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 |
1,070.00 |
1,086.00 |
16.00 |
1.5% |
1,094.00 |
High |
1,086.50 |
1,101.50 |
15.00 |
1.4% |
1,103.50 |
Low |
1,068.00 |
1,082.00 |
14.00 |
1.3% |
1,066.50 |
Close |
1,086.25 |
1,097.25 |
11.00 |
1.0% |
1,070.50 |
Range |
18.50 |
19.50 |
1.00 |
5.4% |
37.00 |
ATR |
17.97 |
18.08 |
0.11 |
0.6% |
0.00 |
Volume |
3,068,079 |
1,896,011 |
-1,172,068 |
-38.2% |
13,760,692 |
|
Daily Pivots for day following 02-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,152.00 |
1,144.25 |
1,108.00 |
|
R3 |
1,132.50 |
1,124.75 |
1,102.50 |
|
R2 |
1,113.00 |
1,113.00 |
1,100.75 |
|
R1 |
1,105.25 |
1,105.25 |
1,099.00 |
1,109.00 |
PP |
1,093.50 |
1,093.50 |
1,093.50 |
1,095.50 |
S1 |
1,085.75 |
1,085.75 |
1,095.50 |
1,089.50 |
S2 |
1,074.00 |
1,074.00 |
1,093.75 |
|
S3 |
1,054.50 |
1,066.25 |
1,092.00 |
|
S4 |
1,035.00 |
1,046.75 |
1,086.50 |
|
|
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% |
83% |
False |
False |
2,620,008 |
10 |
1,146.50 |
1,066.50 |
80.00 |
7.3% |
22.25 |
2.0% |
38% |
False |
False |
2,648,344 |
20 |
1,148.00 |
1,066.50 |
81.50 |
7.4% |
17.75 |
1.6% |
38% |
False |
False |
2,131,418 |
40 |
1,148.00 |
1,066.50 |
81.50 |
7.4% |
15.25 |
1.4% |
38% |
False |
False |
1,509,648 |
60 |
1,148.00 |
1,034.50 |
113.50 |
10.3% |
15.75 |
1.4% |
55% |
False |
False |
1,008,352 |
80 |
1,148.00 |
1,021.00 |
127.00 |
11.6% |
16.50 |
1.5% |
60% |
False |
False |
757,193 |
100 |
1,148.00 |
1,007.25 |
140.75 |
12.8% |
16.25 |
1.5% |
64% |
False |
False |
605,921 |
120 |
1,148.00 |
970.00 |
178.00 |
16.2% |
15.75 |
1.4% |
71% |
False |
False |
504,936 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,184.50 |
2.618 |
1,152.50 |
1.618 |
1,133.00 |
1.000 |
1,121.00 |
0.618 |
1,113.50 |
HIGH |
1,101.50 |
0.618 |
1,094.00 |
0.500 |
1,091.75 |
0.382 |
1,089.50 |
LOW |
1,082.00 |
0.618 |
1,070.00 |
1.000 |
1,062.50 |
1.618 |
1,050.50 |
2.618 |
1,031.00 |
4.250 |
999.00 |
|
|
Fisher Pivots for day following 02-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
1,095.50 |
1,092.75 |
PP |
1,093.50 |
1,088.50 |
S1 |
1,091.75 |
1,084.00 |
|