| 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 |
4,582.0 |
4,509.0 |
-73.0 |
-1.6% |
4,620.0 |
| High |
4,592.0 |
4,555.0 |
-37.0 |
-0.8% |
4,698.0 |
| Low |
4,527.0 |
4,493.0 |
-34.0 |
-0.8% |
4,527.0 |
| Close |
4,545.0 |
4,508.0 |
-37.0 |
-0.8% |
4,545.0 |
| Range |
65.0 |
62.0 |
-3.0 |
-4.6% |
171.0 |
| ATR |
67.9 |
67.4 |
-0.4 |
-0.6% |
0.0 |
| Volume |
39,597 |
36,047 |
-3,550 |
-9.0% |
145,778 |
|
| Daily Pivots for day following 01-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,704.7 |
4,668.3 |
4,542.1 |
|
| R3 |
4,642.7 |
4,606.3 |
4,525.1 |
|
| R2 |
4,580.7 |
4,580.7 |
4,519.4 |
|
| R1 |
4,544.3 |
4,544.3 |
4,513.7 |
4,531.5 |
| PP |
4,518.7 |
4,518.7 |
4,518.7 |
4,512.3 |
| S1 |
4,482.3 |
4,482.3 |
4,502.3 |
4,469.5 |
| S2 |
4,456.7 |
4,456.7 |
4,496.6 |
|
| S3 |
4,394.7 |
4,420.3 |
4,491.0 |
|
| S4 |
4,332.7 |
4,358.3 |
4,473.9 |
|
|
| Weekly Pivots for week ending 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,103.0 |
4,995.0 |
4,639.1 |
|
| R3 |
4,932.0 |
4,824.0 |
4,592.0 |
|
| R2 |
4,761.0 |
4,761.0 |
4,576.4 |
|
| R1 |
4,653.0 |
4,653.0 |
4,560.7 |
4,621.5 |
| PP |
4,590.0 |
4,590.0 |
4,590.0 |
4,574.3 |
| S1 |
4,482.0 |
4,482.0 |
4,529.3 |
4,450.5 |
| S2 |
4,419.0 |
4,419.0 |
4,513.7 |
|
| S3 |
4,248.0 |
4,311.0 |
4,498.0 |
|
| S4 |
4,077.0 |
4,140.0 |
4,451.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,698.0 |
4,493.0 |
205.0 |
4.5% |
60.6 |
1.3% |
7% |
False |
True |
36,365 |
| 10 |
4,911.0 |
4,493.0 |
418.0 |
9.3% |
58.6 |
1.3% |
4% |
False |
True |
34,547 |
| 20 |
4,946.0 |
4,493.0 |
453.0 |
10.0% |
48.8 |
1.1% |
3% |
False |
True |
26,924 |
| 40 |
4,946.0 |
4,493.0 |
453.0 |
10.0% |
49.8 |
1.1% |
3% |
False |
True |
23,041 |
| 60 |
4,946.0 |
4,493.0 |
453.0 |
10.0% |
38.2 |
0.8% |
3% |
False |
True |
15,378 |
| 80 |
4,946.0 |
4,493.0 |
453.0 |
10.0% |
32.9 |
0.7% |
3% |
False |
True |
11,544 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,818.5 |
|
2.618 |
4,717.3 |
|
1.618 |
4,655.3 |
|
1.000 |
4,617.0 |
|
0.618 |
4,593.3 |
|
HIGH |
4,555.0 |
|
0.618 |
4,531.3 |
|
0.500 |
4,524.0 |
|
0.382 |
4,516.7 |
|
LOW |
4,493.0 |
|
0.618 |
4,454.7 |
|
1.000 |
4,431.0 |
|
1.618 |
4,392.7 |
|
2.618 |
4,330.7 |
|
4.250 |
4,229.5 |
|
|
| Fisher Pivots for day following 01-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4,524.0 |
4,571.0 |
| PP |
4,518.7 |
4,550.0 |
| S1 |
4,513.3 |
4,529.0 |
|