| 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 |
2,715.0 |
2,769.0 |
54.0 |
2.0% |
2,719.0 |
| High |
2,775.0 |
2,772.0 |
-3.0 |
-0.1% |
2,772.0 |
| Low |
2,707.0 |
2,725.0 |
18.0 |
0.7% |
2,655.0 |
| Close |
2,760.0 |
2,732.0 |
-28.0 |
-1.0% |
2,703.0 |
| Range |
68.0 |
47.0 |
-21.0 |
-30.9% |
117.0 |
| ATR |
59.0 |
58.1 |
-0.9 |
-1.5% |
0.0 |
| Volume |
198 |
2,362 |
2,164 |
1,092.9% |
7,653 |
|
| Daily Pivots for day following 03-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,884.0 |
2,855.0 |
2,757.9 |
|
| R3 |
2,837.0 |
2,808.0 |
2,744.9 |
|
| R2 |
2,790.0 |
2,790.0 |
2,740.6 |
|
| R1 |
2,761.0 |
2,761.0 |
2,736.3 |
2,752.0 |
| PP |
2,743.0 |
2,743.0 |
2,743.0 |
2,738.5 |
| S1 |
2,714.0 |
2,714.0 |
2,727.7 |
2,705.0 |
| S2 |
2,696.0 |
2,696.0 |
2,723.4 |
|
| S3 |
2,649.0 |
2,667.0 |
2,719.1 |
|
| S4 |
2,602.0 |
2,620.0 |
2,706.2 |
|
|
| 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 |
2,775.0 |
2,655.0 |
120.0 |
4.4% |
66.0 |
2.4% |
64% |
False |
False |
2,402 |
| 10 |
2,875.0 |
2,655.0 |
220.0 |
8.1% |
69.9 |
2.6% |
35% |
False |
False |
2,254 |
| 20 |
2,975.0 |
2,655.0 |
320.0 |
11.7% |
58.4 |
2.1% |
24% |
False |
False |
2,048 |
| 40 |
2,975.0 |
2,655.0 |
320.0 |
11.7% |
48.2 |
1.8% |
24% |
False |
False |
4,179 |
| 60 |
2,975.0 |
2,655.0 |
320.0 |
11.7% |
44.2 |
1.6% |
24% |
False |
False |
2,996 |
| 80 |
2,975.0 |
2,617.0 |
358.0 |
13.1% |
47.1 |
1.7% |
32% |
False |
False |
2,350 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,971.8 |
|
2.618 |
2,895.0 |
|
1.618 |
2,848.0 |
|
1.000 |
2,819.0 |
|
0.618 |
2,801.0 |
|
HIGH |
2,772.0 |
|
0.618 |
2,754.0 |
|
0.500 |
2,748.5 |
|
0.382 |
2,743.0 |
|
LOW |
2,725.0 |
|
0.618 |
2,696.0 |
|
1.000 |
2,678.0 |
|
1.618 |
2,649.0 |
|
2.618 |
2,602.0 |
|
4.250 |
2,525.3 |
|
|
| Fisher Pivots for day following 03-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,748.5 |
2,730.2 |
| PP |
2,743.0 |
2,728.3 |
| S1 |
2,737.5 |
2,726.5 |
|