Trading Metrics calculated at close of trading on 04-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2010 |
04-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
1,115.8 |
1,110.0 |
-5.8 |
-0.5% |
1,093.5 |
High |
1,124.9 |
1,110.7 |
-14.2 |
-1.3% |
1,104.0 |
Low |
1,108.6 |
1,059.0 |
-49.6 |
-4.5% |
1,073.2 |
Close |
1,111.4 |
1,062.4 |
-49.0 |
-4.4% |
1,083.0 |
Range |
16.3 |
51.7 |
35.4 |
217.2% |
30.8 |
ATR |
21.2 |
23.4 |
2.2 |
10.5% |
0.0 |
Volume |
3,325 |
853 |
-2,472 |
-74.3% |
907,578 |
|
Daily Pivots for day following 04-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,232.5 |
1,199.1 |
1,090.8 |
|
R3 |
1,180.8 |
1,147.4 |
1,076.6 |
|
R2 |
1,129.1 |
1,129.1 |
1,071.9 |
|
R1 |
1,095.7 |
1,095.7 |
1,067.1 |
1,086.6 |
PP |
1,077.4 |
1,077.4 |
1,077.4 |
1,072.8 |
S1 |
1,044.0 |
1,044.0 |
1,057.7 |
1,034.9 |
S2 |
1,025.7 |
1,025.7 |
1,052.9 |
|
S3 |
974.0 |
992.3 |
1,048.2 |
|
S4 |
922.3 |
940.6 |
1,034.0 |
|
|
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 |
1,124.9 |
1,059.0 |
65.9 |
6.2% |
26.6 |
2.5% |
5% |
False |
True |
23,850 |
10 |
1,124.9 |
1,059.0 |
65.9 |
6.2% |
22.2 |
2.1% |
5% |
False |
True |
119,747 |
20 |
1,163.0 |
1,059.0 |
104.0 |
9.8% |
22.2 |
2.1% |
3% |
False |
True |
153,184 |
40 |
1,170.2 |
1,059.0 |
111.2 |
10.5% |
22.5 |
2.1% |
3% |
False |
True |
154,824 |
60 |
1,227.5 |
1,059.0 |
168.5 |
15.9% |
23.1 |
2.2% |
2% |
False |
True |
136,727 |
80 |
1,227.5 |
1,028.0 |
199.5 |
18.8% |
21.4 |
2.0% |
17% |
False |
False |
103,776 |
100 |
1,227.5 |
987.3 |
240.2 |
22.6% |
20.1 |
1.9% |
31% |
False |
False |
83,467 |
120 |
1,227.5 |
933.5 |
294.0 |
27.7% |
19.0 |
1.8% |
44% |
False |
False |
69,765 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,330.4 |
2.618 |
1,246.1 |
1.618 |
1,194.4 |
1.000 |
1,162.4 |
0.618 |
1,142.7 |
HIGH |
1,110.7 |
0.618 |
1,091.0 |
0.500 |
1,084.9 |
0.382 |
1,078.7 |
LOW |
1,059.0 |
0.618 |
1,027.0 |
1.000 |
1,007.3 |
1.618 |
975.3 |
2.618 |
923.6 |
4.250 |
839.3 |
|
|
Fisher Pivots for day following 04-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
1,084.9 |
1,092.0 |
PP |
1,077.4 |
1,082.1 |
S1 |
1,069.9 |
1,072.3 |
|