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 |
1,784.50 |
1,734.00 |
-50.50 |
-2.8% |
1,740.00 |
High |
1,792.00 |
1,747.75 |
-44.25 |
-2.5% |
1,792.00 |
Low |
1,731.50 |
1,710.75 |
-20.75 |
-1.2% |
1,710.75 |
Close |
1,734.75 |
1,745.00 |
10.25 |
0.6% |
1,745.00 |
Range |
60.50 |
37.00 |
-23.50 |
-38.8% |
81.25 |
ATR |
34.91 |
35.06 |
0.15 |
0.4% |
0.00 |
Volume |
315,040 |
483,900 |
168,860 |
53.6% |
2,012,688 |
|
Daily Pivots for day following 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,845.50 |
1,832.25 |
1,765.25 |
|
R3 |
1,808.50 |
1,795.25 |
1,755.25 |
|
R2 |
1,771.50 |
1,771.50 |
1,751.75 |
|
R1 |
1,758.25 |
1,758.25 |
1,748.50 |
1,765.00 |
PP |
1,734.50 |
1,734.50 |
1,734.50 |
1,737.75 |
S1 |
1,721.25 |
1,721.25 |
1,741.50 |
1,728.00 |
S2 |
1,697.50 |
1,697.50 |
1,738.25 |
|
S3 |
1,660.50 |
1,684.25 |
1,734.75 |
|
S4 |
1,623.50 |
1,647.25 |
1,724.75 |
|
|
Weekly Pivots for week ending 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,993.00 |
1,950.25 |
1,789.75 |
|
R3 |
1,911.75 |
1,869.00 |
1,767.25 |
|
R2 |
1,830.50 |
1,830.50 |
1,760.00 |
|
R1 |
1,787.75 |
1,787.75 |
1,752.50 |
1,809.00 |
PP |
1,749.25 |
1,749.25 |
1,749.25 |
1,760.00 |
S1 |
1,706.50 |
1,706.50 |
1,737.50 |
1,728.00 |
S2 |
1,668.00 |
1,668.00 |
1,730.00 |
|
S3 |
1,586.75 |
1,625.25 |
1,722.75 |
|
S4 |
1,505.50 |
1,544.00 |
1,700.25 |
|
|
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 |
1,710.75 |
81.25 |
4.7% |
34.50 |
2.0% |
42% |
False |
True |
402,537 |
10 |
1,823.75 |
1,710.75 |
113.00 |
6.5% |
38.25 |
2.2% |
30% |
False |
True |
431,417 |
20 |
1,900.00 |
1,710.75 |
189.25 |
10.8% |
37.50 |
2.1% |
18% |
False |
True |
375,095 |
40 |
1,900.00 |
1,710.75 |
189.25 |
10.8% |
29.25 |
1.7% |
18% |
False |
True |
276,424 |
60 |
1,900.00 |
1,710.75 |
189.25 |
10.8% |
29.00 |
1.7% |
18% |
False |
True |
184,604 |
80 |
1,900.00 |
1,648.50 |
251.50 |
14.4% |
29.75 |
1.7% |
38% |
False |
False |
138,534 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,905.00 |
2.618 |
1,844.50 |
1.618 |
1,807.50 |
1.000 |
1,784.75 |
0.618 |
1,770.50 |
HIGH |
1,747.75 |
0.618 |
1,733.50 |
0.500 |
1,729.25 |
0.382 |
1,725.00 |
LOW |
1,710.75 |
0.618 |
1,688.00 |
1.000 |
1,673.75 |
1.618 |
1,651.00 |
2.618 |
1,614.00 |
4.250 |
1,553.50 |
|
|
Fisher Pivots for day following 05-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
1,739.75 |
1,751.50 |
PP |
1,734.50 |
1,749.25 |
S1 |
1,729.25 |
1,747.00 |
|