| 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 |
1,065.7 |
1,068.3 |
2.6 |
0.2% |
1,081.9 |
| High |
1,069.4 |
1,074.3 |
4.9 |
0.5% |
1,126.4 |
| Low |
1,044.5 |
1,061.8 |
17.3 |
1.7% |
1,044.5 |
| Close |
1,052.8 |
1,066.2 |
13.4 |
1.3% |
1,052.8 |
| Range |
24.9 |
12.5 |
-12.4 |
-49.8% |
81.9 |
| ATR |
23.9 |
23.7 |
-0.2 |
-0.7% |
0.0 |
| Volume |
280,754 |
253,584 |
-27,170 |
-9.7% |
938,784 |
|
| Daily Pivots for day following 08-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,104.9 |
1,098.1 |
1,073.1 |
|
| R3 |
1,092.4 |
1,085.6 |
1,069.6 |
|
| R2 |
1,079.9 |
1,079.9 |
1,068.5 |
|
| R1 |
1,073.1 |
1,073.1 |
1,067.3 |
1,070.3 |
| PP |
1,067.4 |
1,067.4 |
1,067.4 |
1,066.0 |
| S1 |
1,060.6 |
1,060.6 |
1,065.1 |
1,057.8 |
| S2 |
1,054.9 |
1,054.9 |
1,063.9 |
|
| S3 |
1,042.4 |
1,048.1 |
1,062.8 |
|
| S4 |
1,029.9 |
1,035.6 |
1,059.3 |
|
|
| Weekly Pivots for week ending 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,320.3 |
1,268.4 |
1,097.8 |
|
| R3 |
1,238.4 |
1,186.5 |
1,075.3 |
|
| R2 |
1,156.5 |
1,156.5 |
1,067.8 |
|
| R1 |
1,104.6 |
1,104.6 |
1,060.3 |
1,089.6 |
| PP |
1,074.6 |
1,074.6 |
1,074.6 |
1,067.1 |
| S1 |
1,022.7 |
1,022.7 |
1,045.3 |
1,007.7 |
| S2 |
992.7 |
992.7 |
1,037.8 |
|
| S3 |
910.8 |
940.8 |
1,030.3 |
|
| S4 |
828.9 |
858.9 |
1,007.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,126.4 |
1,044.5 |
81.9 |
7.7% |
25.9 |
2.4% |
26% |
False |
False |
201,956 |
| 10 |
1,126.4 |
1,044.5 |
81.9 |
7.7% |
23.7 |
2.2% |
26% |
False |
False |
168,176 |
| 20 |
1,166.7 |
1,044.5 |
122.2 |
11.5% |
23.1 |
2.2% |
18% |
False |
False |
99,465 |
| 40 |
1,166.7 |
1,044.5 |
122.2 |
11.5% |
21.5 |
2.0% |
18% |
False |
False |
52,574 |
| 60 |
1,229.0 |
1,044.5 |
184.5 |
17.3% |
23.0 |
2.2% |
12% |
False |
False |
36,421 |
| 80 |
1,229.0 |
1,029.0 |
200.0 |
18.8% |
21.2 |
2.0% |
19% |
False |
False |
27,711 |
| 100 |
1,229.0 |
989.3 |
239.7 |
22.5% |
19.9 |
1.9% |
32% |
False |
False |
22,430 |
| 120 |
1,229.0 |
937.5 |
291.5 |
27.3% |
18.8 |
1.8% |
44% |
False |
False |
18,856 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,127.4 |
|
2.618 |
1,107.0 |
|
1.618 |
1,094.5 |
|
1.000 |
1,086.8 |
|
0.618 |
1,082.0 |
|
HIGH |
1,074.3 |
|
0.618 |
1,069.5 |
|
0.500 |
1,068.1 |
|
0.382 |
1,066.6 |
|
LOW |
1,061.8 |
|
0.618 |
1,054.1 |
|
1.000 |
1,049.3 |
|
1.618 |
1,041.6 |
|
2.618 |
1,029.1 |
|
4.250 |
1,008.7 |
|
|
| Fisher Pivots for day following 08-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,068.1 |
1,078.3 |
| PP |
1,067.4 |
1,074.2 |
| S1 |
1,066.8 |
1,070.2 |
|