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 |
5,116.5 |
5,200.0 |
83.5 |
1.6% |
5,215.5 |
High |
5,207.5 |
5,268.5 |
61.0 |
1.2% |
5,289.0 |
Low |
5,114.0 |
5,163.0 |
49.0 |
1.0% |
5,080.0 |
Close |
5,196.0 |
5,237.5 |
41.5 |
0.8% |
5,148.5 |
Range |
93.5 |
105.5 |
12.0 |
12.8% |
209.0 |
ATR |
95.7 |
96.4 |
0.7 |
0.7% |
0.0 |
Volume |
161,918 |
111,104 |
-50,814 |
-31.4% |
707,732 |
|
Daily Pivots for day following 02-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,539.5 |
5,494.0 |
5,295.5 |
|
R3 |
5,434.0 |
5,388.5 |
5,266.5 |
|
R2 |
5,328.5 |
5,328.5 |
5,257.0 |
|
R1 |
5,283.0 |
5,283.0 |
5,247.0 |
5,306.0 |
PP |
5,223.0 |
5,223.0 |
5,223.0 |
5,234.5 |
S1 |
5,177.5 |
5,177.5 |
5,228.0 |
5,200.0 |
S2 |
5,117.5 |
5,117.5 |
5,218.0 |
|
S3 |
5,012.0 |
5,072.0 |
5,208.5 |
|
S4 |
4,906.5 |
4,966.5 |
5,179.5 |
|
|
Weekly Pivots for week ending 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,799.5 |
5,683.0 |
5,263.5 |
|
R3 |
5,590.5 |
5,474.0 |
5,206.0 |
|
R2 |
5,381.5 |
5,381.5 |
5,187.0 |
|
R1 |
5,265.0 |
5,265.0 |
5,167.5 |
5,219.0 |
PP |
5,172.5 |
5,172.5 |
5,172.5 |
5,149.5 |
S1 |
5,056.0 |
5,056.0 |
5,129.5 |
5,010.0 |
S2 |
4,963.5 |
4,963.5 |
5,110.0 |
|
S3 |
4,754.5 |
4,847.0 |
5,091.0 |
|
S4 |
4,545.5 |
4,638.0 |
5,033.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,268.5 |
5,080.0 |
188.5 |
3.6% |
107.0 |
2.0% |
84% |
True |
False |
136,245 |
10 |
5,470.0 |
5,080.0 |
390.0 |
7.4% |
114.0 |
2.2% |
40% |
False |
False |
137,717 |
20 |
5,559.5 |
5,080.0 |
479.5 |
9.2% |
92.5 |
1.8% |
33% |
False |
False |
106,662 |
40 |
5,559.5 |
5,080.0 |
479.5 |
9.2% |
83.0 |
1.6% |
33% |
False |
False |
82,967 |
60 |
5,559.5 |
4,915.0 |
644.5 |
12.3% |
77.0 |
1.5% |
50% |
False |
False |
55,607 |
80 |
5,559.5 |
4,915.0 |
644.5 |
12.3% |
73.5 |
1.4% |
50% |
False |
False |
41,844 |
100 |
5,559.5 |
4,864.0 |
695.5 |
13.3% |
67.0 |
1.3% |
54% |
False |
False |
33,516 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,717.0 |
2.618 |
5,544.5 |
1.618 |
5,439.0 |
1.000 |
5,374.0 |
0.618 |
5,333.5 |
HIGH |
5,268.5 |
0.618 |
5,228.0 |
0.500 |
5,216.0 |
0.382 |
5,203.5 |
LOW |
5,163.0 |
0.618 |
5,098.0 |
1.000 |
5,057.5 |
1.618 |
4,992.5 |
2.618 |
4,887.0 |
4.250 |
4,714.5 |
|
|
Fisher Pivots for day following 02-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
5,230.0 |
5,216.5 |
PP |
5,223.0 |
5,195.5 |
S1 |
5,216.0 |
5,174.0 |
|