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 |
5,237.0 |
5,218.5 |
-18.5 |
-0.4% |
5,215.5 |
High |
5,269.0 |
5,220.0 |
-49.0 |
-0.9% |
5,289.0 |
Low |
5,199.0 |
5,061.5 |
-137.5 |
-2.6% |
5,080.0 |
Close |
5,211.0 |
5,103.0 |
-108.0 |
-2.1% |
5,148.5 |
Range |
70.0 |
158.5 |
88.5 |
126.4% |
209.0 |
ATR |
94.5 |
99.1 |
4.6 |
4.8% |
0.0 |
Volume |
110,516 |
105,691 |
-4,825 |
-4.4% |
707,732 |
|
Daily Pivots for day following 04-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,603.5 |
5,512.0 |
5,190.0 |
|
R3 |
5,445.0 |
5,353.5 |
5,146.5 |
|
R2 |
5,286.5 |
5,286.5 |
5,132.0 |
|
R1 |
5,195.0 |
5,195.0 |
5,117.5 |
5,161.5 |
PP |
5,128.0 |
5,128.0 |
5,128.0 |
5,111.5 |
S1 |
5,036.5 |
5,036.5 |
5,088.5 |
5,003.0 |
S2 |
4,969.5 |
4,969.5 |
5,074.0 |
|
S3 |
4,811.0 |
4,878.0 |
5,059.5 |
|
S4 |
4,652.5 |
4,719.5 |
5,016.0 |
|
|
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 |
5,269.0 |
5,061.5 |
207.5 |
4.1% |
107.5 |
2.1% |
20% |
False |
True |
131,983 |
10 |
5,301.5 |
5,061.5 |
240.0 |
4.7% |
108.0 |
2.1% |
17% |
False |
True |
135,493 |
20 |
5,559.5 |
5,061.5 |
498.0 |
9.8% |
99.0 |
1.9% |
8% |
False |
True |
109,526 |
40 |
5,559.5 |
5,061.5 |
498.0 |
9.8% |
84.5 |
1.7% |
8% |
False |
True |
88,315 |
60 |
5,559.5 |
5,002.5 |
557.0 |
10.9% |
78.5 |
1.5% |
18% |
False |
False |
59,184 |
80 |
5,559.5 |
4,915.0 |
644.5 |
12.6% |
75.0 |
1.5% |
29% |
False |
False |
44,546 |
100 |
5,559.5 |
4,884.5 |
675.0 |
13.2% |
68.5 |
1.3% |
32% |
False |
False |
35,674 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,893.5 |
2.618 |
5,635.0 |
1.618 |
5,476.5 |
1.000 |
5,378.5 |
0.618 |
5,318.0 |
HIGH |
5,220.0 |
0.618 |
5,159.5 |
0.500 |
5,141.0 |
0.382 |
5,122.0 |
LOW |
5,061.5 |
0.618 |
4,963.5 |
1.000 |
4,903.0 |
1.618 |
4,805.0 |
2.618 |
4,646.5 |
4.250 |
4,388.0 |
|
|
Fisher Pivots for day following 04-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
5,141.0 |
5,165.0 |
PP |
5,128.0 |
5,144.5 |
S1 |
5,115.5 |
5,124.0 |
|