| 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 |
1,740.00 |
1,756.25 |
16.25 |
0.9% |
1,794.75 |
| High |
1,758.25 |
1,778.00 |
19.75 |
1.1% |
1,823.75 |
| Low |
1,737.00 |
1,747.75 |
10.75 |
0.6% |
1,731.75 |
| Close |
1,755.75 |
1,769.00 |
13.25 |
0.8% |
1,739.25 |
| Range |
21.25 |
30.25 |
9.00 |
42.4% |
92.00 |
| ATR |
33.97 |
33.70 |
-0.27 |
-0.8% |
0.00 |
| Volume |
538,161 |
344,059 |
-194,102 |
-36.1% |
2,301,486 |
|
| Daily Pivots for day following 02-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,855.75 |
1,842.50 |
1,785.75 |
|
| R3 |
1,825.50 |
1,812.25 |
1,777.25 |
|
| R2 |
1,795.25 |
1,795.25 |
1,774.50 |
|
| R1 |
1,782.00 |
1,782.00 |
1,771.75 |
1,788.50 |
| PP |
1,765.00 |
1,765.00 |
1,765.00 |
1,768.25 |
| S1 |
1,751.75 |
1,751.75 |
1,766.25 |
1,758.50 |
| S2 |
1,734.75 |
1,734.75 |
1,763.50 |
|
| S3 |
1,704.50 |
1,721.50 |
1,760.75 |
|
| S4 |
1,674.25 |
1,691.25 |
1,752.25 |
|
|
| 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 |
1,821.50 |
1,731.75 |
89.75 |
5.1% |
40.75 |
2.3% |
42% |
False |
False |
463,152 |
| 10 |
1,892.25 |
1,731.75 |
160.50 |
9.1% |
41.50 |
2.3% |
23% |
False |
False |
442,155 |
| 20 |
1,900.00 |
1,731.75 |
168.25 |
9.5% |
34.00 |
1.9% |
22% |
False |
False |
352,328 |
| 40 |
1,900.00 |
1,731.75 |
168.25 |
9.5% |
29.00 |
1.6% |
22% |
False |
False |
248,372 |
| 60 |
1,900.00 |
1,670.00 |
230.00 |
13.0% |
28.75 |
1.6% |
43% |
False |
False |
165,793 |
| 80 |
1,900.00 |
1,648.50 |
251.50 |
14.2% |
29.00 |
1.6% |
48% |
False |
False |
124,405 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,906.50 |
|
2.618 |
1,857.25 |
|
1.618 |
1,827.00 |
|
1.000 |
1,808.25 |
|
0.618 |
1,796.75 |
|
HIGH |
1,778.00 |
|
0.618 |
1,766.50 |
|
0.500 |
1,763.00 |
|
0.382 |
1,759.25 |
|
LOW |
1,747.75 |
|
0.618 |
1,729.00 |
|
1.000 |
1,717.50 |
|
1.618 |
1,698.75 |
|
2.618 |
1,668.50 |
|
4.250 |
1,619.25 |
|
|
| Fisher Pivots for day following 02-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,767.00 |
1,766.25 |
| PP |
1,765.00 |
1,763.25 |
| S1 |
1,763.00 |
1,760.50 |
|