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 |
4,509.0 |
4,552.0 |
43.0 |
1.0% |
4,620.0 |
High |
4,555.0 |
4,576.0 |
21.0 |
0.5% |
4,698.0 |
Low |
4,493.0 |
4,541.0 |
48.0 |
1.1% |
4,527.0 |
Close |
4,508.0 |
4,573.0 |
65.0 |
1.4% |
4,545.0 |
Range |
62.0 |
35.0 |
-27.0 |
-43.5% |
171.0 |
ATR |
67.4 |
67.5 |
0.0 |
0.1% |
0.0 |
Volume |
36,047 |
34,065 |
-1,982 |
-5.5% |
145,778 |
|
Daily Pivots for day following 02-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,668.3 |
4,655.7 |
4,592.3 |
|
R3 |
4,633.3 |
4,620.7 |
4,582.6 |
|
R2 |
4,598.3 |
4,598.3 |
4,579.4 |
|
R1 |
4,585.7 |
4,585.7 |
4,576.2 |
4,592.0 |
PP |
4,563.3 |
4,563.3 |
4,563.3 |
4,566.5 |
S1 |
4,550.7 |
4,550.7 |
4,569.8 |
4,557.0 |
S2 |
4,528.3 |
4,528.3 |
4,566.6 |
|
S3 |
4,493.3 |
4,515.7 |
4,563.4 |
|
S4 |
4,458.3 |
4,480.7 |
4,553.8 |
|
|
Weekly Pivots for week ending 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,103.0 |
4,995.0 |
4,639.1 |
|
R3 |
4,932.0 |
4,824.0 |
4,592.0 |
|
R2 |
4,761.0 |
4,761.0 |
4,576.4 |
|
R1 |
4,653.0 |
4,653.0 |
4,560.7 |
4,621.5 |
PP |
4,590.0 |
4,590.0 |
4,590.0 |
4,574.3 |
S1 |
4,482.0 |
4,482.0 |
4,529.3 |
4,450.5 |
S2 |
4,419.0 |
4,419.0 |
4,513.7 |
|
S3 |
4,248.0 |
4,311.0 |
4,498.0 |
|
S4 |
4,077.0 |
4,140.0 |
4,451.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,649.0 |
4,493.0 |
156.0 |
3.4% |
52.0 |
1.1% |
51% |
False |
False |
37,678 |
10 |
4,911.0 |
4,493.0 |
418.0 |
9.1% |
56.4 |
1.2% |
19% |
False |
False |
35,570 |
20 |
4,946.0 |
4,493.0 |
453.0 |
9.9% |
48.9 |
1.1% |
18% |
False |
False |
27,854 |
40 |
4,946.0 |
4,493.0 |
453.0 |
9.9% |
49.7 |
1.1% |
18% |
False |
False |
23,882 |
60 |
4,946.0 |
4,493.0 |
453.0 |
9.9% |
38.8 |
0.8% |
18% |
False |
False |
15,945 |
80 |
4,946.0 |
4,493.0 |
453.0 |
9.9% |
33.0 |
0.7% |
18% |
False |
False |
11,970 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,724.8 |
2.618 |
4,667.6 |
1.618 |
4,632.6 |
1.000 |
4,611.0 |
0.618 |
4,597.6 |
HIGH |
4,576.0 |
0.618 |
4,562.6 |
0.500 |
4,558.5 |
0.382 |
4,554.4 |
LOW |
4,541.0 |
0.618 |
4,519.4 |
1.000 |
4,506.0 |
1.618 |
4,484.4 |
2.618 |
4,449.4 |
4.250 |
4,392.3 |
|
|
Fisher Pivots for day following 02-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
4,568.2 |
4,562.8 |
PP |
4,563.3 |
4,552.7 |
S1 |
4,558.5 |
4,542.5 |
|