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 |
5,739.5 |
5,695.0 |
-44.5 |
-0.8% |
5,618.0 |
High |
5,740.0 |
5,698.0 |
-42.0 |
-0.7% |
5,729.0 |
Low |
5,656.5 |
5,507.0 |
-149.5 |
-2.6% |
5,536.0 |
Close |
5,672.0 |
5,533.5 |
-138.5 |
-2.4% |
5,607.5 |
Range |
83.5 |
191.0 |
107.5 |
128.7% |
193.0 |
ATR |
115.8 |
121.2 |
5.4 |
4.6% |
0.0 |
Volume |
163,607 |
228,063 |
64,456 |
39.4% |
970,366 |
|
Daily Pivots for day following 04-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,152.5 |
6,034.0 |
5,638.6 |
|
R3 |
5,961.5 |
5,843.0 |
5,586.0 |
|
R2 |
5,770.5 |
5,770.5 |
5,568.5 |
|
R1 |
5,652.0 |
5,652.0 |
5,551.0 |
5,615.8 |
PP |
5,579.5 |
5,579.5 |
5,579.5 |
5,561.4 |
S1 |
5,461.0 |
5,461.0 |
5,516.0 |
5,424.8 |
S2 |
5,388.5 |
5,388.5 |
5,498.5 |
|
S3 |
5,197.5 |
5,270.0 |
5,481.0 |
|
S4 |
5,006.5 |
5,079.0 |
5,428.5 |
|
|
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 |
5,507.0 |
233.0 |
4.2% |
123.0 |
2.2% |
11% |
False |
True |
174,681 |
10 |
5,744.5 |
5,507.0 |
237.5 |
4.3% |
131.1 |
2.4% |
11% |
False |
True |
189,534 |
20 |
6,100.5 |
5,507.0 |
593.5 |
10.7% |
125.6 |
2.3% |
4% |
False |
True |
172,465 |
40 |
6,100.5 |
5,507.0 |
593.5 |
10.7% |
103.0 |
1.9% |
4% |
False |
True |
109,944 |
60 |
6,100.5 |
5,367.5 |
733.0 |
13.2% |
101.0 |
1.8% |
23% |
False |
False |
73,570 |
80 |
6,100.5 |
5,324.0 |
776.5 |
14.0% |
102.4 |
1.9% |
27% |
False |
False |
55,368 |
100 |
6,100.5 |
5,324.0 |
776.5 |
14.0% |
100.5 |
1.8% |
27% |
False |
False |
44,702 |
120 |
6,100.5 |
5,171.0 |
929.5 |
16.8% |
99.1 |
1.8% |
39% |
False |
False |
37,310 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,509.8 |
2.618 |
6,198.0 |
1.618 |
6,007.0 |
1.000 |
5,889.0 |
0.618 |
5,816.0 |
HIGH |
5,698.0 |
0.618 |
5,625.0 |
0.500 |
5,602.5 |
0.382 |
5,580.0 |
LOW |
5,507.0 |
0.618 |
5,389.0 |
1.000 |
5,316.0 |
1.618 |
5,198.0 |
2.618 |
5,007.0 |
4.250 |
4,695.3 |
|
|
Fisher Pivots for day following 04-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
5,602.5 |
5,623.5 |
PP |
5,579.5 |
5,593.5 |
S1 |
5,556.5 |
5,563.5 |
|