| 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 |
2,674.0 |
2,678.0 |
4.0 |
0.1% |
2,719.0 |
| High |
2,724.0 |
2,725.0 |
1.0 |
0.0% |
2,772.0 |
| Low |
2,655.0 |
2,678.0 |
23.0 |
0.9% |
2,655.0 |
| Close |
2,703.0 |
2,723.0 |
20.0 |
0.7% |
2,703.0 |
| Range |
69.0 |
47.0 |
-22.0 |
-31.9% |
117.0 |
| ATR |
59.1 |
58.3 |
-0.9 |
-1.5% |
0.0 |
| Volume |
1,629 |
3,236 |
1,607 |
98.6% |
7,653 |
|
| Daily Pivots for day following 01-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,849.7 |
2,833.3 |
2,748.9 |
|
| R3 |
2,802.7 |
2,786.3 |
2,735.9 |
|
| R2 |
2,755.7 |
2,755.7 |
2,731.6 |
|
| R1 |
2,739.3 |
2,739.3 |
2,727.3 |
2,747.5 |
| PP |
2,708.7 |
2,708.7 |
2,708.7 |
2,712.8 |
| S1 |
2,692.3 |
2,692.3 |
2,718.7 |
2,700.5 |
| S2 |
2,661.7 |
2,661.7 |
2,714.4 |
|
| S3 |
2,614.7 |
2,645.3 |
2,710.1 |
|
| S4 |
2,567.7 |
2,598.3 |
2,697.2 |
|
|
| Weekly Pivots for week ending 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,061.0 |
2,999.0 |
2,767.4 |
|
| R3 |
2,944.0 |
2,882.0 |
2,735.2 |
|
| R2 |
2,827.0 |
2,827.0 |
2,724.5 |
|
| R1 |
2,765.0 |
2,765.0 |
2,713.7 |
2,737.5 |
| PP |
2,710.0 |
2,710.0 |
2,710.0 |
2,696.3 |
| S1 |
2,648.0 |
2,648.0 |
2,692.3 |
2,620.5 |
| S2 |
2,593.0 |
2,593.0 |
2,681.6 |
|
| S3 |
2,476.0 |
2,531.0 |
2,670.8 |
|
| S4 |
2,359.0 |
2,414.0 |
2,638.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,764.0 |
2,655.0 |
109.0 |
4.0% |
66.4 |
2.4% |
62% |
False |
False |
2,160 |
| 10 |
2,934.0 |
2,655.0 |
279.0 |
10.2% |
74.1 |
2.7% |
24% |
False |
False |
2,563 |
| 20 |
2,975.0 |
2,655.0 |
320.0 |
11.8% |
54.3 |
2.0% |
21% |
False |
False |
1,997 |
| 40 |
2,975.0 |
2,655.0 |
320.0 |
11.8% |
46.8 |
1.7% |
21% |
False |
False |
4,139 |
| 60 |
2,975.0 |
2,643.0 |
332.0 |
12.2% |
44.4 |
1.6% |
24% |
False |
False |
2,983 |
| 80 |
2,975.0 |
2,617.0 |
358.0 |
13.1% |
46.4 |
1.7% |
30% |
False |
False |
2,338 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,924.8 |
|
2.618 |
2,848.0 |
|
1.618 |
2,801.0 |
|
1.000 |
2,772.0 |
|
0.618 |
2,754.0 |
|
HIGH |
2,725.0 |
|
0.618 |
2,707.0 |
|
0.500 |
2,701.5 |
|
0.382 |
2,696.0 |
|
LOW |
2,678.0 |
|
0.618 |
2,649.0 |
|
1.000 |
2,631.0 |
|
1.618 |
2,602.0 |
|
2.618 |
2,555.0 |
|
4.250 |
2,478.3 |
|
|
| Fisher Pivots for day following 01-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,715.8 |
2,717.8 |
| PP |
2,708.7 |
2,712.7 |
| S1 |
2,701.5 |
2,707.5 |
|