Trading Metrics calculated at close of trading on 01-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2010 |
01-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
1,085.0 |
1,081.0 |
-4.0 |
-0.4% |
1,093.5 |
High |
1,090.8 |
1,107.3 |
16.5 |
1.5% |
1,104.0 |
Low |
1,074.5 |
1,076.8 |
2.3 |
0.2% |
1,073.2 |
Close |
1,083.0 |
1,104.3 |
21.3 |
2.0% |
1,083.0 |
Range |
16.3 |
30.5 |
14.2 |
87.1% |
30.8 |
ATR |
21.2 |
21.8 |
0.7 |
3.1% |
0.0 |
Volume |
101,168 |
11,456 |
-89,712 |
-88.7% |
907,578 |
|
Daily Pivots for day following 01-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,187.6 |
1,176.5 |
1,121.1 |
|
R3 |
1,157.1 |
1,146.0 |
1,112.7 |
|
R2 |
1,126.6 |
1,126.6 |
1,109.9 |
|
R1 |
1,115.5 |
1,115.5 |
1,107.1 |
1,121.1 |
PP |
1,096.1 |
1,096.1 |
1,096.1 |
1,098.9 |
S1 |
1,085.0 |
1,085.0 |
1,101.5 |
1,090.6 |
S2 |
1,065.6 |
1,065.6 |
1,098.7 |
|
S3 |
1,035.1 |
1,054.5 |
1,095.9 |
|
S4 |
1,004.6 |
1,024.0 |
1,087.5 |
|
|
Weekly Pivots for week ending 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,179.1 |
1,161.9 |
1,099.9 |
|
R3 |
1,148.3 |
1,131.1 |
1,091.5 |
|
R2 |
1,117.5 |
1,117.5 |
1,088.6 |
|
R1 |
1,100.3 |
1,100.3 |
1,085.8 |
1,093.5 |
PP |
1,086.7 |
1,086.7 |
1,086.7 |
1,083.4 |
S1 |
1,069.5 |
1,069.5 |
1,080.2 |
1,062.7 |
S2 |
1,055.9 |
1,055.9 |
1,077.4 |
|
S3 |
1,025.1 |
1,038.7 |
1,074.5 |
|
S4 |
994.3 |
1,007.9 |
1,066.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,107.3 |
1,073.2 |
34.1 |
3.1% |
21.3 |
1.9% |
91% |
True |
False |
140,966 |
10 |
1,141.7 |
1,073.2 |
68.5 |
6.2% |
21.3 |
1.9% |
45% |
False |
False |
175,614 |
20 |
1,163.0 |
1,073.2 |
89.8 |
8.1% |
21.4 |
1.9% |
35% |
False |
False |
171,676 |
40 |
1,227.5 |
1,073.2 |
154.3 |
14.0% |
23.3 |
2.1% |
20% |
False |
False |
174,180 |
60 |
1,227.5 |
1,073.2 |
154.3 |
14.0% |
22.3 |
2.0% |
20% |
False |
False |
137,142 |
80 |
1,227.5 |
1,028.0 |
199.5 |
18.1% |
20.8 |
1.9% |
38% |
False |
False |
103,769 |
100 |
1,227.5 |
985.0 |
242.5 |
22.0% |
19.7 |
1.8% |
49% |
False |
False |
83,471 |
120 |
1,227.5 |
933.5 |
294.0 |
26.6% |
18.5 |
1.7% |
58% |
False |
False |
69,730 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,236.9 |
2.618 |
1,187.1 |
1.618 |
1,156.6 |
1.000 |
1,137.8 |
0.618 |
1,126.1 |
HIGH |
1,107.3 |
0.618 |
1,095.6 |
0.500 |
1,092.1 |
0.382 |
1,088.5 |
LOW |
1,076.8 |
0.618 |
1,058.0 |
1.000 |
1,046.3 |
1.618 |
1,027.5 |
2.618 |
997.0 |
4.250 |
947.2 |
|
|
Fisher Pivots for day following 01-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
1,100.2 |
1,099.6 |
PP |
1,096.1 |
1,094.9 |
S1 |
1,092.1 |
1,090.3 |
|