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 |
1,108.5 |
1,117.5 |
9.0 |
0.8% |
1,097.7 |
High |
1,120.7 |
1,127.3 |
6.6 |
0.6% |
1,105.0 |
Low |
1,101.0 |
1,108.6 |
7.6 |
0.7% |
1,075.8 |
Close |
1,119.0 |
1,113.0 |
-6.0 |
-0.5% |
1,084.8 |
Range |
19.7 |
18.7 |
-1.0 |
-5.1% |
29.2 |
ATR |
20.6 |
20.5 |
-0.1 |
-0.7% |
0.0 |
Volume |
3,782 |
4,676 |
894 |
23.6% |
16,750 |
|
Daily Pivots for day following 03-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,172.4 |
1,161.4 |
1,123.3 |
|
R3 |
1,153.7 |
1,142.7 |
1,118.1 |
|
R2 |
1,135.0 |
1,135.0 |
1,116.4 |
|
R1 |
1,124.0 |
1,124.0 |
1,114.7 |
1,120.2 |
PP |
1,116.3 |
1,116.3 |
1,116.3 |
1,114.4 |
S1 |
1,105.3 |
1,105.3 |
1,111.3 |
1,101.5 |
S2 |
1,097.6 |
1,097.6 |
1,109.6 |
|
S3 |
1,078.9 |
1,086.6 |
1,107.9 |
|
S4 |
1,060.2 |
1,067.9 |
1,102.7 |
|
|
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 |
1,127.3 |
1,075.8 |
51.5 |
4.6% |
21.1 |
1.9% |
72% |
True |
False |
3,527 |
10 |
1,127.3 |
1,075.8 |
51.5 |
4.6% |
19.5 |
1.8% |
72% |
True |
False |
3,279 |
20 |
1,164.1 |
1,075.8 |
88.3 |
7.9% |
19.7 |
1.8% |
42% |
False |
False |
3,901 |
40 |
1,171.8 |
1,075.8 |
96.0 |
8.6% |
20.6 |
1.9% |
39% |
False |
False |
3,339 |
60 |
1,230.0 |
1,075.8 |
154.2 |
13.9% |
20.8 |
1.9% |
24% |
False |
False |
3,002 |
80 |
1,230.0 |
1,030.0 |
200.0 |
18.0% |
19.1 |
1.7% |
42% |
False |
False |
2,466 |
100 |
1,230.0 |
989.3 |
240.7 |
21.6% |
17.8 |
1.6% |
51% |
False |
False |
2,067 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,206.8 |
2.618 |
1,176.3 |
1.618 |
1,157.6 |
1.000 |
1,146.0 |
0.618 |
1,138.9 |
HIGH |
1,127.3 |
0.618 |
1,120.2 |
0.500 |
1,118.0 |
0.382 |
1,115.7 |
LOW |
1,108.6 |
0.618 |
1,097.0 |
1.000 |
1,089.9 |
1.618 |
1,078.3 |
2.618 |
1,059.6 |
4.250 |
1,029.1 |
|
|
Fisher Pivots for day following 03-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
1,118.0 |
1,109.6 |
PP |
1,116.3 |
1,106.1 |
S1 |
1,114.7 |
1,102.7 |
|