| 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 |
1,068.7 |
1,065.4 |
-3.3 |
-0.3% |
1,082.9 |
| High |
1,075.2 |
1,083.8 |
8.6 |
0.8% |
1,127.3 |
| Low |
1,063.2 |
1,064.7 |
1.5 |
0.1% |
1,045.6 |
| Close |
1,067.3 |
1,078.3 |
11.0 |
1.0% |
1,053.8 |
| Range |
12.0 |
19.1 |
7.1 |
59.2% |
81.7 |
| ATR |
22.8 |
22.6 |
-0.3 |
-1.2% |
0.0 |
| Volume |
6,124 |
7,272 |
1,148 |
18.7% |
20,346 |
|
| Daily Pivots for day following 09-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,132.9 |
1,124.7 |
1,088.8 |
|
| R3 |
1,113.8 |
1,105.6 |
1,083.6 |
|
| R2 |
1,094.7 |
1,094.7 |
1,081.8 |
|
| R1 |
1,086.5 |
1,086.5 |
1,080.1 |
1,090.6 |
| PP |
1,075.6 |
1,075.6 |
1,075.6 |
1,077.7 |
| S1 |
1,067.4 |
1,067.4 |
1,076.5 |
1,071.5 |
| S2 |
1,056.5 |
1,056.5 |
1,074.8 |
|
| S3 |
1,037.4 |
1,048.3 |
1,073.0 |
|
| S4 |
1,018.3 |
1,029.2 |
1,067.8 |
|
|
| Weekly Pivots for week ending 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,320.7 |
1,268.9 |
1,098.7 |
|
| R3 |
1,239.0 |
1,187.2 |
1,076.3 |
|
| R2 |
1,157.3 |
1,157.3 |
1,068.8 |
|
| R1 |
1,105.5 |
1,105.5 |
1,061.3 |
1,090.6 |
| PP |
1,075.6 |
1,075.6 |
1,075.6 |
1,068.1 |
| S1 |
1,023.8 |
1,023.8 |
1,046.3 |
1,008.9 |
| S2 |
993.9 |
993.9 |
1,038.8 |
|
| S3 |
912.2 |
942.1 |
1,031.3 |
|
| S4 |
830.5 |
860.4 |
1,008.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,127.3 |
1,045.6 |
81.7 |
7.6% |
25.4 |
2.4% |
40% |
False |
False |
5,687 |
| 10 |
1,127.3 |
1,045.6 |
81.7 |
7.6% |
23.1 |
2.1% |
40% |
False |
False |
4,417 |
| 20 |
1,160.5 |
1,045.6 |
114.9 |
10.7% |
21.7 |
2.0% |
28% |
False |
False |
4,356 |
| 40 |
1,164.1 |
1,045.6 |
118.5 |
11.0% |
20.4 |
1.9% |
28% |
False |
False |
3,575 |
| 60 |
1,230.0 |
1,045.6 |
184.4 |
17.1% |
21.8 |
2.0% |
18% |
False |
False |
3,244 |
| 80 |
1,230.0 |
1,030.0 |
200.0 |
18.5% |
20.0 |
1.9% |
24% |
False |
False |
2,737 |
| 100 |
1,230.0 |
989.3 |
240.7 |
22.3% |
18.5 |
1.7% |
37% |
False |
False |
2,276 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,165.0 |
|
2.618 |
1,133.8 |
|
1.618 |
1,114.7 |
|
1.000 |
1,102.9 |
|
0.618 |
1,095.6 |
|
HIGH |
1,083.8 |
|
0.618 |
1,076.5 |
|
0.500 |
1,074.3 |
|
0.382 |
1,072.0 |
|
LOW |
1,064.7 |
|
0.618 |
1,052.9 |
|
1.000 |
1,045.6 |
|
1.618 |
1,033.8 |
|
2.618 |
1,014.7 |
|
4.250 |
983.5 |
|
|
| Fisher Pivots for day following 09-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,077.0 |
1,073.8 |
| PP |
1,075.6 |
1,069.2 |
| S1 |
1,074.3 |
1,064.7 |
|