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 |
1,086.00 |
1,097.00 |
11.00 |
1.0% |
1,094.00 |
High |
1,101.50 |
1,100.25 |
-1.25 |
-0.1% |
1,103.50 |
Low |
1,082.00 |
1,090.50 |
8.50 |
0.8% |
1,066.50 |
Close |
1,097.25 |
1,096.50 |
-0.75 |
-0.1% |
1,070.50 |
Range |
19.50 |
9.75 |
-9.75 |
-50.0% |
37.00 |
ATR |
18.08 |
17.48 |
-0.59 |
-3.3% |
0.00 |
Volume |
1,896,011 |
2,104,398 |
208,387 |
11.0% |
13,760,692 |
|
Daily Pivots for day following 03-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,125.00 |
1,120.50 |
1,101.75 |
|
R3 |
1,115.25 |
1,110.75 |
1,099.25 |
|
R2 |
1,105.50 |
1,105.50 |
1,098.25 |
|
R1 |
1,101.00 |
1,101.00 |
1,097.50 |
1,098.50 |
PP |
1,095.75 |
1,095.75 |
1,095.75 |
1,094.50 |
S1 |
1,091.25 |
1,091.25 |
1,095.50 |
1,088.50 |
S2 |
1,086.00 |
1,086.00 |
1,094.75 |
|
S3 |
1,076.25 |
1,081.50 |
1,093.75 |
|
S4 |
1,066.50 |
1,071.75 |
1,091.25 |
|
|
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% |
20.75 |
1.9% |
81% |
False |
False |
2,551,035 |
10 |
1,139.25 |
1,066.50 |
72.75 |
6.6% |
21.25 |
1.9% |
41% |
False |
False |
2,665,984 |
20 |
1,148.00 |
1,066.50 |
81.50 |
7.4% |
17.75 |
1.6% |
37% |
False |
False |
2,172,076 |
40 |
1,148.00 |
1,066.50 |
81.50 |
7.4% |
14.75 |
1.4% |
37% |
False |
False |
1,561,426 |
60 |
1,148.00 |
1,049.00 |
99.00 |
9.0% |
15.50 |
1.4% |
48% |
False |
False |
1,043,341 |
80 |
1,148.00 |
1,021.00 |
127.00 |
11.6% |
16.50 |
1.5% |
59% |
False |
False |
783,485 |
100 |
1,148.00 |
1,007.25 |
140.75 |
12.8% |
16.25 |
1.5% |
63% |
False |
False |
626,965 |
120 |
1,148.00 |
970.00 |
178.00 |
16.2% |
15.50 |
1.4% |
71% |
False |
False |
522,473 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,141.75 |
2.618 |
1,125.75 |
1.618 |
1,116.00 |
1.000 |
1,110.00 |
0.618 |
1,106.25 |
HIGH |
1,100.25 |
0.618 |
1,096.50 |
0.500 |
1,095.50 |
0.382 |
1,094.25 |
LOW |
1,090.50 |
0.618 |
1,084.50 |
1.000 |
1,080.75 |
1.618 |
1,074.75 |
2.618 |
1,065.00 |
4.250 |
1,049.00 |
|
|
Fisher Pivots for day following 03-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
1,096.00 |
1,092.50 |
PP |
1,095.75 |
1,088.75 |
S1 |
1,095.50 |
1,084.75 |
|