| Trading Metrics calculated at close of trading on 05-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2010 |
05-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
10,273.12 |
10,003.69 |
-269.43 |
-2.6% |
10,068.99 |
| High |
10,273.12 |
10,031.96 |
-241.16 |
-2.3% |
10,314.84 |
| Low |
9,998.03 |
9,835.09 |
-162.94 |
-1.6% |
9,835.09 |
| Close |
10,002.18 |
10,012.23 |
10.05 |
0.1% |
10,012.23 |
| Range |
275.09 |
196.87 |
-78.22 |
-28.4% |
479.75 |
| ATR |
140.21 |
144.25 |
4.05 |
2.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,550.37 |
10,478.17 |
10,120.51 |
|
| R3 |
10,353.50 |
10,281.30 |
10,066.37 |
|
| R2 |
10,156.63 |
10,156.63 |
10,048.32 |
|
| R1 |
10,084.43 |
10,084.43 |
10,030.28 |
10,120.53 |
| PP |
9,959.76 |
9,959.76 |
9,959.76 |
9,977.81 |
| S1 |
9,887.56 |
9,887.56 |
9,994.18 |
9,923.66 |
| S2 |
9,762.89 |
9,762.89 |
9,976.14 |
|
| S3 |
9,566.02 |
9,690.69 |
9,958.09 |
|
| S4 |
9,369.15 |
9,493.82 |
9,903.95 |
|
|
| Weekly Pivots for week ending 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,493.30 |
11,232.52 |
10,276.09 |
|
| R3 |
11,013.55 |
10,752.77 |
10,144.16 |
|
| R2 |
10,533.80 |
10,533.80 |
10,100.18 |
|
| R1 |
10,273.02 |
10,273.02 |
10,056.21 |
10,163.54 |
| PP |
10,054.05 |
10,054.05 |
10,054.05 |
9,999.31 |
| S1 |
9,793.27 |
9,793.27 |
9,968.25 |
9,683.79 |
| S2 |
9,574.30 |
9,574.30 |
9,924.28 |
|
| S3 |
9,094.55 |
9,313.52 |
9,880.30 |
|
| S4 |
8,614.80 |
8,833.77 |
9,748.37 |
|
|
| 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 |
9,835.09 |
479.75 |
4.8% |
162.09 |
1.6% |
37% |
False |
True |
|
| 10 |
10,314.84 |
9,835.09 |
479.75 |
4.8% |
157.51 |
1.6% |
37% |
False |
True |
|
| 20 |
10,729.89 |
9,835.09 |
894.80 |
8.9% |
146.62 |
1.5% |
20% |
False |
True |
|
| 40 |
10,729.89 |
9,835.09 |
894.80 |
8.9% |
115.73 |
1.2% |
20% |
False |
True |
|
| 60 |
10,729.89 |
9,835.09 |
894.80 |
8.9% |
118.19 |
1.2% |
20% |
False |
True |
|
| 80 |
10,729.89 |
9,678.95 |
1,050.94 |
10.5% |
127.66 |
1.3% |
32% |
False |
False |
|
| 100 |
10,729.89 |
9,430.08 |
1,299.81 |
13.0% |
126.13 |
1.3% |
45% |
False |
False |
|
| 120 |
10,729.89 |
9,116.52 |
1,613.37 |
16.1% |
125.71 |
1.3% |
56% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,868.66 |
|
2.618 |
10,547.37 |
|
1.618 |
10,350.50 |
|
1.000 |
10,228.83 |
|
0.618 |
10,153.63 |
|
HIGH |
10,031.96 |
|
0.618 |
9,956.76 |
|
0.500 |
9,933.53 |
|
0.382 |
9,910.29 |
|
LOW |
9,835.09 |
|
0.618 |
9,713.42 |
|
1.000 |
9,638.22 |
|
1.618 |
9,516.55 |
|
2.618 |
9,319.68 |
|
4.250 |
8,998.39 |
|
|
| Fisher Pivots for day following 05-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
9,986.00 |
10,071.15 |
| PP |
9,959.76 |
10,051.51 |
| S1 |
9,933.53 |
10,031.87 |
|