Trading Metrics calculated at close of trading on 02-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2010 |
02-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
1,081.0 |
1,106.8 |
25.8 |
2.4% |
1,093.5 |
High |
1,107.3 |
1,118.5 |
11.2 |
1.0% |
1,104.0 |
Low |
1,076.8 |
1,100.2 |
23.4 |
2.2% |
1,073.2 |
Close |
1,104.3 |
1,117.4 |
13.1 |
1.2% |
1,083.0 |
Range |
30.5 |
18.3 |
-12.2 |
-40.0% |
30.8 |
ATR |
21.8 |
21.6 |
-0.3 |
-1.2% |
0.0 |
Volume |
11,456 |
2,452 |
-9,004 |
-78.6% |
907,578 |
|
Daily Pivots for day following 02-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,166.9 |
1,160.5 |
1,127.5 |
|
R3 |
1,148.6 |
1,142.2 |
1,122.4 |
|
R2 |
1,130.3 |
1,130.3 |
1,120.8 |
|
R1 |
1,123.9 |
1,123.9 |
1,119.1 |
1,127.1 |
PP |
1,112.0 |
1,112.0 |
1,112.0 |
1,113.7 |
S1 |
1,105.6 |
1,105.6 |
1,115.7 |
1,108.8 |
S2 |
1,093.7 |
1,093.7 |
1,114.0 |
|
S3 |
1,075.4 |
1,087.3 |
1,112.4 |
|
S4 |
1,057.1 |
1,069.0 |
1,107.3 |
|
|
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 |
1,118.5 |
1,073.2 |
45.3 |
4.1% |
21.3 |
1.9% |
98% |
True |
False |
110,384 |
10 |
1,141.7 |
1,073.2 |
68.5 |
6.1% |
21.8 |
1.9% |
65% |
False |
False |
161,389 |
20 |
1,163.0 |
1,073.2 |
89.8 |
8.0% |
20.7 |
1.9% |
49% |
False |
False |
168,569 |
40 |
1,213.9 |
1,073.2 |
140.7 |
12.6% |
23.2 |
2.1% |
31% |
False |
False |
169,444 |
60 |
1,227.5 |
1,073.2 |
154.3 |
13.8% |
22.4 |
2.0% |
29% |
False |
False |
137,074 |
80 |
1,227.5 |
1,028.0 |
199.5 |
17.9% |
20.9 |
1.9% |
45% |
False |
False |
103,789 |
100 |
1,227.5 |
985.0 |
242.5 |
21.7% |
19.8 |
1.8% |
55% |
False |
False |
83,461 |
120 |
1,227.5 |
933.5 |
294.0 |
26.3% |
18.6 |
1.7% |
63% |
False |
False |
69,742 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,196.3 |
2.618 |
1,166.4 |
1.618 |
1,148.1 |
1.000 |
1,136.8 |
0.618 |
1,129.8 |
HIGH |
1,118.5 |
0.618 |
1,111.5 |
0.500 |
1,109.4 |
0.382 |
1,107.2 |
LOW |
1,100.2 |
0.618 |
1,088.9 |
1.000 |
1,081.9 |
1.618 |
1,070.6 |
2.618 |
1,052.3 |
4.250 |
1,022.4 |
|
|
Fisher Pivots for day following 02-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
1,114.7 |
1,110.4 |
PP |
1,112.0 |
1,103.5 |
S1 |
1,109.4 |
1,096.5 |
|