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 |
5,218.5 |
5,074.0 |
-144.5 |
-2.8% |
5,116.5 |
High |
5,220.0 |
5,084.0 |
-136.0 |
-2.6% |
5,269.0 |
Low |
5,061.5 |
4,975.0 |
-86.5 |
-1.7% |
4,975.0 |
Close |
5,103.0 |
5,025.5 |
-77.5 |
-1.5% |
5,025.5 |
Range |
158.5 |
109.0 |
-49.5 |
-31.2% |
294.0 |
ATR |
99.1 |
101.1 |
2.1 |
2.1% |
0.0 |
Volume |
105,691 |
157,887 |
52,196 |
49.4% |
647,116 |
|
Daily Pivots for day following 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,355.0 |
5,299.5 |
5,085.5 |
|
R3 |
5,246.0 |
5,190.5 |
5,055.5 |
|
R2 |
5,137.0 |
5,137.0 |
5,045.5 |
|
R1 |
5,081.5 |
5,081.5 |
5,035.5 |
5,055.0 |
PP |
5,028.0 |
5,028.0 |
5,028.0 |
5,015.0 |
S1 |
4,972.5 |
4,972.5 |
5,015.5 |
4,946.0 |
S2 |
4,919.0 |
4,919.0 |
5,005.5 |
|
S3 |
4,810.0 |
4,863.5 |
4,995.5 |
|
S4 |
4,701.0 |
4,754.5 |
4,965.5 |
|
|
Weekly Pivots for week ending 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,972.0 |
5,792.5 |
5,187.0 |
|
R3 |
5,678.0 |
5,498.5 |
5,106.5 |
|
R2 |
5,384.0 |
5,384.0 |
5,079.5 |
|
R1 |
5,204.5 |
5,204.5 |
5,052.5 |
5,147.0 |
PP |
5,090.0 |
5,090.0 |
5,090.0 |
5,061.0 |
S1 |
4,910.5 |
4,910.5 |
4,998.5 |
4,853.0 |
S2 |
4,796.0 |
4,796.0 |
4,971.5 |
|
S3 |
4,502.0 |
4,616.5 |
4,944.5 |
|
S4 |
4,208.0 |
4,322.5 |
4,864.0 |
|
|
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 |
4,975.0 |
294.0 |
5.9% |
107.5 |
2.1% |
17% |
False |
True |
129,423 |
10 |
5,289.0 |
4,975.0 |
314.0 |
6.2% |
103.5 |
2.1% |
16% |
False |
True |
135,484 |
20 |
5,559.5 |
4,975.0 |
584.5 |
11.6% |
102.0 |
2.0% |
9% |
False |
True |
113,996 |
40 |
5,559.5 |
4,975.0 |
584.5 |
11.6% |
85.0 |
1.7% |
9% |
False |
True |
92,195 |
60 |
5,559.5 |
4,975.0 |
584.5 |
11.6% |
79.0 |
1.6% |
9% |
False |
True |
61,814 |
80 |
5,559.5 |
4,915.0 |
644.5 |
12.8% |
76.0 |
1.5% |
17% |
False |
False |
46,518 |
100 |
5,559.5 |
4,884.5 |
675.0 |
13.4% |
69.0 |
1.4% |
21% |
False |
False |
37,252 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,547.0 |
2.618 |
5,369.5 |
1.618 |
5,260.5 |
1.000 |
5,193.0 |
0.618 |
5,151.5 |
HIGH |
5,084.0 |
0.618 |
5,042.5 |
0.500 |
5,029.5 |
0.382 |
5,016.5 |
LOW |
4,975.0 |
0.618 |
4,907.5 |
1.000 |
4,866.0 |
1.618 |
4,798.5 |
2.618 |
4,689.5 |
4.250 |
4,512.0 |
|
|
Fisher Pivots for day following 05-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
5,029.5 |
5,122.0 |
PP |
5,028.0 |
5,090.0 |
S1 |
5,027.0 |
5,057.5 |
|