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 |
5,565.0 |
5,642.0 |
77.0 |
1.4% |
5,618.0 |
High |
5,677.0 |
5,737.5 |
60.5 |
1.1% |
5,729.0 |
Low |
5,565.0 |
5,625.5 |
60.5 |
1.1% |
5,536.0 |
Close |
5,658.0 |
5,717.5 |
59.5 |
1.1% |
5,607.5 |
Range |
112.0 |
112.0 |
0.0 |
0.0% |
193.0 |
ATR |
118.8 |
118.3 |
-0.5 |
-0.4% |
0.0 |
Volume |
132,282 |
158,193 |
25,911 |
19.6% |
970,366 |
|
Daily Pivots for day following 02-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,029.5 |
5,985.5 |
5,779.1 |
|
R3 |
5,917.5 |
5,873.5 |
5,748.3 |
|
R2 |
5,805.5 |
5,805.5 |
5,738.0 |
|
R1 |
5,761.5 |
5,761.5 |
5,727.8 |
5,783.5 |
PP |
5,693.5 |
5,693.5 |
5,693.5 |
5,704.5 |
S1 |
5,649.5 |
5,649.5 |
5,707.2 |
5,671.5 |
S2 |
5,581.5 |
5,581.5 |
5,697.0 |
|
S3 |
5,469.5 |
5,537.5 |
5,686.7 |
|
S4 |
5,357.5 |
5,425.5 |
5,655.9 |
|
|
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 |
5,737.5 |
5,536.0 |
201.5 |
3.5% |
126.6 |
2.2% |
90% |
True |
False |
185,200 |
10 |
5,977.5 |
5,536.0 |
441.5 |
7.7% |
140.4 |
2.5% |
41% |
False |
False |
193,414 |
20 |
6,100.5 |
5,536.0 |
564.5 |
9.9% |
116.7 |
2.0% |
32% |
False |
False |
162,588 |
40 |
6,100.5 |
5,536.0 |
564.5 |
9.9% |
100.5 |
1.8% |
32% |
False |
False |
100,170 |
60 |
6,100.5 |
5,324.0 |
776.5 |
13.6% |
99.0 |
1.7% |
51% |
False |
False |
67,052 |
80 |
6,100.5 |
5,324.0 |
776.5 |
13.6% |
101.5 |
1.8% |
51% |
False |
False |
50,478 |
100 |
6,100.5 |
5,324.0 |
776.5 |
13.6% |
99.4 |
1.7% |
51% |
False |
False |
40,807 |
120 |
6,100.5 |
5,171.0 |
929.5 |
16.3% |
99.2 |
1.7% |
59% |
False |
False |
34,049 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,213.5 |
2.618 |
6,030.7 |
1.618 |
5,918.7 |
1.000 |
5,849.5 |
0.618 |
5,806.7 |
HIGH |
5,737.5 |
0.618 |
5,694.7 |
0.500 |
5,681.5 |
0.382 |
5,668.3 |
LOW |
5,625.5 |
0.618 |
5,556.3 |
1.000 |
5,513.5 |
1.618 |
5,444.3 |
2.618 |
5,332.3 |
4.250 |
5,149.5 |
|
|
Fisher Pivots for day following 02-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
5,705.5 |
5,691.8 |
PP |
5,693.5 |
5,666.2 |
S1 |
5,681.5 |
5,640.5 |
|