Trading Metrics calculated at close of trading on 04-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2010 |
04-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
1,115.8 |
1,110.1 |
-5.7 |
-0.5% |
1,092.6 |
High |
1,126.4 |
1,112.0 |
-14.4 |
-1.3% |
1,105.0 |
Low |
1,107.5 |
1,059.0 |
-48.5 |
-4.4% |
1,074.4 |
Close |
1,112.0 |
1,063.0 |
-49.0 |
-4.4% |
1,083.8 |
Range |
18.9 |
53.0 |
34.1 |
180.4% |
30.6 |
ATR |
21.5 |
23.8 |
2.2 |
10.4% |
0.0 |
Volume |
154,491 |
158,610 |
4,119 |
2.7% |
523,317 |
|
Daily Pivots for day following 04-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,237.0 |
1,203.0 |
1,092.2 |
|
R3 |
1,184.0 |
1,150.0 |
1,077.6 |
|
R2 |
1,131.0 |
1,131.0 |
1,072.7 |
|
R1 |
1,097.0 |
1,097.0 |
1,067.9 |
1,087.5 |
PP |
1,078.0 |
1,078.0 |
1,078.0 |
1,073.3 |
S1 |
1,044.0 |
1,044.0 |
1,058.1 |
1,034.5 |
S2 |
1,025.0 |
1,025.0 |
1,053.3 |
|
S3 |
972.0 |
991.0 |
1,048.4 |
|
S4 |
919.0 |
938.0 |
1,033.9 |
|
|
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 |
1,059.0 |
67.4 |
6.3% |
28.1 |
2.6% |
6% |
False |
True |
173,881 |
10 |
1,126.4 |
1,059.0 |
67.4 |
6.3% |
22.9 |
2.2% |
6% |
False |
True |
123,013 |
20 |
1,166.7 |
1,059.0 |
107.7 |
10.1% |
22.7 |
2.1% |
4% |
False |
True |
73,483 |
40 |
1,171.3 |
1,059.0 |
112.3 |
10.6% |
22.4 |
2.1% |
4% |
False |
True |
39,413 |
60 |
1,229.0 |
1,059.0 |
170.0 |
16.0% |
22.7 |
2.1% |
2% |
False |
True |
27,599 |
80 |
1,229.0 |
1,029.0 |
200.0 |
18.8% |
21.1 |
2.0% |
17% |
False |
False |
21,064 |
100 |
1,229.0 |
989.3 |
239.7 |
22.5% |
19.8 |
1.9% |
31% |
False |
False |
17,099 |
120 |
1,229.0 |
934.6 |
294.4 |
27.7% |
18.7 |
1.8% |
44% |
False |
False |
14,410 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,337.3 |
2.618 |
1,250.8 |
1.618 |
1,197.8 |
1.000 |
1,165.0 |
0.618 |
1,144.8 |
HIGH |
1,112.0 |
0.618 |
1,091.8 |
0.500 |
1,085.5 |
0.382 |
1,079.2 |
LOW |
1,059.0 |
0.618 |
1,026.2 |
1.000 |
1,006.0 |
1.618 |
973.2 |
2.618 |
920.2 |
4.250 |
833.8 |
|
|
Fisher Pivots for day following 04-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
1,085.5 |
1,092.7 |
PP |
1,078.0 |
1,082.8 |
S1 |
1,070.5 |
1,072.9 |
|