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 |
1,756.25 |
1,769.00 |
12.75 |
0.7% |
1,794.75 |
High |
1,778.00 |
1,786.50 |
8.50 |
0.5% |
1,823.75 |
Low |
1,747.75 |
1,763.50 |
15.75 |
0.9% |
1,731.75 |
Close |
1,769.00 |
1,785.50 |
16.50 |
0.9% |
1,739.25 |
Range |
30.25 |
23.00 |
-7.25 |
-24.0% |
92.00 |
ATR |
33.70 |
32.94 |
-0.76 |
-2.3% |
0.00 |
Volume |
344,059 |
331,528 |
-12,531 |
-3.6% |
2,301,486 |
|
Daily Pivots for day following 03-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,847.50 |
1,839.50 |
1,798.25 |
|
R3 |
1,824.50 |
1,816.50 |
1,791.75 |
|
R2 |
1,801.50 |
1,801.50 |
1,789.75 |
|
R1 |
1,793.50 |
1,793.50 |
1,787.50 |
1,797.50 |
PP |
1,778.50 |
1,778.50 |
1,778.50 |
1,780.50 |
S1 |
1,770.50 |
1,770.50 |
1,783.50 |
1,774.50 |
S2 |
1,755.50 |
1,755.50 |
1,781.25 |
|
S3 |
1,732.50 |
1,747.50 |
1,779.25 |
|
S4 |
1,709.50 |
1,724.50 |
1,772.75 |
|
|
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 |
1,820.00 |
1,731.75 |
88.25 |
4.9% |
38.50 |
2.2% |
61% |
False |
False |
445,634 |
10 |
1,883.50 |
1,731.75 |
151.75 |
8.5% |
39.00 |
2.2% |
35% |
False |
False |
442,007 |
20 |
1,900.00 |
1,731.75 |
168.25 |
9.4% |
34.25 |
1.9% |
32% |
False |
False |
358,647 |
40 |
1,900.00 |
1,731.75 |
168.25 |
9.4% |
28.50 |
1.6% |
32% |
False |
False |
256,581 |
60 |
1,900.00 |
1,703.75 |
196.25 |
11.0% |
28.25 |
1.6% |
42% |
False |
False |
171,304 |
80 |
1,900.00 |
1,648.50 |
251.50 |
14.1% |
29.00 |
1.6% |
54% |
False |
False |
128,549 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,884.25 |
2.618 |
1,846.75 |
1.618 |
1,823.75 |
1.000 |
1,809.50 |
0.618 |
1,800.75 |
HIGH |
1,786.50 |
0.618 |
1,777.75 |
0.500 |
1,775.00 |
0.382 |
1,772.25 |
LOW |
1,763.50 |
0.618 |
1,749.25 |
1.000 |
1,740.50 |
1.618 |
1,726.25 |
2.618 |
1,703.25 |
4.250 |
1,665.75 |
|
|
Fisher Pivots for day following 03-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
1,782.00 |
1,777.50 |
PP |
1,778.50 |
1,769.75 |
S1 |
1,775.00 |
1,761.75 |
|