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 |
1,086.0 |
1,082.9 |
-3.1 |
-0.3% |
1,097.7 |
High |
1,091.0 |
1,109.5 |
18.5 |
1.7% |
1,105.0 |
Low |
1,076.8 |
1,078.1 |
1.3 |
0.1% |
1,075.8 |
Close |
1,084.8 |
1,106.0 |
21.2 |
2.0% |
1,084.8 |
Range |
14.2 |
31.4 |
17.2 |
121.1% |
29.2 |
ATR |
19.9 |
20.7 |
0.8 |
4.1% |
0.0 |
Volume |
2,473 |
1,523 |
-950 |
-38.4% |
16,750 |
|
Daily Pivots for day following 01-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,192.1 |
1,180.4 |
1,123.3 |
|
R3 |
1,160.7 |
1,149.0 |
1,114.6 |
|
R2 |
1,129.3 |
1,129.3 |
1,111.8 |
|
R1 |
1,117.6 |
1,117.6 |
1,108.9 |
1,123.5 |
PP |
1,097.9 |
1,097.9 |
1,097.9 |
1,100.8 |
S1 |
1,086.2 |
1,086.2 |
1,103.1 |
1,092.1 |
S2 |
1,066.5 |
1,066.5 |
1,100.2 |
|
S3 |
1,035.1 |
1,054.8 |
1,097.4 |
|
S4 |
1,003.7 |
1,023.4 |
1,088.7 |
|
|
Weekly Pivots for week ending 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,176.1 |
1,159.7 |
1,100.9 |
|
R3 |
1,146.9 |
1,130.5 |
1,092.8 |
|
R2 |
1,117.7 |
1,117.7 |
1,090.2 |
|
R1 |
1,101.3 |
1,101.3 |
1,087.5 |
1,094.9 |
PP |
1,088.5 |
1,088.5 |
1,088.5 |
1,085.4 |
S1 |
1,072.1 |
1,072.1 |
1,082.1 |
1,065.7 |
S2 |
1,059.3 |
1,059.3 |
1,079.4 |
|
S3 |
1,030.1 |
1,042.9 |
1,076.8 |
|
S4 |
1,000.9 |
1,013.7 |
1,068.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,109.5 |
1,075.8 |
33.7 |
3.0% |
20.4 |
1.8% |
90% |
True |
False |
2,780 |
10 |
1,143.4 |
1,075.8 |
67.6 |
6.1% |
20.2 |
1.8% |
45% |
False |
False |
3,529 |
20 |
1,164.1 |
1,075.8 |
88.3 |
8.0% |
19.8 |
1.8% |
34% |
False |
False |
3,807 |
40 |
1,230.0 |
1,075.8 |
154.2 |
13.9% |
21.8 |
2.0% |
20% |
False |
False |
3,254 |
60 |
1,230.0 |
1,075.8 |
154.2 |
13.9% |
20.6 |
1.9% |
20% |
False |
False |
2,910 |
80 |
1,230.0 |
1,030.0 |
200.0 |
18.1% |
18.9 |
1.7% |
38% |
False |
False |
2,382 |
100 |
1,230.0 |
989.3 |
240.7 |
21.8% |
17.6 |
1.6% |
48% |
False |
False |
1,987 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,243.0 |
2.618 |
1,191.7 |
1.618 |
1,160.3 |
1.000 |
1,140.9 |
0.618 |
1,128.9 |
HIGH |
1,109.5 |
0.618 |
1,097.5 |
0.500 |
1,093.8 |
0.382 |
1,090.1 |
LOW |
1,078.1 |
0.618 |
1,058.7 |
1.000 |
1,046.7 |
1.618 |
1,027.3 |
2.618 |
995.9 |
4.250 |
944.7 |
|
|
Fisher Pivots for day following 01-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
1,101.9 |
1,101.6 |
PP |
1,097.9 |
1,097.1 |
S1 |
1,093.8 |
1,092.7 |
|