| Trading Metrics calculated at close of trading on 02-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2010 |
02-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
10,068.99 |
10,186.13 |
117.14 |
1.2% |
10,175.10 |
| High |
10,190.89 |
10,314.84 |
123.95 |
1.2% |
10,285.13 |
| Low |
10,068.91 |
10,173.59 |
104.68 |
1.0% |
10,043.75 |
| Close |
10,185.53 |
10,296.85 |
111.32 |
1.1% |
10,067.33 |
| Range |
121.98 |
141.25 |
19.27 |
15.8% |
241.38 |
| ATR |
133.47 |
134.03 |
0.56 |
0.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,685.51 |
10,632.43 |
10,374.54 |
|
| R3 |
10,544.26 |
10,491.18 |
10,335.69 |
|
| R2 |
10,403.01 |
10,403.01 |
10,322.75 |
|
| R1 |
10,349.93 |
10,349.93 |
10,309.80 |
10,376.47 |
| PP |
10,261.76 |
10,261.76 |
10,261.76 |
10,275.03 |
| S1 |
10,208.68 |
10,208.68 |
10,283.90 |
10,235.22 |
| S2 |
10,120.51 |
10,120.51 |
10,270.95 |
|
| S3 |
9,979.26 |
10,067.43 |
10,258.01 |
|
| S4 |
9,838.01 |
9,926.18 |
10,219.16 |
|
|
| 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 |
10,314.84 |
10,043.75 |
271.09 |
2.6% |
162.65 |
1.6% |
93% |
True |
False |
|
| 10 |
10,719.92 |
10,043.75 |
676.17 |
6.6% |
170.27 |
1.7% |
37% |
False |
False |
|
| 20 |
10,729.89 |
10,043.75 |
686.14 |
6.7% |
130.14 |
1.3% |
37% |
False |
False |
|
| 40 |
10,729.89 |
10,043.75 |
686.14 |
6.7% |
112.64 |
1.1% |
37% |
False |
False |
|
| 60 |
10,729.89 |
9,807.80 |
922.09 |
9.0% |
117.75 |
1.1% |
53% |
False |
False |
|
| 80 |
10,729.89 |
9,678.95 |
1,050.94 |
10.2% |
124.45 |
1.2% |
59% |
False |
False |
|
| 100 |
10,729.89 |
9,430.08 |
1,299.81 |
12.6% |
123.64 |
1.2% |
67% |
False |
False |
|
| 120 |
10,729.89 |
9,116.52 |
1,613.37 |
15.7% |
125.10 |
1.2% |
73% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,915.15 |
|
2.618 |
10,684.63 |
|
1.618 |
10,543.38 |
|
1.000 |
10,456.09 |
|
0.618 |
10,402.13 |
|
HIGH |
10,314.84 |
|
0.618 |
10,260.88 |
|
0.500 |
10,244.22 |
|
0.382 |
10,227.55 |
|
LOW |
10,173.59 |
|
0.618 |
10,086.30 |
|
1.000 |
10,032.34 |
|
1.618 |
9,945.05 |
|
2.618 |
9,803.80 |
|
4.250 |
9,573.28 |
|
|
| Fisher Pivots for day following 02-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
10,279.31 |
10,257.67 |
| PP |
10,261.76 |
10,218.48 |
| S1 |
10,244.22 |
10,179.30 |
|