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 |
1,107.3 |
1,115.8 |
8.5 |
0.8% |
1,092.6 |
High |
1,119.9 |
1,126.4 |
6.5 |
0.6% |
1,105.0 |
Low |
1,099.5 |
1,107.5 |
8.0 |
0.7% |
1,074.4 |
Close |
1,118.0 |
1,112.0 |
-6.0 |
-0.5% |
1,083.8 |
Range |
20.4 |
18.9 |
-1.5 |
-7.4% |
30.6 |
ATR |
21.7 |
21.5 |
-0.2 |
-0.9% |
0.0 |
Volume |
162,343 |
154,491 |
-7,852 |
-4.8% |
523,317 |
|
Daily Pivots for day following 03-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,172.0 |
1,160.9 |
1,122.4 |
|
R3 |
1,153.1 |
1,142.0 |
1,117.2 |
|
R2 |
1,134.2 |
1,134.2 |
1,115.5 |
|
R1 |
1,123.1 |
1,123.1 |
1,113.7 |
1,119.2 |
PP |
1,115.3 |
1,115.3 |
1,115.3 |
1,113.4 |
S1 |
1,104.2 |
1,104.2 |
1,110.3 |
1,100.3 |
S2 |
1,096.4 |
1,096.4 |
1,108.5 |
|
S3 |
1,077.5 |
1,085.3 |
1,106.8 |
|
S4 |
1,058.6 |
1,066.4 |
1,101.6 |
|
|
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 |
1,126.4 |
1,074.4 |
52.0 |
4.7% |
22.0 |
2.0% |
72% |
True |
False |
167,146 |
10 |
1,126.4 |
1,074.4 |
52.0 |
4.7% |
20.6 |
1.8% |
72% |
True |
False |
110,991 |
20 |
1,166.7 |
1,074.4 |
92.3 |
8.3% |
21.2 |
1.9% |
41% |
False |
False |
66,272 |
40 |
1,171.3 |
1,074.4 |
96.9 |
8.7% |
21.9 |
2.0% |
39% |
False |
False |
35,656 |
60 |
1,229.0 |
1,074.4 |
154.6 |
13.9% |
22.1 |
2.0% |
24% |
False |
False |
24,990 |
80 |
1,229.0 |
1,029.0 |
200.0 |
18.0% |
20.5 |
1.8% |
42% |
False |
False |
19,096 |
100 |
1,229.0 |
989.3 |
239.7 |
21.6% |
19.4 |
1.7% |
51% |
False |
False |
15,543 |
120 |
1,229.0 |
934.6 |
294.4 |
26.5% |
18.3 |
1.6% |
60% |
False |
False |
13,091 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,206.7 |
2.618 |
1,175.9 |
1.618 |
1,157.0 |
1.000 |
1,145.3 |
0.618 |
1,138.1 |
HIGH |
1,126.4 |
0.618 |
1,119.2 |
0.500 |
1,117.0 |
0.382 |
1,114.7 |
LOW |
1,107.5 |
0.618 |
1,095.8 |
1.000 |
1,088.6 |
1.618 |
1,076.9 |
2.618 |
1,058.0 |
4.250 |
1,027.2 |
|
|
Fisher Pivots for day following 03-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
1,117.0 |
1,108.6 |
PP |
1,115.3 |
1,105.2 |
S1 |
1,113.7 |
1,101.8 |
|