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 |
1,769.00 |
1,784.50 |
15.50 |
0.9% |
1,794.75 |
High |
1,786.50 |
1,792.00 |
5.50 |
0.3% |
1,823.75 |
Low |
1,763.50 |
1,731.50 |
-32.00 |
-1.8% |
1,731.75 |
Close |
1,785.50 |
1,734.75 |
-50.75 |
-2.8% |
1,739.25 |
Range |
23.00 |
60.50 |
37.50 |
163.0% |
92.00 |
ATR |
32.94 |
34.91 |
1.97 |
6.0% |
0.00 |
Volume |
331,528 |
315,040 |
-16,488 |
-5.0% |
2,301,486 |
|
Daily Pivots for day following 04-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,934.25 |
1,895.00 |
1,768.00 |
|
R3 |
1,873.75 |
1,834.50 |
1,751.50 |
|
R2 |
1,813.25 |
1,813.25 |
1,745.75 |
|
R1 |
1,774.00 |
1,774.00 |
1,740.25 |
1,763.50 |
PP |
1,752.75 |
1,752.75 |
1,752.75 |
1,747.50 |
S1 |
1,713.50 |
1,713.50 |
1,729.25 |
1,703.00 |
S2 |
1,692.25 |
1,692.25 |
1,723.75 |
|
S3 |
1,631.75 |
1,653.00 |
1,718.00 |
|
S4 |
1,571.25 |
1,592.50 |
1,701.50 |
|
|
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 |
1,792.00 |
1,731.50 |
60.50 |
3.5% |
38.50 |
2.2% |
5% |
True |
True |
419,861 |
10 |
1,849.25 |
1,731.50 |
117.75 |
6.8% |
40.50 |
2.3% |
3% |
False |
True |
433,158 |
20 |
1,900.00 |
1,731.50 |
168.50 |
9.7% |
36.25 |
2.1% |
2% |
False |
True |
363,964 |
40 |
1,900.00 |
1,731.50 |
168.50 |
9.7% |
29.25 |
1.7% |
2% |
False |
True |
264,396 |
60 |
1,900.00 |
1,719.75 |
180.25 |
10.4% |
29.00 |
1.7% |
8% |
False |
False |
176,552 |
80 |
1,900.00 |
1,648.50 |
251.50 |
14.5% |
29.50 |
1.7% |
34% |
False |
False |
132,485 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,049.00 |
2.618 |
1,950.50 |
1.618 |
1,890.00 |
1.000 |
1,852.50 |
0.618 |
1,829.50 |
HIGH |
1,792.00 |
0.618 |
1,769.00 |
0.500 |
1,761.75 |
0.382 |
1,754.50 |
LOW |
1,731.50 |
0.618 |
1,694.00 |
1.000 |
1,671.00 |
1.618 |
1,633.50 |
2.618 |
1,573.00 |
4.250 |
1,474.50 |
|
|
Fisher Pivots for day following 04-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
1,761.75 |
1,761.75 |
PP |
1,752.75 |
1,752.75 |
S1 |
1,743.75 |
1,743.75 |
|