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 |
5,560.0 |
5,565.0 |
5.0 |
0.1% |
5,618.0 |
High |
5,660.0 |
5,677.0 |
17.0 |
0.3% |
5,729.0 |
Low |
5,543.5 |
5,565.0 |
21.5 |
0.4% |
5,536.0 |
Close |
5,607.5 |
5,658.0 |
50.5 |
0.9% |
5,607.5 |
Range |
116.5 |
112.0 |
-4.5 |
-3.9% |
193.0 |
ATR |
119.3 |
118.8 |
-0.5 |
-0.4% |
0.0 |
Volume |
191,262 |
132,282 |
-58,980 |
-30.8% |
970,366 |
|
Daily Pivots for day following 01-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,969.3 |
5,925.7 |
5,719.6 |
|
R3 |
5,857.3 |
5,813.7 |
5,688.8 |
|
R2 |
5,745.3 |
5,745.3 |
5,678.5 |
|
R1 |
5,701.7 |
5,701.7 |
5,668.3 |
5,723.5 |
PP |
5,633.3 |
5,633.3 |
5,633.3 |
5,644.3 |
S1 |
5,589.7 |
5,589.7 |
5,647.7 |
5,611.5 |
S2 |
5,521.3 |
5,521.3 |
5,637.5 |
|
S3 |
5,409.3 |
5,477.7 |
5,627.2 |
|
S4 |
5,297.3 |
5,365.7 |
5,596.4 |
|
|
Weekly Pivots for week ending 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,203.2 |
6,098.3 |
5,713.7 |
|
R3 |
6,010.2 |
5,905.3 |
5,660.6 |
|
R2 |
5,817.2 |
5,817.2 |
5,642.9 |
|
R1 |
5,712.3 |
5,712.3 |
5,625.2 |
5,668.3 |
PP |
5,624.2 |
5,624.2 |
5,624.2 |
5,602.1 |
S1 |
5,519.3 |
5,519.3 |
5,589.8 |
5,475.3 |
S2 |
5,431.2 |
5,431.2 |
5,572.1 |
|
S3 |
5,238.2 |
5,326.3 |
5,554.4 |
|
S4 |
5,045.2 |
5,133.3 |
5,501.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,729.0 |
5,536.0 |
193.0 |
3.4% |
132.1 |
2.3% |
63% |
False |
False |
187,796 |
10 |
6,004.5 |
5,536.0 |
468.5 |
8.3% |
144.5 |
2.6% |
26% |
False |
False |
193,597 |
20 |
6,100.5 |
5,536.0 |
564.5 |
10.0% |
115.2 |
2.0% |
22% |
False |
False |
159,727 |
40 |
6,100.5 |
5,536.0 |
564.5 |
10.0% |
100.3 |
1.8% |
22% |
False |
False |
96,230 |
60 |
6,100.5 |
5,324.0 |
776.5 |
13.7% |
99.3 |
1.8% |
43% |
False |
False |
64,420 |
80 |
6,100.5 |
5,324.0 |
776.5 |
13.7% |
101.3 |
1.8% |
43% |
False |
False |
48,502 |
100 |
6,100.5 |
5,324.0 |
776.5 |
13.7% |
98.9 |
1.7% |
43% |
False |
False |
39,226 |
120 |
6,100.5 |
5,171.0 |
929.5 |
16.4% |
98.7 |
1.7% |
52% |
False |
False |
32,731 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,153.0 |
2.618 |
5,970.2 |
1.618 |
5,858.2 |
1.000 |
5,789.0 |
0.618 |
5,746.2 |
HIGH |
5,677.0 |
0.618 |
5,634.2 |
0.500 |
5,621.0 |
0.382 |
5,607.8 |
LOW |
5,565.0 |
0.618 |
5,495.8 |
1.000 |
5,453.0 |
1.618 |
5,383.8 |
2.618 |
5,271.8 |
4.250 |
5,089.0 |
|
|
Fisher Pivots for day following 01-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
5,645.7 |
5,649.5 |
PP |
5,633.3 |
5,641.0 |
S1 |
5,621.0 |
5,632.5 |
|