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 |
1,081.00 |
1,070.00 |
-11.00 |
-1.0% |
1,094.00 |
High |
1,093.25 |
1,086.50 |
-6.75 |
-0.6% |
1,103.50 |
Low |
1,066.50 |
1,068.00 |
1.50 |
0.1% |
1,066.50 |
Close |
1,070.50 |
1,086.25 |
15.75 |
1.5% |
1,070.50 |
Range |
26.75 |
18.50 |
-8.25 |
-30.8% |
37.00 |
ATR |
17.93 |
17.97 |
0.04 |
0.2% |
0.00 |
Volume |
3,052,088 |
3,068,079 |
15,991 |
0.5% |
13,760,692 |
|
Daily Pivots for day following 01-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,135.75 |
1,129.50 |
1,096.50 |
|
R3 |
1,117.25 |
1,111.00 |
1,091.25 |
|
R2 |
1,098.75 |
1,098.75 |
1,089.75 |
|
R1 |
1,092.50 |
1,092.50 |
1,088.00 |
1,095.50 |
PP |
1,080.25 |
1,080.25 |
1,080.25 |
1,081.75 |
S1 |
1,074.00 |
1,074.00 |
1,084.50 |
1,077.00 |
S2 |
1,061.75 |
1,061.75 |
1,082.75 |
|
S3 |
1,043.25 |
1,055.50 |
1,081.25 |
|
S4 |
1,024.75 |
1,037.00 |
1,076.00 |
|
|
Weekly Pivots for week ending 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,191.25 |
1,167.75 |
1,090.75 |
|
R3 |
1,154.25 |
1,130.75 |
1,080.75 |
|
R2 |
1,117.25 |
1,117.25 |
1,077.25 |
|
R1 |
1,093.75 |
1,093.75 |
1,074.00 |
1,087.00 |
PP |
1,080.25 |
1,080.25 |
1,080.25 |
1,076.75 |
S1 |
1,056.75 |
1,056.75 |
1,067.00 |
1,050.00 |
S2 |
1,043.25 |
1,043.25 |
1,063.75 |
|
S3 |
1,006.25 |
1,019.75 |
1,060.25 |
|
S4 |
969.25 |
982.75 |
1,050.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,103.50 |
1,066.50 |
37.00 |
3.4% |
22.25 |
2.0% |
53% |
False |
False |
2,656,865 |
10 |
1,147.00 |
1,066.50 |
80.50 |
7.4% |
22.50 |
2.1% |
25% |
False |
False |
2,664,692 |
20 |
1,148.00 |
1,066.50 |
81.50 |
7.5% |
17.50 |
1.6% |
24% |
False |
False |
2,068,561 |
40 |
1,148.00 |
1,066.50 |
81.50 |
7.5% |
15.25 |
1.4% |
24% |
False |
False |
1,462,655 |
60 |
1,148.00 |
1,034.50 |
113.50 |
10.4% |
15.75 |
1.4% |
46% |
False |
False |
976,871 |
80 |
1,148.00 |
1,021.00 |
127.00 |
11.7% |
16.25 |
1.5% |
51% |
False |
False |
733,524 |
100 |
1,148.00 |
1,007.25 |
140.75 |
13.0% |
16.25 |
1.5% |
56% |
False |
False |
586,961 |
120 |
1,148.00 |
970.00 |
178.00 |
16.4% |
15.75 |
1.4% |
65% |
False |
False |
489,136 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,165.00 |
2.618 |
1,135.00 |
1.618 |
1,116.50 |
1.000 |
1,105.00 |
0.618 |
1,098.00 |
HIGH |
1,086.50 |
0.618 |
1,079.50 |
0.500 |
1,077.25 |
0.382 |
1,075.00 |
LOW |
1,068.00 |
0.618 |
1,056.50 |
1.000 |
1,049.50 |
1.618 |
1,038.00 |
2.618 |
1,019.50 |
4.250 |
989.50 |
|
|
Fisher Pivots for day following 01-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
1,083.25 |
1,085.75 |
PP |
1,080.25 |
1,085.50 |
S1 |
1,077.25 |
1,085.00 |
|