| Trading Metrics calculated at close of trading on 05-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2010 |
05-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
4,583.0 |
4,498.0 |
-85.0 |
-1.9% |
4,509.0 |
| High |
4,596.0 |
4,498.0 |
-98.0 |
-2.1% |
4,621.0 |
| Low |
4,559.0 |
4,453.0 |
-106.0 |
-2.3% |
4,453.0 |
| Close |
4,592.0 |
4,474.0 |
-118.0 |
-2.6% |
4,474.0 |
| Range |
37.0 |
45.0 |
8.0 |
21.6% |
168.0 |
| ATR |
64.8 |
70.1 |
5.3 |
8.2% |
0.0 |
| Volume |
25,289 |
32,691 |
7,402 |
29.3% |
157,282 |
|
| Daily Pivots for day following 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,610.0 |
4,587.0 |
4,498.8 |
|
| R3 |
4,565.0 |
4,542.0 |
4,486.4 |
|
| R2 |
4,520.0 |
4,520.0 |
4,482.3 |
|
| R1 |
4,497.0 |
4,497.0 |
4,478.1 |
4,486.0 |
| PP |
4,475.0 |
4,475.0 |
4,475.0 |
4,469.5 |
| S1 |
4,452.0 |
4,452.0 |
4,469.9 |
4,441.0 |
| S2 |
4,430.0 |
4,430.0 |
4,465.8 |
|
| S3 |
4,385.0 |
4,407.0 |
4,461.6 |
|
| S4 |
4,340.0 |
4,362.0 |
4,449.3 |
|
|
| Weekly Pivots for week ending 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,020.0 |
4,915.0 |
4,566.4 |
|
| R3 |
4,852.0 |
4,747.0 |
4,520.2 |
|
| R2 |
4,684.0 |
4,684.0 |
4,504.8 |
|
| R1 |
4,579.0 |
4,579.0 |
4,489.4 |
4,547.5 |
| PP |
4,516.0 |
4,516.0 |
4,516.0 |
4,500.3 |
| S1 |
4,411.0 |
4,411.0 |
4,458.6 |
4,379.5 |
| S2 |
4,348.0 |
4,348.0 |
4,443.2 |
|
| S3 |
4,180.0 |
4,243.0 |
4,427.8 |
|
| S4 |
4,012.0 |
4,075.0 |
4,381.6 |
|
|
| 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 |
4,453.0 |
168.0 |
3.8% |
43.8 |
1.0% |
13% |
False |
True |
31,456 |
| 10 |
4,728.0 |
4,453.0 |
275.0 |
6.1% |
51.9 |
1.2% |
8% |
False |
True |
34,453 |
| 20 |
4,946.0 |
4,453.0 |
493.0 |
11.0% |
49.0 |
1.1% |
4% |
False |
True |
29,218 |
| 40 |
4,946.0 |
4,453.0 |
493.0 |
11.0% |
48.9 |
1.1% |
4% |
False |
True |
26,043 |
| 60 |
4,946.0 |
4,453.0 |
493.0 |
11.0% |
39.9 |
0.9% |
4% |
False |
True |
17,397 |
| 80 |
4,946.0 |
4,453.0 |
493.0 |
11.0% |
33.6 |
0.8% |
4% |
False |
True |
13,058 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,689.3 |
|
2.618 |
4,615.8 |
|
1.618 |
4,570.8 |
|
1.000 |
4,543.0 |
|
0.618 |
4,525.8 |
|
HIGH |
4,498.0 |
|
0.618 |
4,480.8 |
|
0.500 |
4,475.5 |
|
0.382 |
4,470.2 |
|
LOW |
4,453.0 |
|
0.618 |
4,425.2 |
|
1.000 |
4,408.0 |
|
1.618 |
4,380.2 |
|
2.618 |
4,335.2 |
|
4.250 |
4,261.8 |
|
|
| Fisher Pivots for day following 05-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4,475.5 |
4,537.0 |
| PP |
4,475.0 |
4,516.0 |
| S1 |
4,474.5 |
4,495.0 |
|