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 |
1,081.9 |
1,107.3 |
25.4 |
2.3% |
1,092.6 |
High |
1,108.8 |
1,119.9 |
11.1 |
1.0% |
1,105.0 |
Low |
1,077.2 |
1,099.5 |
22.3 |
2.1% |
1,074.4 |
Close |
1,105.0 |
1,118.0 |
13.0 |
1.2% |
1,083.8 |
Range |
31.6 |
20.4 |
-11.2 |
-35.4% |
30.6 |
ATR |
21.8 |
21.7 |
-0.1 |
-0.5% |
0.0 |
Volume |
182,586 |
162,343 |
-20,243 |
-11.1% |
523,317 |
|
Daily Pivots for day following 02-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,173.7 |
1,166.2 |
1,129.2 |
|
R3 |
1,153.3 |
1,145.8 |
1,123.6 |
|
R2 |
1,132.9 |
1,132.9 |
1,121.7 |
|
R1 |
1,125.4 |
1,125.4 |
1,119.9 |
1,129.2 |
PP |
1,112.5 |
1,112.5 |
1,112.5 |
1,114.3 |
S1 |
1,105.0 |
1,105.0 |
1,116.1 |
1,108.8 |
S2 |
1,092.1 |
1,092.1 |
1,114.3 |
|
S3 |
1,071.7 |
1,084.6 |
1,112.4 |
|
S4 |
1,051.3 |
1,064.2 |
1,106.8 |
|
|
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 |
1,119.9 |
1,074.4 |
45.5 |
4.1% |
22.0 |
2.0% |
96% |
True |
False |
157,167 |
10 |
1,142.9 |
1,074.4 |
68.5 |
6.1% |
22.2 |
2.0% |
64% |
False |
False |
99,846 |
20 |
1,166.7 |
1,074.4 |
92.3 |
8.3% |
21.0 |
1.9% |
47% |
False |
False |
59,388 |
40 |
1,213.1 |
1,074.4 |
138.7 |
12.4% |
23.0 |
2.1% |
31% |
False |
False |
31,920 |
60 |
1,229.0 |
1,074.4 |
154.6 |
13.8% |
21.9 |
2.0% |
28% |
False |
False |
22,453 |
80 |
1,229.0 |
1,029.0 |
200.0 |
17.9% |
20.5 |
1.8% |
45% |
False |
False |
17,192 |
100 |
1,229.0 |
985.8 |
243.2 |
21.8% |
19.4 |
1.7% |
54% |
False |
False |
14,015 |
120 |
1,229.0 |
934.6 |
294.4 |
26.3% |
18.2 |
1.6% |
62% |
False |
False |
11,804 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,206.6 |
2.618 |
1,173.3 |
1.618 |
1,152.9 |
1.000 |
1,140.3 |
0.618 |
1,132.5 |
HIGH |
1,119.9 |
0.618 |
1,112.1 |
0.500 |
1,109.7 |
0.382 |
1,107.3 |
LOW |
1,099.5 |
0.618 |
1,086.9 |
1.000 |
1,079.1 |
1.618 |
1,066.5 |
2.618 |
1,046.1 |
4.250 |
1,012.8 |
|
|
Fisher Pivots for day following 02-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
1,115.2 |
1,111.2 |
PP |
1,112.5 |
1,104.3 |
S1 |
1,109.7 |
1,097.5 |
|