Trading Metrics calculated at close of trading on 05-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2010 |
05-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
1,097.25 |
1,064.12 |
-33.13 |
-3.0% |
1,073.89 |
High |
1,097.25 |
1,067.13 |
-30.12 |
-2.7% |
1,104.73 |
Low |
1,062.78 |
1,044.50 |
-18.28 |
-1.7% |
1,044.50 |
Close |
1,063.11 |
1,066.19 |
3.08 |
0.3% |
1,066.19 |
Range |
34.47 |
22.63 |
-11.84 |
-34.3% |
60.23 |
ATR |
16.35 |
16.80 |
0.45 |
2.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,127.16 |
1,119.31 |
1,078.64 |
|
R3 |
1,104.53 |
1,096.68 |
1,072.41 |
|
R2 |
1,081.90 |
1,081.90 |
1,070.34 |
|
R1 |
1,074.05 |
1,074.05 |
1,068.26 |
1,077.98 |
PP |
1,059.27 |
1,059.27 |
1,059.27 |
1,061.24 |
S1 |
1,051.42 |
1,051.42 |
1,064.12 |
1,055.35 |
S2 |
1,036.64 |
1,036.64 |
1,062.04 |
|
S3 |
1,014.01 |
1,028.79 |
1,059.97 |
|
S4 |
991.38 |
1,006.16 |
1,053.74 |
|
|
Weekly Pivots for week ending 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,252.50 |
1,219.57 |
1,099.32 |
|
R3 |
1,192.27 |
1,159.34 |
1,082.75 |
|
R2 |
1,132.04 |
1,132.04 |
1,077.23 |
|
R1 |
1,099.11 |
1,099.11 |
1,071.71 |
1,085.46 |
PP |
1,071.81 |
1,071.81 |
1,071.81 |
1,064.98 |
S1 |
1,038.88 |
1,038.88 |
1,060.67 |
1,025.23 |
S2 |
1,011.58 |
1,011.58 |
1,055.15 |
|
S3 |
951.35 |
978.65 |
1,049.63 |
|
S4 |
891.12 |
918.42 |
1,033.06 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,104.73 |
1,044.50 |
60.23 |
5.6% |
19.62 |
1.8% |
36% |
False |
True |
|
10 |
1,104.73 |
1,044.50 |
60.23 |
5.6% |
18.55 |
1.7% |
36% |
False |
True |
|
20 |
1,150.45 |
1,044.50 |
105.95 |
9.9% |
16.91 |
1.6% |
20% |
False |
True |
|
40 |
1,150.45 |
1,044.50 |
105.95 |
9.9% |
12.66 |
1.2% |
20% |
False |
True |
|
60 |
1,150.45 |
1,044.50 |
105.95 |
9.9% |
12.91 |
1.2% |
20% |
False |
True |
|
80 |
1,150.45 |
1,029.38 |
121.07 |
11.4% |
14.09 |
1.3% |
30% |
False |
False |
|
100 |
1,150.45 |
1,019.95 |
130.50 |
12.2% |
14.01 |
1.3% |
35% |
False |
False |
|
120 |
1,150.45 |
978.51 |
171.94 |
16.1% |
14.07 |
1.3% |
51% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,163.31 |
2.618 |
1,126.38 |
1.618 |
1,103.75 |
1.000 |
1,089.76 |
0.618 |
1,081.12 |
HIGH |
1,067.13 |
0.618 |
1,058.49 |
0.500 |
1,055.82 |
0.382 |
1,053.14 |
LOW |
1,044.50 |
0.618 |
1,030.51 |
1.000 |
1,021.87 |
1.618 |
1,007.88 |
2.618 |
985.25 |
4.250 |
948.32 |
|
|
Fisher Pivots for day following 05-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
1,062.73 |
1,073.61 |
PP |
1,059.27 |
1,071.14 |
S1 |
1,055.82 |
1,068.66 |
|