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 |
10,291.73 |
10,273.12 |
-18.61 |
-0.2% |
10,175.10 |
High |
10,307.20 |
10,273.12 |
-34.08 |
-0.3% |
10,285.13 |
Low |
10,231.93 |
9,998.03 |
-233.90 |
-2.3% |
10,043.75 |
Close |
10,270.55 |
10,002.18 |
-268.37 |
-2.6% |
10,067.33 |
Range |
75.27 |
275.09 |
199.82 |
265.5% |
241.38 |
ATR |
129.83 |
140.21 |
10.38 |
8.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,916.38 |
10,734.37 |
10,153.48 |
|
R3 |
10,641.29 |
10,459.28 |
10,077.83 |
|
R2 |
10,366.20 |
10,366.20 |
10,052.61 |
|
R1 |
10,184.19 |
10,184.19 |
10,027.40 |
10,137.65 |
PP |
10,091.11 |
10,091.11 |
10,091.11 |
10,067.84 |
S1 |
9,909.10 |
9,909.10 |
9,976.96 |
9,862.56 |
S2 |
9,816.02 |
9,816.02 |
9,951.75 |
|
S3 |
9,540.93 |
9,634.01 |
9,926.53 |
|
S4 |
9,265.84 |
9,358.92 |
9,850.88 |
|
|
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 |
9,998.03 |
316.81 |
3.2% |
161.84 |
1.6% |
1% |
False |
True |
|
10 |
10,389.58 |
9,998.03 |
391.55 |
3.9% |
161.02 |
1.6% |
1% |
False |
True |
|
20 |
10,729.89 |
9,998.03 |
731.86 |
7.3% |
142.13 |
1.4% |
1% |
False |
True |
|
40 |
10,729.89 |
9,998.03 |
731.86 |
7.3% |
114.20 |
1.1% |
1% |
False |
True |
|
60 |
10,729.89 |
9,998.03 |
731.86 |
7.3% |
118.37 |
1.2% |
1% |
False |
True |
|
80 |
10,729.89 |
9,678.95 |
1,050.94 |
10.5% |
126.22 |
1.3% |
31% |
False |
False |
|
100 |
10,729.89 |
9,430.08 |
1,299.81 |
13.0% |
125.11 |
1.3% |
44% |
False |
False |
|
120 |
10,729.89 |
9,116.52 |
1,613.37 |
16.1% |
125.48 |
1.3% |
55% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,442.25 |
2.618 |
10,993.31 |
1.618 |
10,718.22 |
1.000 |
10,548.21 |
0.618 |
10,443.13 |
HIGH |
10,273.12 |
0.618 |
10,168.04 |
0.500 |
10,135.58 |
0.382 |
10,103.11 |
LOW |
9,998.03 |
0.618 |
9,828.02 |
1.000 |
9,722.94 |
1.618 |
9,552.93 |
2.618 |
9,277.84 |
4.250 |
8,828.90 |
|
|
Fisher Pivots for day following 04-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
10,135.58 |
10,156.44 |
PP |
10,091.11 |
10,105.02 |
S1 |
10,046.65 |
10,053.60 |
|