| 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 |
5,200.0 |
5,237.0 |
37.0 |
0.7% |
5,215.5 |
| High |
5,268.5 |
5,269.0 |
0.5 |
0.0% |
5,289.0 |
| Low |
5,163.0 |
5,199.0 |
36.0 |
0.7% |
5,080.0 |
| Close |
5,237.5 |
5,211.0 |
-26.5 |
-0.5% |
5,148.5 |
| Range |
105.5 |
70.0 |
-35.5 |
-33.6% |
209.0 |
| ATR |
96.4 |
94.5 |
-1.9 |
-2.0% |
0.0 |
| Volume |
111,104 |
110,516 |
-588 |
-0.5% |
707,732 |
|
| Daily Pivots for day following 03-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,436.5 |
5,393.5 |
5,249.5 |
|
| R3 |
5,366.5 |
5,323.5 |
5,230.0 |
|
| R2 |
5,296.5 |
5,296.5 |
5,224.0 |
|
| R1 |
5,253.5 |
5,253.5 |
5,217.5 |
5,240.0 |
| PP |
5,226.5 |
5,226.5 |
5,226.5 |
5,219.5 |
| S1 |
5,183.5 |
5,183.5 |
5,204.5 |
5,170.0 |
| S2 |
5,156.5 |
5,156.5 |
5,198.0 |
|
| S3 |
5,086.5 |
5,113.5 |
5,192.0 |
|
| S4 |
5,016.5 |
5,043.5 |
5,172.5 |
|
|
| 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 |
5,269.0 |
5,080.0 |
189.0 |
3.6% |
105.5 |
2.0% |
69% |
True |
False |
137,037 |
| 10 |
5,427.0 |
5,080.0 |
347.0 |
6.7% |
110.5 |
2.1% |
38% |
False |
False |
138,018 |
| 20 |
5,559.5 |
5,080.0 |
479.5 |
9.2% |
93.0 |
1.8% |
27% |
False |
False |
108,301 |
| 40 |
5,559.5 |
5,080.0 |
479.5 |
9.2% |
82.5 |
1.6% |
27% |
False |
False |
85,701 |
| 60 |
5,559.5 |
4,998.0 |
561.5 |
10.8% |
77.0 |
1.5% |
38% |
False |
False |
57,428 |
| 80 |
5,559.5 |
4,915.0 |
644.5 |
12.4% |
73.0 |
1.4% |
46% |
False |
False |
43,225 |
| 100 |
5,559.5 |
4,864.0 |
695.5 |
13.3% |
67.5 |
1.3% |
50% |
False |
False |
34,621 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,566.5 |
|
2.618 |
5,452.5 |
|
1.618 |
5,382.5 |
|
1.000 |
5,339.0 |
|
0.618 |
5,312.5 |
|
HIGH |
5,269.0 |
|
0.618 |
5,242.5 |
|
0.500 |
5,234.0 |
|
0.382 |
5,225.5 |
|
LOW |
5,199.0 |
|
0.618 |
5,155.5 |
|
1.000 |
5,129.0 |
|
1.618 |
5,085.5 |
|
2.618 |
5,015.5 |
|
4.250 |
4,901.5 |
|
|
| Fisher Pivots for day following 03-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5,234.0 |
5,204.5 |
| PP |
5,226.5 |
5,198.0 |
| S1 |
5,218.5 |
5,191.5 |
|