| Trading Metrics calculated at close of trading on 01-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2010 |
01-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
5,120.5 |
5,116.5 |
-4.0 |
-0.1% |
5,215.5 |
| High |
5,189.5 |
5,207.5 |
18.0 |
0.3% |
5,289.0 |
| Low |
5,080.0 |
5,114.0 |
34.0 |
0.7% |
5,080.0 |
| Close |
5,148.5 |
5,196.0 |
47.5 |
0.9% |
5,148.5 |
| Range |
109.5 |
93.5 |
-16.0 |
-14.6% |
209.0 |
| ATR |
95.9 |
95.7 |
-0.2 |
-0.2% |
0.0 |
| Volume |
170,689 |
161,918 |
-8,771 |
-5.1% |
707,732 |
|
| Daily Pivots for day following 01-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,453.0 |
5,418.0 |
5,247.5 |
|
| R3 |
5,359.5 |
5,324.5 |
5,221.5 |
|
| R2 |
5,266.0 |
5,266.0 |
5,213.0 |
|
| R1 |
5,231.0 |
5,231.0 |
5,204.5 |
5,248.5 |
| PP |
5,172.5 |
5,172.5 |
5,172.5 |
5,181.0 |
| S1 |
5,137.5 |
5,137.5 |
5,187.5 |
5,155.0 |
| S2 |
5,079.0 |
5,079.0 |
5,179.0 |
|
| S3 |
4,985.5 |
5,044.0 |
5,170.5 |
|
| S4 |
4,892.0 |
4,950.5 |
5,144.5 |
|
|
| Weekly Pivots for week ending 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,799.5 |
5,683.0 |
5,263.5 |
|
| R3 |
5,590.5 |
5,474.0 |
5,206.0 |
|
| R2 |
5,381.5 |
5,381.5 |
5,187.0 |
|
| R1 |
5,265.0 |
5,265.0 |
5,167.5 |
5,219.0 |
| PP |
5,172.5 |
5,172.5 |
5,172.5 |
5,149.5 |
| S1 |
5,056.0 |
5,056.0 |
5,129.5 |
5,010.0 |
| S2 |
4,963.5 |
4,963.5 |
5,110.0 |
|
| S3 |
4,754.5 |
4,847.0 |
5,091.0 |
|
| S4 |
4,545.5 |
4,638.0 |
5,033.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,250.5 |
5,080.0 |
170.5 |
3.3% |
101.5 |
2.0% |
68% |
False |
False |
139,912 |
| 10 |
5,496.5 |
5,080.0 |
416.5 |
8.0% |
115.0 |
2.2% |
28% |
False |
False |
131,217 |
| 20 |
5,559.5 |
5,080.0 |
479.5 |
9.2% |
92.0 |
1.8% |
24% |
False |
False |
102,132 |
| 40 |
5,559.5 |
5,080.0 |
479.5 |
9.2% |
82.0 |
1.6% |
24% |
False |
False |
80,202 |
| 60 |
5,559.5 |
4,915.0 |
644.5 |
12.4% |
76.5 |
1.5% |
44% |
False |
False |
53,758 |
| 80 |
5,559.5 |
4,901.5 |
658.0 |
12.7% |
72.5 |
1.4% |
45% |
False |
False |
40,455 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,605.0 |
|
2.618 |
5,452.5 |
|
1.618 |
5,359.0 |
|
1.000 |
5,301.0 |
|
0.618 |
5,265.5 |
|
HIGH |
5,207.5 |
|
0.618 |
5,172.0 |
|
0.500 |
5,161.0 |
|
0.382 |
5,149.5 |
|
LOW |
5,114.0 |
|
0.618 |
5,056.0 |
|
1.000 |
5,020.5 |
|
1.618 |
4,962.5 |
|
2.618 |
4,869.0 |
|
4.250 |
4,716.5 |
|
|
| Fisher Pivots for day following 01-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5,184.0 |
5,184.5 |
| PP |
5,172.5 |
5,172.5 |
| S1 |
5,161.0 |
5,161.0 |
|