Trading Metrics calculated at close of trading on 03-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2010 |
03-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
5,642.0 |
5,739.5 |
97.5 |
1.7% |
5,618.0 |
High |
5,737.5 |
5,740.0 |
2.5 |
0.0% |
5,729.0 |
Low |
5,625.5 |
5,656.5 |
31.0 |
0.6% |
5,536.0 |
Close |
5,717.5 |
5,672.0 |
-45.5 |
-0.8% |
5,607.5 |
Range |
112.0 |
83.5 |
-28.5 |
-25.4% |
193.0 |
ATR |
118.3 |
115.8 |
-2.5 |
-2.1% |
0.0 |
Volume |
158,193 |
163,607 |
5,414 |
3.4% |
970,366 |
|
Daily Pivots for day following 03-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,940.0 |
5,889.5 |
5,717.9 |
|
R3 |
5,856.5 |
5,806.0 |
5,695.0 |
|
R2 |
5,773.0 |
5,773.0 |
5,687.3 |
|
R1 |
5,722.5 |
5,722.5 |
5,679.7 |
5,706.0 |
PP |
5,689.5 |
5,689.5 |
5,689.5 |
5,681.3 |
S1 |
5,639.0 |
5,639.0 |
5,664.3 |
5,622.5 |
S2 |
5,606.0 |
5,606.0 |
5,656.7 |
|
S3 |
5,522.5 |
5,555.5 |
5,649.0 |
|
S4 |
5,439.0 |
5,472.0 |
5,626.1 |
|
|
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 |
5,740.0 |
5,536.0 |
204.0 |
3.6% |
123.4 |
2.2% |
67% |
True |
False |
176,975 |
10 |
5,914.0 |
5,536.0 |
378.0 |
6.7% |
134.5 |
2.4% |
36% |
False |
False |
190,954 |
20 |
6,100.5 |
5,536.0 |
564.5 |
10.0% |
118.5 |
2.1% |
24% |
False |
False |
166,030 |
40 |
6,100.5 |
5,536.0 |
564.5 |
10.0% |
99.7 |
1.8% |
24% |
False |
False |
104,247 |
60 |
6,100.5 |
5,367.5 |
733.0 |
12.9% |
99.2 |
1.7% |
42% |
False |
False |
69,773 |
80 |
6,100.5 |
5,324.0 |
776.5 |
13.7% |
100.7 |
1.8% |
45% |
False |
False |
52,520 |
100 |
6,100.5 |
5,324.0 |
776.5 |
13.7% |
99.9 |
1.8% |
45% |
False |
False |
42,435 |
120 |
6,100.5 |
5,171.0 |
929.5 |
16.4% |
98.4 |
1.7% |
54% |
False |
False |
35,411 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,094.9 |
2.618 |
5,958.6 |
1.618 |
5,875.1 |
1.000 |
5,823.5 |
0.618 |
5,791.6 |
HIGH |
5,740.0 |
0.618 |
5,708.1 |
0.500 |
5,698.3 |
0.382 |
5,688.4 |
LOW |
5,656.5 |
0.618 |
5,604.9 |
1.000 |
5,573.0 |
1.618 |
5,521.4 |
2.618 |
5,437.9 |
4.250 |
5,301.6 |
|
|
Fisher Pivots for day following 03-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
5,698.3 |
5,665.5 |
PP |
5,689.5 |
5,659.0 |
S1 |
5,680.8 |
5,652.5 |
|