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 |
1,777.75 |
1,740.00 |
-37.75 |
-2.1% |
1,794.75 |
High |
1,789.25 |
1,758.25 |
-31.00 |
-1.7% |
1,823.75 |
Low |
1,731.75 |
1,737.00 |
5.25 |
0.3% |
1,731.75 |
Close |
1,739.25 |
1,755.75 |
16.50 |
0.9% |
1,739.25 |
Range |
57.50 |
21.25 |
-36.25 |
-63.0% |
92.00 |
ATR |
34.95 |
33.97 |
-0.98 |
-2.8% |
0.00 |
Volume |
570,517 |
538,161 |
-32,356 |
-5.7% |
2,301,486 |
|
Daily Pivots for day following 01-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,814.00 |
1,806.25 |
1,767.50 |
|
R3 |
1,792.75 |
1,785.00 |
1,761.50 |
|
R2 |
1,771.50 |
1,771.50 |
1,759.75 |
|
R1 |
1,763.75 |
1,763.75 |
1,757.75 |
1,767.50 |
PP |
1,750.25 |
1,750.25 |
1,750.25 |
1,752.25 |
S1 |
1,742.50 |
1,742.50 |
1,753.75 |
1,746.50 |
S2 |
1,729.00 |
1,729.00 |
1,751.75 |
|
S3 |
1,707.75 |
1,721.25 |
1,750.00 |
|
S4 |
1,686.50 |
1,700.00 |
1,744.00 |
|
|
Weekly Pivots for week ending 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,041.00 |
1,982.00 |
1,789.75 |
|
R3 |
1,949.00 |
1,890.00 |
1,764.50 |
|
R2 |
1,857.00 |
1,857.00 |
1,756.00 |
|
R1 |
1,798.00 |
1,798.00 |
1,747.75 |
1,781.50 |
PP |
1,765.00 |
1,765.00 |
1,765.00 |
1,756.50 |
S1 |
1,706.00 |
1,706.00 |
1,730.75 |
1,689.50 |
S2 |
1,673.00 |
1,673.00 |
1,722.50 |
|
S3 |
1,581.00 |
1,614.00 |
1,714.00 |
|
S4 |
1,489.00 |
1,522.00 |
1,688.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,823.75 |
1,731.75 |
92.00 |
5.2% |
42.75 |
2.4% |
26% |
False |
False |
462,403 |
10 |
1,895.75 |
1,731.75 |
164.00 |
9.3% |
42.25 |
2.4% |
15% |
False |
False |
442,257 |
20 |
1,900.00 |
1,731.75 |
168.25 |
9.6% |
33.50 |
1.9% |
14% |
False |
False |
340,771 |
40 |
1,900.00 |
1,731.75 |
168.25 |
9.6% |
29.00 |
1.6% |
14% |
False |
False |
239,809 |
60 |
1,900.00 |
1,670.00 |
230.00 |
13.1% |
28.75 |
1.6% |
37% |
False |
False |
160,065 |
80 |
1,900.00 |
1,648.50 |
251.50 |
14.3% |
28.75 |
1.6% |
43% |
False |
False |
120,106 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,848.50 |
2.618 |
1,814.00 |
1.618 |
1,792.75 |
1.000 |
1,779.50 |
0.618 |
1,771.50 |
HIGH |
1,758.25 |
0.618 |
1,750.25 |
0.500 |
1,747.50 |
0.382 |
1,745.00 |
LOW |
1,737.00 |
0.618 |
1,723.75 |
1.000 |
1,715.75 |
1.618 |
1,702.50 |
2.618 |
1,681.25 |
4.250 |
1,646.75 |
|
|
Fisher Pivots for day following 01-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
1,753.00 |
1,776.00 |
PP |
1,750.25 |
1,769.25 |
S1 |
1,747.50 |
1,762.50 |
|