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 |
1,096.25 |
1,061.75 |
-34.50 |
-3.1% |
1,070.00 |
High |
1,098.25 |
1,065.00 |
-33.25 |
-3.0% |
1,101.50 |
Low |
1,059.25 |
1,040.75 |
-18.50 |
-1.7% |
1,040.75 |
Close |
1,061.75 |
1,059.75 |
-2.00 |
-0.2% |
1,059.75 |
Range |
39.00 |
24.25 |
-14.75 |
-37.8% |
60.75 |
ATR |
19.02 |
19.39 |
0.37 |
2.0% |
0.00 |
Volume |
1,883,815 |
3,302,110 |
1,418,295 |
75.3% |
12,254,413 |
|
Daily Pivots for day following 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,128.00 |
1,118.00 |
1,073.00 |
|
R3 |
1,103.75 |
1,093.75 |
1,066.50 |
|
R2 |
1,079.50 |
1,079.50 |
1,064.25 |
|
R1 |
1,069.50 |
1,069.50 |
1,062.00 |
1,062.50 |
PP |
1,055.25 |
1,055.25 |
1,055.25 |
1,051.50 |
S1 |
1,045.25 |
1,045.25 |
1,057.50 |
1,038.00 |
S2 |
1,031.00 |
1,031.00 |
1,055.25 |
|
S3 |
1,006.75 |
1,021.00 |
1,053.00 |
|
S4 |
982.50 |
996.75 |
1,046.50 |
|
|
Weekly Pivots for week ending 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,249.50 |
1,215.50 |
1,093.25 |
|
R3 |
1,188.75 |
1,154.75 |
1,076.50 |
|
R2 |
1,128.00 |
1,128.00 |
1,071.00 |
|
R1 |
1,094.00 |
1,094.00 |
1,065.25 |
1,080.50 |
PP |
1,067.25 |
1,067.25 |
1,067.25 |
1,060.75 |
S1 |
1,033.25 |
1,033.25 |
1,054.25 |
1,020.00 |
S2 |
1,006.50 |
1,006.50 |
1,048.50 |
|
S3 |
945.75 |
972.50 |
1,043.00 |
|
S4 |
885.00 |
911.75 |
1,026.25 |
|
|
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 |
1,040.75 |
60.75 |
5.7% |
22.25 |
2.1% |
31% |
False |
True |
2,450,882 |
10 |
1,103.50 |
1,040.75 |
62.75 |
5.9% |
21.75 |
2.0% |
30% |
False |
True |
2,601,510 |
20 |
1,148.00 |
1,040.75 |
107.25 |
10.1% |
20.00 |
1.9% |
18% |
False |
True |
2,299,446 |
40 |
1,148.00 |
1,040.75 |
107.25 |
10.1% |
15.50 |
1.5% |
18% |
False |
True |
1,688,974 |
60 |
1,148.00 |
1,040.75 |
107.25 |
10.1% |
15.75 |
1.5% |
18% |
False |
True |
1,129,637 |
80 |
1,148.00 |
1,021.00 |
127.00 |
12.0% |
17.00 |
1.6% |
31% |
False |
False |
848,280 |
100 |
1,148.00 |
1,007.25 |
140.75 |
13.3% |
16.75 |
1.6% |
37% |
False |
False |
678,823 |
120 |
1,148.00 |
970.00 |
178.00 |
16.8% |
16.00 |
1.5% |
50% |
False |
False |
565,689 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,168.00 |
2.618 |
1,128.50 |
1.618 |
1,104.25 |
1.000 |
1,089.25 |
0.618 |
1,080.00 |
HIGH |
1,065.00 |
0.618 |
1,055.75 |
0.500 |
1,053.00 |
0.382 |
1,050.00 |
LOW |
1,040.75 |
0.618 |
1,025.75 |
1.000 |
1,016.50 |
1.618 |
1,001.50 |
2.618 |
977.25 |
4.250 |
937.75 |
|
|
Fisher Pivots for day following 05-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
1,057.50 |
1,070.50 |
PP |
1,055.25 |
1,067.00 |
S1 |
1,053.00 |
1,063.25 |
|