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 |
1,110.0 |
1,068.3 |
-41.7 |
-3.8% |
1,081.0 |
High |
1,110.7 |
1,068.5 |
-42.2 |
-3.8% |
1,124.9 |
Low |
1,059.0 |
1,045.2 |
-13.8 |
-1.3% |
1,045.2 |
Close |
1,062.4 |
1,052.2 |
-10.2 |
-1.0% |
1,052.2 |
Range |
51.7 |
23.3 |
-28.4 |
-54.9% |
79.7 |
ATR |
23.4 |
23.4 |
0.0 |
0.0% |
0.0 |
Volume |
853 |
1,426 |
573 |
67.2% |
19,512 |
|
Daily Pivots for day following 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,125.2 |
1,112.0 |
1,065.0 |
|
R3 |
1,101.9 |
1,088.7 |
1,058.6 |
|
R2 |
1,078.6 |
1,078.6 |
1,056.5 |
|
R1 |
1,065.4 |
1,065.4 |
1,054.3 |
1,060.4 |
PP |
1,055.3 |
1,055.3 |
1,055.3 |
1,052.8 |
S1 |
1,042.1 |
1,042.1 |
1,050.1 |
1,037.1 |
S2 |
1,032.0 |
1,032.0 |
1,047.9 |
|
S3 |
1,008.7 |
1,018.8 |
1,045.8 |
|
S4 |
985.4 |
995.5 |
1,039.4 |
|
|
Weekly Pivots for week ending 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,313.2 |
1,262.4 |
1,096.0 |
|
R3 |
1,233.5 |
1,182.7 |
1,074.1 |
|
R2 |
1,153.8 |
1,153.8 |
1,066.8 |
|
R1 |
1,103.0 |
1,103.0 |
1,059.5 |
1,088.6 |
PP |
1,074.1 |
1,074.1 |
1,074.1 |
1,066.9 |
S1 |
1,023.3 |
1,023.3 |
1,044.9 |
1,008.9 |
S2 |
994.4 |
994.4 |
1,037.6 |
|
S3 |
914.7 |
943.6 |
1,030.3 |
|
S4 |
835.0 |
863.9 |
1,008.4 |
|
|
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 |
1,045.2 |
79.7 |
7.6% |
28.0 |
2.7% |
9% |
False |
True |
3,902 |
10 |
1,124.9 |
1,045.2 |
79.7 |
7.6% |
22.8 |
2.2% |
9% |
False |
True |
92,709 |
20 |
1,163.0 |
1,045.2 |
117.8 |
11.2% |
22.8 |
2.2% |
6% |
False |
True |
144,410 |
40 |
1,163.0 |
1,045.2 |
117.8 |
11.2% |
22.0 |
2.1% |
6% |
False |
True |
147,952 |
60 |
1,227.5 |
1,045.2 |
182.3 |
17.3% |
23.2 |
2.2% |
4% |
False |
True |
136,314 |
80 |
1,227.5 |
1,028.0 |
199.5 |
19.0% |
21.6 |
2.1% |
12% |
False |
False |
103,760 |
100 |
1,227.5 |
987.3 |
240.2 |
22.8% |
20.2 |
1.9% |
27% |
False |
False |
83,474 |
120 |
1,227.5 |
933.5 |
294.0 |
27.9% |
19.1 |
1.8% |
40% |
False |
False |
69,765 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,167.5 |
2.618 |
1,129.5 |
1.618 |
1,106.2 |
1.000 |
1,091.8 |
0.618 |
1,082.9 |
HIGH |
1,068.5 |
0.618 |
1,059.6 |
0.500 |
1,056.9 |
0.382 |
1,054.1 |
LOW |
1,045.2 |
0.618 |
1,030.8 |
1.000 |
1,021.9 |
1.618 |
1,007.5 |
2.618 |
984.2 |
4.250 |
946.2 |
|
|
Fisher Pivots for day following 05-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
1,056.9 |
1,085.1 |
PP |
1,055.3 |
1,074.1 |
S1 |
1,053.8 |
1,063.2 |
|