Trading Metrics calculated at close of trading on 01-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2010 |
01-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
1,087.0 |
1,081.9 |
-5.1 |
-0.5% |
1,092.6 |
High |
1,091.4 |
1,108.8 |
17.4 |
1.6% |
1,105.0 |
Low |
1,075.0 |
1,077.2 |
2.2 |
0.2% |
1,074.4 |
Close |
1,083.8 |
1,105.0 |
21.2 |
2.0% |
1,083.8 |
Range |
16.4 |
31.6 |
15.2 |
92.7% |
30.6 |
ATR |
21.1 |
21.8 |
0.8 |
3.6% |
0.0 |
Volume |
211,376 |
182,586 |
-28,790 |
-13.6% |
523,317 |
|
Daily Pivots for day following 01-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,191.8 |
1,180.0 |
1,122.4 |
|
R3 |
1,160.2 |
1,148.4 |
1,113.7 |
|
R2 |
1,128.6 |
1,128.6 |
1,110.8 |
|
R1 |
1,116.8 |
1,116.8 |
1,107.9 |
1,122.7 |
PP |
1,097.0 |
1,097.0 |
1,097.0 |
1,100.0 |
S1 |
1,085.2 |
1,085.2 |
1,102.1 |
1,091.1 |
S2 |
1,065.4 |
1,065.4 |
1,099.2 |
|
S3 |
1,033.8 |
1,053.6 |
1,096.3 |
|
S4 |
1,002.2 |
1,022.0 |
1,087.6 |
|
|
Weekly Pivots for week ending 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,179.5 |
1,162.3 |
1,100.6 |
|
R3 |
1,148.9 |
1,131.7 |
1,092.2 |
|
R2 |
1,118.3 |
1,118.3 |
1,089.4 |
|
R1 |
1,101.1 |
1,101.1 |
1,086.6 |
1,094.4 |
PP |
1,087.7 |
1,087.7 |
1,087.7 |
1,084.4 |
S1 |
1,070.5 |
1,070.5 |
1,081.0 |
1,063.8 |
S2 |
1,057.1 |
1,057.1 |
1,078.2 |
|
S3 |
1,026.5 |
1,039.9 |
1,075.4 |
|
S4 |
995.9 |
1,009.3 |
1,067.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,108.8 |
1,074.4 |
34.4 |
3.1% |
21.5 |
1.9% |
89% |
True |
False |
134,396 |
10 |
1,142.9 |
1,074.4 |
68.5 |
6.2% |
21.5 |
1.9% |
45% |
False |
False |
85,647 |
20 |
1,166.7 |
1,074.4 |
92.3 |
8.4% |
21.5 |
1.9% |
33% |
False |
False |
51,458 |
40 |
1,229.0 |
1,074.4 |
154.6 |
14.0% |
23.0 |
2.1% |
20% |
False |
False |
28,015 |
60 |
1,229.0 |
1,074.4 |
154.6 |
14.0% |
21.8 |
2.0% |
20% |
False |
False |
19,781 |
80 |
1,229.0 |
1,029.0 |
200.0 |
18.1% |
20.4 |
1.8% |
38% |
False |
False |
15,190 |
100 |
1,229.0 |
985.8 |
243.2 |
22.0% |
19.4 |
1.8% |
49% |
False |
False |
12,409 |
120 |
1,229.0 |
934.6 |
294.4 |
26.6% |
18.1 |
1.6% |
58% |
False |
False |
10,452 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,243.1 |
2.618 |
1,191.5 |
1.618 |
1,159.9 |
1.000 |
1,140.4 |
0.618 |
1,128.3 |
HIGH |
1,108.8 |
0.618 |
1,096.7 |
0.500 |
1,093.0 |
0.382 |
1,089.3 |
LOW |
1,077.2 |
0.618 |
1,057.7 |
1.000 |
1,045.6 |
1.618 |
1,026.1 |
2.618 |
994.5 |
4.250 |
942.9 |
|
|
Fisher Pivots for day following 01-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
1,101.0 |
1,100.5 |
PP |
1,097.0 |
1,096.1 |
S1 |
1,093.0 |
1,091.6 |
|