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 |
10,122.04 |
10,068.99 |
-53.05 |
-0.5% |
10,175.10 |
High |
10,239.34 |
10,190.89 |
-48.45 |
-0.5% |
10,285.13 |
Low |
10,043.75 |
10,068.91 |
25.16 |
0.3% |
10,043.75 |
Close |
10,067.33 |
10,185.53 |
118.20 |
1.2% |
10,067.33 |
Range |
195.59 |
121.98 |
-73.61 |
-37.6% |
241.38 |
ATR |
134.23 |
133.47 |
-0.76 |
-0.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,514.38 |
10,471.94 |
10,252.62 |
|
R3 |
10,392.40 |
10,349.96 |
10,219.07 |
|
R2 |
10,270.42 |
10,270.42 |
10,207.89 |
|
R1 |
10,227.98 |
10,227.98 |
10,196.71 |
10,249.20 |
PP |
10,148.44 |
10,148.44 |
10,148.44 |
10,159.06 |
S1 |
10,106.00 |
10,106.00 |
10,174.35 |
10,127.22 |
S2 |
10,026.46 |
10,026.46 |
10,163.17 |
|
S3 |
9,904.48 |
9,984.02 |
10,151.99 |
|
S4 |
9,782.50 |
9,862.04 |
10,118.44 |
|
|
Weekly Pivots for week ending 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,856.21 |
10,703.15 |
10,200.09 |
|
R3 |
10,614.83 |
10,461.77 |
10,133.71 |
|
R2 |
10,373.45 |
10,373.45 |
10,111.58 |
|
R1 |
10,220.39 |
10,220.39 |
10,089.46 |
10,176.23 |
PP |
10,132.07 |
10,132.07 |
10,132.07 |
10,109.99 |
S1 |
9,979.01 |
9,979.01 |
10,045.20 |
9,934.85 |
S2 |
9,890.69 |
9,890.69 |
10,023.08 |
|
S3 |
9,649.31 |
9,737.63 |
10,000.95 |
|
S4 |
9,407.93 |
9,496.25 |
9,934.57 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,285.13 |
10,043.75 |
241.38 |
2.4% |
160.31 |
1.6% |
59% |
False |
False |
|
10 |
10,729.89 |
10,043.75 |
686.14 |
6.7% |
169.94 |
1.7% |
21% |
False |
False |
|
20 |
10,729.89 |
10,043.75 |
686.14 |
6.7% |
131.79 |
1.3% |
21% |
False |
False |
|
40 |
10,729.89 |
10,043.75 |
686.14 |
6.7% |
113.05 |
1.1% |
21% |
False |
False |
|
60 |
10,729.89 |
9,767.14 |
962.75 |
9.5% |
118.07 |
1.2% |
43% |
False |
False |
|
80 |
10,729.89 |
9,675.62 |
1,054.27 |
10.4% |
123.50 |
1.2% |
48% |
False |
False |
|
100 |
10,729.89 |
9,430.08 |
1,299.81 |
12.8% |
123.23 |
1.2% |
58% |
False |
False |
|
120 |
10,729.89 |
9,116.52 |
1,613.37 |
15.8% |
124.90 |
1.2% |
66% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,709.31 |
2.618 |
10,510.23 |
1.618 |
10,388.25 |
1.000 |
10,312.87 |
0.618 |
10,266.27 |
HIGH |
10,190.89 |
0.618 |
10,144.29 |
0.500 |
10,129.90 |
0.382 |
10,115.51 |
LOW |
10,068.91 |
0.618 |
9,993.53 |
1.000 |
9,946.93 |
1.618 |
9,871.55 |
2.618 |
9,749.57 |
4.250 |
9,550.50 |
|
|
Fisher Pivots for day following 01-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
10,166.99 |
10,174.12 |
PP |
10,148.44 |
10,162.70 |
S1 |
10,129.90 |
10,151.29 |
|