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 |
1,090.75 |
1,056.75 |
-34.00 |
-3.1% |
1,067.75 |
High |
1,093.00 |
1,060.25 |
-32.75 |
-3.0% |
1,096.50 |
Low |
1,054.75 |
1,036.25 |
-18.50 |
-1.8% |
1,036.25 |
Close |
1,057.00 |
1,055.00 |
-2.00 |
-0.2% |
1,055.00 |
Range |
38.25 |
24.00 |
-14.25 |
-37.3% |
60.25 |
ATR |
18.37 |
18.77 |
0.40 |
2.2% |
0.00 |
Volume |
1,019 |
1,899 |
880 |
86.4% |
8,130 |
|
Daily Pivots for day following 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,122.50 |
1,112.75 |
1,068.25 |
|
R3 |
1,098.50 |
1,088.75 |
1,061.50 |
|
R2 |
1,074.50 |
1,074.50 |
1,059.50 |
|
R1 |
1,064.75 |
1,064.75 |
1,057.25 |
1,057.50 |
PP |
1,050.50 |
1,050.50 |
1,050.50 |
1,047.00 |
S1 |
1,040.75 |
1,040.75 |
1,052.75 |
1,033.50 |
S2 |
1,026.50 |
1,026.50 |
1,050.50 |
|
S3 |
1,002.50 |
1,016.75 |
1,048.50 |
|
S4 |
978.50 |
992.75 |
1,041.75 |
|
|
Weekly Pivots for week ending 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,243.25 |
1,209.50 |
1,088.25 |
|
R3 |
1,183.00 |
1,149.25 |
1,071.50 |
|
R2 |
1,122.75 |
1,122.75 |
1,066.00 |
|
R1 |
1,089.00 |
1,089.00 |
1,060.50 |
1,075.75 |
PP |
1,062.50 |
1,062.50 |
1,062.50 |
1,056.00 |
S1 |
1,028.75 |
1,028.75 |
1,049.50 |
1,015.50 |
S2 |
1,002.25 |
1,002.25 |
1,044.00 |
|
S3 |
942.00 |
968.50 |
1,038.50 |
|
S4 |
881.75 |
908.25 |
1,021.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,096.50 |
1,036.25 |
60.25 |
5.7% |
21.75 |
2.1% |
31% |
False |
True |
1,626 |
10 |
1,098.50 |
1,036.25 |
62.25 |
5.9% |
21.00 |
2.0% |
30% |
False |
True |
2,216 |
20 |
1,143.00 |
1,036.25 |
106.75 |
10.1% |
19.50 |
1.8% |
18% |
False |
True |
1,714 |
40 |
1,143.00 |
1,036.25 |
106.75 |
10.1% |
14.75 |
1.4% |
18% |
False |
True |
1,068 |
60 |
1,143.00 |
1,036.25 |
106.75 |
10.1% |
13.75 |
1.3% |
18% |
False |
True |
716 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,162.25 |
2.618 |
1,123.00 |
1.618 |
1,099.00 |
1.000 |
1,084.25 |
0.618 |
1,075.00 |
HIGH |
1,060.25 |
0.618 |
1,051.00 |
0.500 |
1,048.25 |
0.382 |
1,045.50 |
LOW |
1,036.25 |
0.618 |
1,021.50 |
1.000 |
1,012.25 |
1.618 |
997.50 |
2.618 |
973.50 |
4.250 |
934.25 |
|
|
Fisher Pivots for day following 05-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
1,052.75 |
1,065.50 |
PP |
1,050.50 |
1,062.00 |
S1 |
1,048.25 |
1,058.50 |
|