Trading Metrics calculated at close of trading on 03-Feb-2010 |
Day Change Summary |
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Previous |
Current |
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|
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02-Feb-2010 |
03-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
10,186.13 |
10,291.73 |
105.60 |
1.0% |
10,175.10 |
High |
10,314.84 |
10,307.20 |
-7.64 |
-0.1% |
10,285.13 |
Low |
10,173.59 |
10,231.93 |
58.34 |
0.6% |
10,043.75 |
Close |
10,296.85 |
10,270.55 |
-26.30 |
-0.3% |
10,067.33 |
Range |
141.25 |
75.27 |
-65.98 |
-46.7% |
241.38 |
ATR |
134.03 |
129.83 |
-4.20 |
-3.1% |
0.00 |
Volume |
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|
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Daily Pivots for day following 03-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,495.70 |
10,458.40 |
10,311.95 |
|
R3 |
10,420.43 |
10,383.13 |
10,291.25 |
|
R2 |
10,345.16 |
10,345.16 |
10,284.35 |
|
R1 |
10,307.86 |
10,307.86 |
10,277.45 |
10,288.88 |
PP |
10,269.89 |
10,269.89 |
10,269.89 |
10,260.40 |
S1 |
10,232.59 |
10,232.59 |
10,263.65 |
10,213.61 |
S2 |
10,194.62 |
10,194.62 |
10,256.75 |
|
S3 |
10,119.35 |
10,157.32 |
10,249.85 |
|
S4 |
10,044.08 |
10,082.05 |
10,229.15 |
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|
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 |
|
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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% |
147.57 |
1.4% |
84% |
False |
False |
|
10 |
10,614.94 |
10,043.75 |
571.19 |
5.6% |
157.54 |
1.5% |
40% |
False |
False |
|
20 |
10,729.89 |
10,043.75 |
686.14 |
6.7% |
130.80 |
1.3% |
33% |
False |
False |
|
40 |
10,729.89 |
10,043.75 |
686.14 |
6.7% |
109.40 |
1.1% |
33% |
False |
False |
|
60 |
10,729.89 |
9,936.81 |
793.08 |
7.7% |
115.58 |
1.1% |
42% |
False |
False |
|
80 |
10,729.89 |
9,678.95 |
1,050.94 |
10.2% |
124.04 |
1.2% |
56% |
False |
False |
|
100 |
10,729.89 |
9,430.08 |
1,299.81 |
12.7% |
123.14 |
1.2% |
65% |
False |
False |
|
120 |
10,729.89 |
9,116.52 |
1,613.37 |
15.7% |
124.03 |
1.2% |
72% |
False |
False |
|
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Fibonacci Retracements and Extensions |
4.250 |
10,627.10 |
2.618 |
10,504.26 |
1.618 |
10,428.99 |
1.000 |
10,382.47 |
0.618 |
10,353.72 |
HIGH |
10,307.20 |
0.618 |
10,278.45 |
0.500 |
10,269.57 |
0.382 |
10,260.68 |
LOW |
10,231.93 |
0.618 |
10,185.41 |
1.000 |
10,156.66 |
1.618 |
10,110.14 |
2.618 |
10,034.87 |
4.250 |
9,912.03 |
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Fisher Pivots for day following 03-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
10,270.22 |
10,244.33 |
PP |
10,269.89 |
10,218.10 |
S1 |
10,269.57 |
10,191.88 |
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