| 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 |
19,799 |
19,944 |
145 |
0.7% |
19,847 |
| High |
19,915 |
20,266 |
351 |
1.8% |
20,686 |
| Low |
19,591 |
19,944 |
353 |
1.8% |
19,478 |
| Close |
19,915 |
20,153 |
238 |
1.2% |
19,481 |
| Range |
324 |
322 |
-2 |
-0.6% |
1,208 |
| ATR |
409 |
405 |
-4 |
-1.0% |
0 |
| Volume |
2,167 |
2,305 |
138 |
6.4% |
6,935 |
|
| Daily Pivots for day following 11-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,087 |
20,942 |
20,330 |
|
| R3 |
20,765 |
20,620 |
20,242 |
|
| R2 |
20,443 |
20,443 |
20,212 |
|
| R1 |
20,298 |
20,298 |
20,183 |
20,371 |
| PP |
20,121 |
20,121 |
20,121 |
20,157 |
| S1 |
19,976 |
19,976 |
20,123 |
20,049 |
| S2 |
19,799 |
19,799 |
20,094 |
|
| S3 |
19,477 |
19,654 |
20,064 |
|
| S4 |
19,155 |
19,332 |
19,976 |
|
|
| 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 |
20,266 |
19,320 |
946 |
4.7% |
325 |
1.6% |
88% |
True |
False |
2,500 |
| 10 |
20,686 |
19,320 |
1,366 |
6.8% |
348 |
1.7% |
61% |
False |
False |
1,857 |
| 20 |
21,917 |
19,320 |
2,597 |
12.9% |
358 |
1.8% |
32% |
False |
False |
1,224 |
| 40 |
22,637 |
19,320 |
3,317 |
16.5% |
322 |
1.6% |
25% |
False |
False |
829 |
| 60 |
23,020 |
19,320 |
3,700 |
18.4% |
331 |
1.6% |
23% |
False |
False |
599 |
| 80 |
23,020 |
19,320 |
3,700 |
18.4% |
304 |
1.5% |
23% |
False |
False |
465 |
| 100 |
23,020 |
19,320 |
3,700 |
18.4% |
272 |
1.4% |
23% |
False |
False |
376 |
| 120 |
23,020 |
19,300 |
3,720 |
18.5% |
254 |
1.3% |
23% |
False |
False |
316 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
21,635 |
|
2.618 |
21,109 |
|
1.618 |
20,787 |
|
1.000 |
20,588 |
|
0.618 |
20,465 |
|
HIGH |
20,266 |
|
0.618 |
20,143 |
|
0.500 |
20,105 |
|
0.382 |
20,067 |
|
LOW |
19,944 |
|
0.618 |
19,745 |
|
1.000 |
19,622 |
|
1.618 |
19,423 |
|
2.618 |
19,101 |
|
4.250 |
18,576 |
|
|
| Fisher Pivots for day following 11-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
20,137 |
20,033 |
| PP |
20,121 |
19,913 |
| S1 |
20,105 |
19,793 |
|