Trading Metrics calculated at close of trading on 05-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2010 |
05-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
1,110.1 |
1,065.7 |
-44.4 |
-4.0% |
1,081.9 |
High |
1,112.0 |
1,069.4 |
-42.6 |
-3.8% |
1,126.4 |
Low |
1,059.0 |
1,044.5 |
-14.5 |
-1.4% |
1,044.5 |
Close |
1,063.0 |
1,052.8 |
-10.2 |
-1.0% |
1,052.8 |
Range |
53.0 |
24.9 |
-28.1 |
-53.0% |
81.9 |
ATR |
23.8 |
23.9 |
0.1 |
0.3% |
0.0 |
Volume |
158,610 |
280,754 |
122,144 |
77.0% |
938,784 |
|
Daily Pivots for day following 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,130.3 |
1,116.4 |
1,066.5 |
|
R3 |
1,105.4 |
1,091.5 |
1,059.6 |
|
R2 |
1,080.5 |
1,080.5 |
1,057.4 |
|
R1 |
1,066.6 |
1,066.6 |
1,055.1 |
1,061.1 |
PP |
1,055.6 |
1,055.6 |
1,055.6 |
1,052.8 |
S1 |
1,041.7 |
1,041.7 |
1,050.5 |
1,036.2 |
S2 |
1,030.7 |
1,030.7 |
1,048.2 |
|
S3 |
1,005.8 |
1,016.8 |
1,046.0 |
|
S4 |
980.9 |
991.9 |
1,039.1 |
|
|
Weekly Pivots for week ending 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,320.3 |
1,268.4 |
1,097.8 |
|
R3 |
1,238.4 |
1,186.5 |
1,075.3 |
|
R2 |
1,156.5 |
1,156.5 |
1,067.8 |
|
R1 |
1,104.6 |
1,104.6 |
1,060.3 |
1,089.6 |
PP |
1,074.6 |
1,074.6 |
1,074.6 |
1,067.1 |
S1 |
1,022.7 |
1,022.7 |
1,045.3 |
1,007.7 |
S2 |
992.7 |
992.7 |
1,037.8 |
|
S3 |
910.8 |
940.8 |
1,030.3 |
|
S4 |
828.9 |
858.9 |
1,007.8 |
|
|
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 |
1,044.5 |
81.9 |
7.8% |
29.8 |
2.8% |
10% |
False |
True |
187,756 |
10 |
1,126.4 |
1,044.5 |
81.9 |
7.8% |
23.7 |
2.3% |
10% |
False |
True |
146,210 |
20 |
1,166.7 |
1,044.5 |
122.2 |
11.6% |
23.5 |
2.2% |
7% |
False |
True |
87,018 |
40 |
1,166.7 |
1,044.5 |
122.2 |
11.6% |
22.0 |
2.1% |
7% |
False |
True |
46,339 |
60 |
1,229.0 |
1,044.5 |
184.5 |
17.5% |
22.9 |
2.2% |
4% |
False |
True |
32,245 |
80 |
1,229.0 |
1,029.0 |
200.0 |
19.0% |
21.2 |
2.0% |
12% |
False |
False |
24,551 |
100 |
1,229.0 |
989.3 |
239.7 |
22.8% |
19.9 |
1.9% |
26% |
False |
False |
19,897 |
120 |
1,229.0 |
934.6 |
294.4 |
28.0% |
18.8 |
1.8% |
40% |
False |
False |
16,746 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,175.2 |
2.618 |
1,134.6 |
1.618 |
1,109.7 |
1.000 |
1,094.3 |
0.618 |
1,084.8 |
HIGH |
1,069.4 |
0.618 |
1,059.9 |
0.500 |
1,057.0 |
0.382 |
1,054.0 |
LOW |
1,044.5 |
0.618 |
1,029.1 |
1.000 |
1,019.6 |
1.618 |
1,004.2 |
2.618 |
979.3 |
4.250 |
938.7 |
|
|
Fisher Pivots for day following 05-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
1,057.0 |
1,085.5 |
PP |
1,055.6 |
1,074.6 |
S1 |
1,054.2 |
1,063.7 |
|