| 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 |
2,736.0 |
2,629.0 |
-107.0 |
-3.9% |
2,678.0 |
| High |
2,737.0 |
2,632.0 |
-105.0 |
-3.8% |
2,775.0 |
| Low |
2,618.0 |
2,528.0 |
-90.0 |
-3.4% |
2,528.0 |
| Close |
2,637.0 |
2,569.0 |
-68.0 |
-2.6% |
2,569.0 |
| Range |
119.0 |
104.0 |
-15.0 |
-12.6% |
247.0 |
| ATR |
62.5 |
65.8 |
3.3 |
5.3% |
0.0 |
| Volume |
1,314 |
15,643 |
14,329 |
1,090.5% |
22,753 |
|
| Daily Pivots for day following 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,888.3 |
2,832.7 |
2,626.2 |
|
| R3 |
2,784.3 |
2,728.7 |
2,597.6 |
|
| R2 |
2,680.3 |
2,680.3 |
2,588.1 |
|
| R1 |
2,624.7 |
2,624.7 |
2,578.5 |
2,600.5 |
| PP |
2,576.3 |
2,576.3 |
2,576.3 |
2,564.3 |
| S1 |
2,520.7 |
2,520.7 |
2,559.5 |
2,496.5 |
| S2 |
2,472.3 |
2,472.3 |
2,549.9 |
|
| S3 |
2,368.3 |
2,416.7 |
2,540.4 |
|
| S4 |
2,264.3 |
2,312.7 |
2,511.8 |
|
|
| Weekly Pivots for week ending 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,365.0 |
3,214.0 |
2,704.9 |
|
| R3 |
3,118.0 |
2,967.0 |
2,636.9 |
|
| R2 |
2,871.0 |
2,871.0 |
2,614.3 |
|
| R1 |
2,720.0 |
2,720.0 |
2,591.6 |
2,672.0 |
| PP |
2,624.0 |
2,624.0 |
2,624.0 |
2,600.0 |
| S1 |
2,473.0 |
2,473.0 |
2,546.4 |
2,425.0 |
| S2 |
2,377.0 |
2,377.0 |
2,523.7 |
|
| S3 |
2,130.0 |
2,226.0 |
2,501.1 |
|
| S4 |
1,883.0 |
1,979.0 |
2,433.2 |
|
|
| 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 |
2,528.0 |
247.0 |
9.6% |
77.0 |
3.0% |
17% |
False |
True |
4,550 |
| 10 |
2,775.0 |
2,528.0 |
247.0 |
9.6% |
72.3 |
2.8% |
17% |
False |
True |
3,040 |
| 20 |
2,975.0 |
2,528.0 |
447.0 |
17.4% |
66.3 |
2.6% |
9% |
False |
True |
2,845 |
| 40 |
2,975.0 |
2,528.0 |
447.0 |
17.4% |
51.4 |
2.0% |
9% |
False |
True |
4,445 |
| 60 |
2,975.0 |
2,528.0 |
447.0 |
17.4% |
46.1 |
1.8% |
9% |
False |
True |
3,264 |
| 80 |
2,975.0 |
2,528.0 |
447.0 |
17.4% |
49.2 |
1.9% |
9% |
False |
True |
2,559 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,074.0 |
|
2.618 |
2,904.3 |
|
1.618 |
2,800.3 |
|
1.000 |
2,736.0 |
|
0.618 |
2,696.3 |
|
HIGH |
2,632.0 |
|
0.618 |
2,592.3 |
|
0.500 |
2,580.0 |
|
0.382 |
2,567.7 |
|
LOW |
2,528.0 |
|
0.618 |
2,463.7 |
|
1.000 |
2,424.0 |
|
1.618 |
2,359.7 |
|
2.618 |
2,255.7 |
|
4.250 |
2,086.0 |
|
|
| Fisher Pivots for day following 05-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,580.0 |
2,650.0 |
| PP |
2,576.3 |
2,623.0 |
| S1 |
2,572.7 |
2,596.0 |
|