| 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 |
4,610.0 |
4,583.0 |
-27.0 |
-0.6% |
4,620.0 |
| High |
4,621.0 |
4,596.0 |
-25.0 |
-0.5% |
4,698.0 |
| Low |
4,581.0 |
4,559.0 |
-22.0 |
-0.5% |
4,527.0 |
| Close |
4,607.0 |
4,592.0 |
-15.0 |
-0.3% |
4,545.0 |
| Range |
40.0 |
37.0 |
-3.0 |
-7.5% |
171.0 |
| ATR |
66.1 |
64.8 |
-1.3 |
-2.0% |
0.0 |
| Volume |
29,190 |
25,289 |
-3,901 |
-13.4% |
145,778 |
|
| Daily Pivots for day following 04-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,693.3 |
4,679.7 |
4,612.4 |
|
| R3 |
4,656.3 |
4,642.7 |
4,602.2 |
|
| R2 |
4,619.3 |
4,619.3 |
4,598.8 |
|
| R1 |
4,605.7 |
4,605.7 |
4,595.4 |
4,612.5 |
| PP |
4,582.3 |
4,582.3 |
4,582.3 |
4,585.8 |
| S1 |
4,568.7 |
4,568.7 |
4,588.6 |
4,575.5 |
| S2 |
4,545.3 |
4,545.3 |
4,585.2 |
|
| S3 |
4,508.3 |
4,531.7 |
4,581.8 |
|
| S4 |
4,471.3 |
4,494.7 |
4,571.7 |
|
|
| 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 |
4,621.0 |
4,493.0 |
128.0 |
2.8% |
47.8 |
1.0% |
77% |
False |
False |
32,837 |
| 10 |
4,830.0 |
4,493.0 |
337.0 |
7.3% |
50.7 |
1.1% |
29% |
False |
False |
34,123 |
| 20 |
4,946.0 |
4,493.0 |
453.0 |
9.9% |
49.2 |
1.1% |
22% |
False |
False |
28,413 |
| 40 |
4,946.0 |
4,493.0 |
453.0 |
9.9% |
49.8 |
1.1% |
22% |
False |
False |
25,240 |
| 60 |
4,946.0 |
4,493.0 |
453.0 |
9.9% |
39.7 |
0.9% |
22% |
False |
False |
16,853 |
| 80 |
4,946.0 |
4,493.0 |
453.0 |
9.9% |
33.5 |
0.7% |
22% |
False |
False |
12,649 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,753.3 |
|
2.618 |
4,692.9 |
|
1.618 |
4,655.9 |
|
1.000 |
4,633.0 |
|
0.618 |
4,618.9 |
|
HIGH |
4,596.0 |
|
0.618 |
4,581.9 |
|
0.500 |
4,577.5 |
|
0.382 |
4,573.1 |
|
LOW |
4,559.0 |
|
0.618 |
4,536.1 |
|
1.000 |
4,522.0 |
|
1.618 |
4,499.1 |
|
2.618 |
4,462.1 |
|
4.250 |
4,401.8 |
|
|
| Fisher Pivots for day following 04-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4,587.2 |
4,588.3 |
| PP |
4,582.3 |
4,584.7 |
| S1 |
4,577.5 |
4,581.0 |
|