Trading Metrics calculated at close of trading on 03-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2010 |
03-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
4,552.0 |
4,610.0 |
58.0 |
1.3% |
4,620.0 |
High |
4,576.0 |
4,621.0 |
45.0 |
1.0% |
4,698.0 |
Low |
4,541.0 |
4,581.0 |
40.0 |
0.9% |
4,527.0 |
Close |
4,573.0 |
4,607.0 |
34.0 |
0.7% |
4,545.0 |
Range |
35.0 |
40.0 |
5.0 |
14.3% |
171.0 |
ATR |
67.5 |
66.1 |
-1.4 |
-2.1% |
0.0 |
Volume |
34,065 |
29,190 |
-4,875 |
-14.3% |
145,778 |
|
Daily Pivots for day following 03-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,723.0 |
4,705.0 |
4,629.0 |
|
R3 |
4,683.0 |
4,665.0 |
4,618.0 |
|
R2 |
4,643.0 |
4,643.0 |
4,614.3 |
|
R1 |
4,625.0 |
4,625.0 |
4,610.7 |
4,614.0 |
PP |
4,603.0 |
4,603.0 |
4,603.0 |
4,597.5 |
S1 |
4,585.0 |
4,585.0 |
4,603.3 |
4,574.0 |
S2 |
4,563.0 |
4,563.0 |
4,599.7 |
|
S3 |
4,523.0 |
4,545.0 |
4,596.0 |
|
S4 |
4,483.0 |
4,505.0 |
4,585.0 |
|
|
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% |
49.0 |
1.1% |
73% |
False |
False |
34,957 |
10 |
4,892.0 |
4,493.0 |
399.0 |
8.7% |
52.9 |
1.1% |
29% |
False |
False |
34,764 |
20 |
4,946.0 |
4,493.0 |
453.0 |
9.8% |
49.2 |
1.1% |
25% |
False |
False |
28,028 |
40 |
4,946.0 |
4,493.0 |
453.0 |
9.8% |
50.0 |
1.1% |
25% |
False |
False |
24,610 |
60 |
4,946.0 |
4,493.0 |
453.0 |
9.8% |
39.5 |
0.9% |
25% |
False |
False |
16,432 |
80 |
4,946.0 |
4,493.0 |
453.0 |
9.8% |
33.5 |
0.7% |
25% |
False |
False |
12,334 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,791.0 |
2.618 |
4,725.7 |
1.618 |
4,685.7 |
1.000 |
4,661.0 |
0.618 |
4,645.7 |
HIGH |
4,621.0 |
0.618 |
4,605.7 |
0.500 |
4,601.0 |
0.382 |
4,596.3 |
LOW |
4,581.0 |
0.618 |
4,556.3 |
1.000 |
4,541.0 |
1.618 |
4,516.3 |
2.618 |
4,476.3 |
4.250 |
4,411.0 |
|
|
Fisher Pivots for day following 03-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
4,605.0 |
4,590.3 |
PP |
4,603.0 |
4,573.7 |
S1 |
4,601.0 |
4,557.0 |
|