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 |
1,097.00 |
1,096.25 |
-0.75 |
-0.1% |
1,094.00 |
High |
1,100.25 |
1,098.25 |
-2.00 |
-0.2% |
1,103.50 |
Low |
1,090.50 |
1,059.25 |
-31.25 |
-2.9% |
1,066.50 |
Close |
1,096.50 |
1,061.75 |
-34.75 |
-3.2% |
1,070.50 |
Range |
9.75 |
39.00 |
29.25 |
300.0% |
37.00 |
ATR |
17.48 |
19.02 |
1.54 |
8.8% |
0.00 |
Volume |
2,104,398 |
1,883,815 |
-220,583 |
-10.5% |
13,760,692 |
|
Daily Pivots for day following 04-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,190.00 |
1,165.00 |
1,083.25 |
|
R3 |
1,151.00 |
1,126.00 |
1,072.50 |
|
R2 |
1,112.00 |
1,112.00 |
1,069.00 |
|
R1 |
1,087.00 |
1,087.00 |
1,065.25 |
1,080.00 |
PP |
1,073.00 |
1,073.00 |
1,073.00 |
1,069.50 |
S1 |
1,048.00 |
1,048.00 |
1,058.25 |
1,041.00 |
S2 |
1,034.00 |
1,034.00 |
1,054.50 |
|
S3 |
995.00 |
1,009.00 |
1,051.00 |
|
S4 |
956.00 |
970.00 |
1,040.25 |
|
|
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 |
1,101.50 |
1,059.25 |
42.25 |
4.0% |
22.75 |
2.1% |
6% |
False |
True |
2,400,878 |
10 |
1,115.75 |
1,059.25 |
56.50 |
5.3% |
22.25 |
2.1% |
4% |
False |
True |
2,615,195 |
20 |
1,148.00 |
1,059.25 |
88.75 |
8.4% |
19.25 |
1.8% |
3% |
False |
True |
2,197,337 |
40 |
1,148.00 |
1,059.25 |
88.75 |
8.4% |
15.50 |
1.5% |
3% |
False |
True |
1,607,539 |
60 |
1,148.00 |
1,059.25 |
88.75 |
8.4% |
16.00 |
1.5% |
3% |
False |
True |
1,074,645 |
80 |
1,148.00 |
1,021.00 |
127.00 |
12.0% |
16.75 |
1.6% |
32% |
False |
False |
807,021 |
100 |
1,148.00 |
1,007.25 |
140.75 |
13.3% |
16.50 |
1.6% |
39% |
False |
False |
645,802 |
120 |
1,148.00 |
970.00 |
178.00 |
16.8% |
15.75 |
1.5% |
52% |
False |
False |
538,171 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,264.00 |
2.618 |
1,200.25 |
1.618 |
1,161.25 |
1.000 |
1,137.25 |
0.618 |
1,122.25 |
HIGH |
1,098.25 |
0.618 |
1,083.25 |
0.500 |
1,078.75 |
0.382 |
1,074.25 |
LOW |
1,059.25 |
0.618 |
1,035.25 |
1.000 |
1,020.25 |
1.618 |
996.25 |
2.618 |
957.25 |
4.250 |
893.50 |
|
|
Fisher Pivots for day following 04-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
1,078.75 |
1,080.50 |
PP |
1,073.00 |
1,074.25 |
S1 |
1,067.50 |
1,068.00 |
|