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 |
5,695.0 |
5,536.0 |
-159.0 |
-2.8% |
5,565.0 |
High |
5,698.0 |
5,537.0 |
-161.0 |
-2.8% |
5,740.0 |
Low |
5,507.0 |
5,383.0 |
-124.0 |
-2.3% |
5,383.0 |
Close |
5,533.5 |
5,457.0 |
-76.5 |
-1.4% |
5,457.0 |
Range |
191.0 |
154.0 |
-37.0 |
-19.4% |
357.0 |
ATR |
121.2 |
123.5 |
2.3 |
1.9% |
0.0 |
Volume |
228,063 |
290,430 |
62,367 |
27.3% |
972,575 |
|
Daily Pivots for day following 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,921.0 |
5,843.0 |
5,541.7 |
|
R3 |
5,767.0 |
5,689.0 |
5,499.4 |
|
R2 |
5,613.0 |
5,613.0 |
5,485.2 |
|
R1 |
5,535.0 |
5,535.0 |
5,471.1 |
5,497.0 |
PP |
5,459.0 |
5,459.0 |
5,459.0 |
5,440.0 |
S1 |
5,381.0 |
5,381.0 |
5,442.9 |
5,343.0 |
S2 |
5,305.0 |
5,305.0 |
5,428.8 |
|
S3 |
5,151.0 |
5,227.0 |
5,414.7 |
|
S4 |
4,997.0 |
5,073.0 |
5,372.3 |
|
|
Weekly Pivots for week ending 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,597.7 |
6,384.3 |
5,653.4 |
|
R3 |
6,240.7 |
6,027.3 |
5,555.2 |
|
R2 |
5,883.7 |
5,883.7 |
5,522.5 |
|
R1 |
5,670.3 |
5,670.3 |
5,489.7 |
5,598.5 |
PP |
5,526.7 |
5,526.7 |
5,526.7 |
5,490.8 |
S1 |
5,313.3 |
5,313.3 |
5,424.3 |
5,241.5 |
S2 |
5,169.7 |
5,169.7 |
5,391.6 |
|
S3 |
4,812.7 |
4,956.3 |
5,358.8 |
|
S4 |
4,455.7 |
4,599.3 |
5,260.7 |
|
|
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 |
5,383.0 |
357.0 |
6.5% |
130.5 |
2.4% |
21% |
False |
True |
194,515 |
10 |
5,740.0 |
5,383.0 |
357.0 |
6.5% |
128.6 |
2.4% |
21% |
False |
True |
194,294 |
20 |
6,100.5 |
5,383.0 |
717.5 |
13.1% |
129.3 |
2.4% |
10% |
False |
True |
180,622 |
40 |
6,100.5 |
5,383.0 |
717.5 |
13.1% |
103.9 |
1.9% |
10% |
False |
True |
117,162 |
60 |
6,100.5 |
5,383.0 |
717.5 |
13.1% |
101.1 |
1.9% |
10% |
False |
True |
78,405 |
80 |
6,100.5 |
5,324.0 |
776.5 |
14.2% |
103.7 |
1.9% |
17% |
False |
False |
58,962 |
100 |
6,100.5 |
5,324.0 |
776.5 |
14.2% |
101.2 |
1.9% |
17% |
False |
False |
47,569 |
120 |
6,100.5 |
5,171.0 |
929.5 |
17.0% |
99.6 |
1.8% |
31% |
False |
False |
39,729 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,191.5 |
2.618 |
5,940.2 |
1.618 |
5,786.2 |
1.000 |
5,691.0 |
0.618 |
5,632.2 |
HIGH |
5,537.0 |
0.618 |
5,478.2 |
0.500 |
5,460.0 |
0.382 |
5,441.8 |
LOW |
5,383.0 |
0.618 |
5,287.8 |
1.000 |
5,229.0 |
1.618 |
5,133.8 |
2.618 |
4,979.8 |
4.250 |
4,728.5 |
|
|
Fisher Pivots for day following 05-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
5,460.0 |
5,561.5 |
PP |
5,459.0 |
5,526.7 |
S1 |
5,458.0 |
5,491.8 |
|