| 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 |
2,629.0 |
2,595.0 |
-34.0 |
-1.3% |
2,678.0 |
| High |
2,632.0 |
2,602.0 |
-30.0 |
-1.1% |
2,775.0 |
| Low |
2,528.0 |
2,545.0 |
17.0 |
0.7% |
2,528.0 |
| Close |
2,569.0 |
2,593.0 |
24.0 |
0.9% |
2,569.0 |
| Range |
104.0 |
57.0 |
-47.0 |
-45.2% |
247.0 |
| ATR |
65.8 |
65.2 |
-0.6 |
-1.0% |
0.0 |
| Volume |
15,643 |
128 |
-15,515 |
-99.2% |
22,753 |
|
| Daily Pivots for day following 08-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,751.0 |
2,729.0 |
2,624.4 |
|
| R3 |
2,694.0 |
2,672.0 |
2,608.7 |
|
| R2 |
2,637.0 |
2,637.0 |
2,603.5 |
|
| R1 |
2,615.0 |
2,615.0 |
2,598.2 |
2,597.5 |
| PP |
2,580.0 |
2,580.0 |
2,580.0 |
2,571.3 |
| S1 |
2,558.0 |
2,558.0 |
2,587.8 |
2,540.5 |
| S2 |
2,523.0 |
2,523.0 |
2,582.6 |
|
| S3 |
2,466.0 |
2,501.0 |
2,577.3 |
|
| S4 |
2,409.0 |
2,444.0 |
2,561.7 |
|
|
| Weekly Pivots for week ending 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,365.0 |
3,214.0 |
2,704.9 |
|
| R3 |
3,118.0 |
2,967.0 |
2,636.9 |
|
| R2 |
2,871.0 |
2,871.0 |
2,614.3 |
|
| R1 |
2,720.0 |
2,720.0 |
2,591.6 |
2,672.0 |
| PP |
2,624.0 |
2,624.0 |
2,624.0 |
2,600.0 |
| S1 |
2,473.0 |
2,473.0 |
2,546.4 |
2,425.0 |
| S2 |
2,377.0 |
2,377.0 |
2,523.7 |
|
| S3 |
2,130.0 |
2,226.0 |
2,501.1 |
|
| S4 |
1,883.0 |
1,979.0 |
2,433.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,775.0 |
2,528.0 |
247.0 |
9.5% |
79.0 |
3.0% |
26% |
False |
False |
3,929 |
| 10 |
2,775.0 |
2,528.0 |
247.0 |
9.5% |
72.7 |
2.8% |
26% |
False |
False |
3,044 |
| 20 |
2,947.0 |
2,528.0 |
419.0 |
16.2% |
67.5 |
2.6% |
16% |
False |
False |
2,372 |
| 40 |
2,975.0 |
2,528.0 |
447.0 |
17.2% |
50.9 |
2.0% |
15% |
False |
False |
4,305 |
| 60 |
2,975.0 |
2,528.0 |
447.0 |
17.2% |
46.9 |
1.8% |
15% |
False |
False |
3,261 |
| 80 |
2,975.0 |
2,528.0 |
447.0 |
17.2% |
49.5 |
1.9% |
15% |
False |
False |
2,559 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,844.3 |
|
2.618 |
2,751.2 |
|
1.618 |
2,694.2 |
|
1.000 |
2,659.0 |
|
0.618 |
2,637.2 |
|
HIGH |
2,602.0 |
|
0.618 |
2,580.2 |
|
0.500 |
2,573.5 |
|
0.382 |
2,566.8 |
|
LOW |
2,545.0 |
|
0.618 |
2,509.8 |
|
1.000 |
2,488.0 |
|
1.618 |
2,452.8 |
|
2.618 |
2,395.8 |
|
4.250 |
2,302.8 |
|
|
| Fisher Pivots for day following 08-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,586.5 |
2,632.5 |
| PP |
2,580.0 |
2,619.3 |
| S1 |
2,573.5 |
2,606.2 |
|