 |
19,545 |
|
0.382 |
19,492 |
|
LOW |
19,320 |
|
0.618 |
19,042 |
|
1.000 |
18,870 |
|
1.618 |
18,592 |
|
2.618 |
18,142 |
|
4.250 |
17,408 |
|
|
| Fisher Pivots for day following 09-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
19,642 |
19,642 |
| PP |
19,593 |
19,593 |
| S1 |
19,545 |
19,545 |
|