| 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 |
2,745.0 |
2,787.0 |
42.0 |
1.5% |
2,793.0 |
| High |
2,803.0 |
2,847.0 |
44.0 |
1.6% |
2,842.0 |
| Low |
2,745.0 |
2,777.0 |
32.0 |
1.2% |
2,728.0 |
| Close |
2,795.0 |
2,832.0 |
37.0 |
1.3% |
2,773.0 |
| Range |
58.0 |
70.0 |
12.0 |
20.7% |
114.0 |
| ATR |
64.2 |
64.6 |
0.4 |
0.6% |
0.0 |
| Volume |
1,098,210 |
1,312,626 |
214,416 |
19.5% |
8,727,943 |
|
| Daily Pivots for day following 02-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,028.7 |
3,000.3 |
2,870.5 |
|
| R3 |
2,958.7 |
2,930.3 |
2,851.3 |
|
| R2 |
2,888.7 |
2,888.7 |
2,844.8 |
|
| R1 |
2,860.3 |
2,860.3 |
2,838.4 |
2,874.5 |
| PP |
2,818.7 |
2,818.7 |
2,818.7 |
2,825.8 |
| S1 |
2,790.3 |
2,790.3 |
2,825.6 |
2,804.5 |
| S2 |
2,748.7 |
2,748.7 |
2,819.2 |
|
| S3 |
2,678.7 |
2,720.3 |
2,812.8 |
|
| S4 |
2,608.7 |
2,650.3 |
2,793.5 |
|
|
| Weekly Pivots for week ending 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,123.0 |
3,062.0 |
2,835.7 |
|
| R3 |
3,009.0 |
2,948.0 |
2,804.4 |
|
| R2 |
2,895.0 |
2,895.0 |
2,793.9 |
|
| R1 |
2,834.0 |
2,834.0 |
2,783.5 |
2,807.5 |
| PP |
2,781.0 |
2,781.0 |
2,781.0 |
2,767.8 |
| S1 |
2,720.0 |
2,720.0 |
2,762.6 |
2,693.5 |
| S2 |
2,667.0 |
2,667.0 |
2,752.1 |
|
| S3 |
2,553.0 |
2,606.0 |
2,741.7 |
|
| S4 |
2,439.0 |
2,492.0 |
2,710.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,847.0 |
2,728.0 |
119.0 |
4.2% |
69.8 |
2.5% |
87% |
True |
False |
1,611,661 |
| 10 |
2,984.0 |
2,728.0 |
256.0 |
9.0% |
78.7 |
2.8% |
41% |
False |
False |
1,707,649 |
| 20 |
3,044.0 |
2,728.0 |
316.0 |
11.2% |
62.7 |
2.2% |
33% |
False |
False |
1,377,190 |
| 40 |
3,044.0 |
2,728.0 |
316.0 |
11.2% |
54.1 |
1.9% |
33% |
False |
False |
916,609 |
| 60 |
3,044.0 |
2,704.0 |
340.0 |
12.0% |
52.7 |
1.9% |
38% |
False |
False |
612,708 |
| 80 |
3,044.0 |
2,679.0 |
365.0 |
12.9% |
53.0 |
1.9% |
42% |
False |
False |
459,795 |
| 100 |
3,044.0 |
2,679.0 |
365.0 |
12.9% |
52.6 |
1.9% |
42% |
False |
False |
369,181 |
| 120 |
3,044.0 |
2,570.0 |
474.0 |
16.7% |
50.1 |
1.8% |
55% |
False |
False |
307,715 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,144.5 |
|
2.618 |
3,030.3 |
|
1.618 |
2,960.3 |
|
1.000 |
2,917.0 |
|
0.618 |
2,890.3 |
|
HIGH |
2,847.0 |
|
0.618 |
2,820.3 |
|
0.500 |
2,812.0 |
|
0.382 |
2,803.7 |
|
LOW |
2,777.0 |
|
0.618 |
2,733.7 |
|
1.000 |
2,707.0 |
|
1.618 |
2,663.7 |
|
2.618 |
2,593.7 |
|
4.250 |
2,479.5 |
|
|
| Fisher Pivots for day following 02-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,825.3 |
2,818.0 |
| PP |
2,818.7 |
2,804.0 |
| S1 |
2,812.0 |
2,790.0 |
|