| 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 |
2,769.0 |
2,736.0 |
-33.0 |
-1.2% |
2,719.0 |
| High |
2,772.0 |
2,737.0 |
-35.0 |
-1.3% |
2,772.0 |
| Low |
2,725.0 |
2,618.0 |
-107.0 |
-3.9% |
2,655.0 |
| Close |
2,732.0 |
2,637.0 |
-95.0 |
-3.5% |
2,703.0 |
| Range |
47.0 |
119.0 |
72.0 |
153.2% |
117.0 |
| ATR |
58.1 |
62.5 |
4.3 |
7.5% |
0.0 |
| Volume |
2,362 |
1,314 |
-1,048 |
-44.4% |
7,653 |
|
| Daily Pivots for day following 04-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,021.0 |
2,948.0 |
2,702.5 |
|
| R3 |
2,902.0 |
2,829.0 |
2,669.7 |
|
| R2 |
2,783.0 |
2,783.0 |
2,658.8 |
|
| R1 |
2,710.0 |
2,710.0 |
2,647.9 |
2,687.0 |
| PP |
2,664.0 |
2,664.0 |
2,664.0 |
2,652.5 |
| S1 |
2,591.0 |
2,591.0 |
2,626.1 |
2,568.0 |
| S2 |
2,545.0 |
2,545.0 |
2,615.2 |
|
| S3 |
2,426.0 |
2,472.0 |
2,604.3 |
|
| S4 |
2,307.0 |
2,353.0 |
2,571.6 |
|
|
| 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 |
2,618.0 |
157.0 |
6.0% |
70.0 |
2.7% |
12% |
False |
True |
1,747 |
| 10 |
2,787.0 |
2,618.0 |
169.0 |
6.4% |
70.6 |
2.7% |
11% |
False |
True |
2,126 |
| 20 |
2,975.0 |
2,618.0 |
357.0 |
13.5% |
62.6 |
2.4% |
5% |
False |
True |
2,106 |
| 40 |
2,975.0 |
2,618.0 |
357.0 |
13.5% |
49.4 |
1.9% |
5% |
False |
True |
4,151 |
| 60 |
2,975.0 |
2,618.0 |
357.0 |
13.5% |
45.4 |
1.7% |
5% |
False |
True |
3,011 |
| 80 |
2,975.0 |
2,617.0 |
358.0 |
13.6% |
48.3 |
1.8% |
6% |
False |
False |
2,366 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,242.8 |
|
2.618 |
3,048.5 |
|
1.618 |
2,929.5 |
|
1.000 |
2,856.0 |
|
0.618 |
2,810.5 |
|
HIGH |
2,737.0 |
|
0.618 |
2,691.5 |
|
0.500 |
2,677.5 |
|
0.382 |
2,663.5 |
|
LOW |
2,618.0 |
|
0.618 |
2,544.5 |
|
1.000 |
2,499.0 |
|
1.618 |
2,425.5 |
|
2.618 |
2,306.5 |
|
4.250 |
2,112.3 |
|
|
| Fisher Pivots for day following 04-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,677.5 |
2,696.5 |
| PP |
2,664.0 |
2,676.7 |
| S1 |
2,650.5 |
2,656.8 |
|