Trading Metrics calculated at close of trading on 03-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2010 |
03-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
1,106.8 |
1,115.8 |
9.0 |
0.8% |
1,093.5 |
High |
1,118.5 |
1,124.9 |
6.4 |
0.6% |
1,104.0 |
Low |
1,100.2 |
1,108.6 |
8.4 |
0.8% |
1,073.2 |
Close |
1,117.4 |
1,111.4 |
-6.0 |
-0.5% |
1,083.0 |
Range |
18.3 |
16.3 |
-2.0 |
-10.9% |
30.8 |
ATR |
21.6 |
21.2 |
-0.4 |
-1.8% |
0.0 |
Volume |
2,452 |
3,325 |
873 |
35.6% |
907,578 |
|
Daily Pivots for day following 03-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,163.9 |
1,153.9 |
1,120.4 |
|
R3 |
1,147.6 |
1,137.6 |
1,115.9 |
|
R2 |
1,131.3 |
1,131.3 |
1,114.4 |
|
R1 |
1,121.3 |
1,121.3 |
1,112.9 |
1,118.2 |
PP |
1,115.0 |
1,115.0 |
1,115.0 |
1,113.4 |
S1 |
1,105.0 |
1,105.0 |
1,109.9 |
1,101.9 |
S2 |
1,098.7 |
1,098.7 |
1,108.4 |
|
S3 |
1,082.4 |
1,088.7 |
1,106.9 |
|
S4 |
1,066.1 |
1,072.4 |
1,102.4 |
|
|
Weekly Pivots for week ending 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,179.1 |
1,161.9 |
1,099.9 |
|
R3 |
1,148.3 |
1,131.1 |
1,091.5 |
|
R2 |
1,117.5 |
1,117.5 |
1,088.6 |
|
R1 |
1,100.3 |
1,100.3 |
1,085.8 |
1,093.5 |
PP |
1,086.7 |
1,086.7 |
1,086.7 |
1,083.4 |
S1 |
1,069.5 |
1,069.5 |
1,080.2 |
1,062.7 |
S2 |
1,055.9 |
1,055.9 |
1,077.4 |
|
S3 |
1,025.1 |
1,038.7 |
1,074.5 |
|
S4 |
994.3 |
1,007.9 |
1,066.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,124.9 |
1,073.2 |
51.7 |
4.7% |
20.8 |
1.9% |
74% |
True |
False |
65,019 |
10 |
1,124.9 |
1,073.2 |
51.7 |
4.7% |
19.9 |
1.8% |
74% |
True |
False |
142,919 |
20 |
1,163.0 |
1,073.2 |
89.8 |
8.1% |
20.8 |
1.9% |
43% |
False |
False |
160,962 |
40 |
1,170.2 |
1,073.2 |
97.0 |
8.7% |
22.0 |
2.0% |
39% |
False |
False |
163,955 |
60 |
1,227.5 |
1,073.2 |
154.3 |
13.9% |
22.5 |
2.0% |
25% |
False |
False |
136,843 |
80 |
1,227.5 |
1,028.0 |
199.5 |
18.0% |
20.9 |
1.9% |
42% |
False |
False |
103,819 |
100 |
1,227.5 |
987.3 |
240.2 |
21.6% |
19.8 |
1.8% |
52% |
False |
False |
83,485 |
120 |
1,227.5 |
933.5 |
294.0 |
26.5% |
18.7 |
1.7% |
61% |
False |
False |
69,764 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,194.2 |
2.618 |
1,167.6 |
1.618 |
1,151.3 |
1.000 |
1,141.2 |
0.618 |
1,135.0 |
HIGH |
1,124.9 |
0.618 |
1,118.7 |
0.500 |
1,116.8 |
0.382 |
1,114.8 |
LOW |
1,108.6 |
0.618 |
1,098.5 |
1.000 |
1,092.3 |
1.618 |
1,082.2 |
2.618 |
1,065.9 |
4.250 |
1,039.3 |
|
|
Fisher Pivots for day following 03-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
1,116.8 |
1,107.9 |
PP |
1,115.0 |
1,104.4 |
S1 |
1,113.2 |
1,100.9 |
|