| 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 |
2,787.0 |
2,843.0 |
56.0 |
2.0% |
2,793.0 |
| High |
2,847.0 |
2,847.0 |
0.0 |
0.0% |
2,842.0 |
| Low |
2,777.0 |
2,796.0 |
19.0 |
0.7% |
2,728.0 |
| Close |
2,832.0 |
2,804.0 |
-28.0 |
-1.0% |
2,773.0 |
| Range |
70.0 |
51.0 |
-19.0 |
-27.1% |
114.0 |
| ATR |
64.6 |
63.6 |
-1.0 |
-1.5% |
0.0 |
| Volume |
1,312,626 |
1,354,369 |
41,743 |
3.2% |
8,727,943 |
|
| Daily Pivots for day following 03-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,968.7 |
2,937.3 |
2,832.1 |
|
| R3 |
2,917.7 |
2,886.3 |
2,818.0 |
|
| R2 |
2,866.7 |
2,866.7 |
2,813.4 |
|
| R1 |
2,835.3 |
2,835.3 |
2,808.7 |
2,825.5 |
| PP |
2,815.7 |
2,815.7 |
2,815.7 |
2,810.8 |
| S1 |
2,784.3 |
2,784.3 |
2,799.3 |
2,774.5 |
| S2 |
2,764.7 |
2,764.7 |
2,794.7 |
|
| S3 |
2,713.7 |
2,733.3 |
2,790.0 |
|
| S4 |
2,662.7 |
2,682.3 |
2,776.0 |
|
|
| 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% |
70.2 |
2.5% |
64% |
True |
False |
1,560,045 |
| 10 |
2,947.0 |
2,728.0 |
219.0 |
7.8% |
75.5 |
2.7% |
35% |
False |
False |
1,671,090 |
| 20 |
3,044.0 |
2,728.0 |
316.0 |
11.3% |
63.9 |
2.3% |
24% |
False |
False |
1,404,288 |
| 40 |
3,044.0 |
2,728.0 |
316.0 |
11.3% |
54.6 |
1.9% |
24% |
False |
False |
950,452 |
| 60 |
3,044.0 |
2,704.0 |
340.0 |
12.1% |
52.9 |
1.9% |
29% |
False |
False |
634,169 |
| 80 |
3,044.0 |
2,679.0 |
365.0 |
13.0% |
53.3 |
1.9% |
34% |
False |
False |
476,724 |
| 100 |
3,044.0 |
2,679.0 |
365.0 |
13.0% |
52.5 |
1.9% |
34% |
False |
False |
382,673 |
| 120 |
3,044.0 |
2,570.0 |
474.0 |
16.9% |
50.3 |
1.8% |
49% |
False |
False |
318,996 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,063.8 |
|
2.618 |
2,980.5 |
|
1.618 |
2,929.5 |
|
1.000 |
2,898.0 |
|
0.618 |
2,878.5 |
|
HIGH |
2,847.0 |
|
0.618 |
2,827.5 |
|
0.500 |
2,821.5 |
|
0.382 |
2,815.5 |
|
LOW |
2,796.0 |
|
0.618 |
2,764.5 |
|
1.000 |
2,745.0 |
|
1.618 |
2,713.5 |
|
2.618 |
2,662.5 |
|
4.250 |
2,579.3 |
|
|
| Fisher Pivots for day following 03-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,821.5 |
2,801.3 |
| PP |
2,815.7 |
2,798.7 |
| S1 |
2,809.8 |
2,796.0 |
|