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 |
1,117.5 |
1,108.0 |
-9.5 |
-0.9% |
1,097.7 |
High |
1,127.3 |
1,112.8 |
-14.5 |
-1.3% |
1,105.0 |
Low |
1,108.6 |
1,060.0 |
-48.6 |
-4.4% |
1,075.8 |
Close |
1,113.0 |
1,064.0 |
-49.0 |
-4.4% |
1,084.8 |
Range |
18.7 |
52.8 |
34.1 |
182.4% |
29.2 |
ATR |
20.5 |
22.8 |
2.3 |
11.3% |
0.0 |
Volume |
4,676 |
3,212 |
-1,464 |
-31.3% |
16,750 |
|
Daily Pivots for day following 04-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,237.3 |
1,203.5 |
1,093.0 |
|
R3 |
1,184.5 |
1,150.7 |
1,078.5 |
|
R2 |
1,131.7 |
1,131.7 |
1,073.7 |
|
R1 |
1,097.9 |
1,097.9 |
1,068.8 |
1,088.4 |
PP |
1,078.9 |
1,078.9 |
1,078.9 |
1,074.2 |
S1 |
1,045.1 |
1,045.1 |
1,059.2 |
1,035.6 |
S2 |
1,026.1 |
1,026.1 |
1,054.3 |
|
S3 |
973.3 |
992.3 |
1,049.5 |
|
S4 |
920.5 |
939.5 |
1,035.0 |
|
|
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 |
1,060.0 |
67.3 |
6.3% |
27.4 |
2.6% |
6% |
False |
True |
3,133 |
10 |
1,127.3 |
1,060.0 |
67.3 |
6.3% |
21.9 |
2.1% |
6% |
False |
True |
3,214 |
20 |
1,164.1 |
1,060.0 |
104.1 |
9.8% |
21.3 |
2.0% |
4% |
False |
True |
3,879 |
40 |
1,171.8 |
1,060.0 |
111.8 |
10.5% |
21.2 |
2.0% |
4% |
False |
True |
3,280 |
60 |
1,230.0 |
1,060.0 |
170.0 |
16.0% |
21.5 |
2.0% |
2% |
False |
True |
3,028 |
80 |
1,230.0 |
1,030.0 |
200.0 |
18.8% |
19.7 |
1.8% |
17% |
False |
False |
2,499 |
100 |
1,230.0 |
989.3 |
240.7 |
22.6% |
18.2 |
1.7% |
31% |
False |
False |
2,081 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,337.2 |
2.618 |
1,251.0 |
1.618 |
1,198.2 |
1.000 |
1,165.6 |
0.618 |
1,145.4 |
HIGH |
1,112.8 |
0.618 |
1,092.6 |
0.500 |
1,086.4 |
0.382 |
1,080.2 |
LOW |
1,060.0 |
0.618 |
1,027.4 |
1.000 |
1,007.2 |
1.618 |
974.6 |
2.618 |
921.8 |
4.250 |
835.6 |
|
|
Fisher Pivots for day following 04-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
1,086.4 |
1,093.7 |
PP |
1,078.9 |
1,083.8 |
S1 |
1,071.5 |
1,073.9 |
|