| 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 |
2,737.0 |
2,745.0 |
8.0 |
0.3% |
2,793.0 |
| High |
2,800.0 |
2,803.0 |
3.0 |
0.1% |
2,842.0 |
| Low |
2,733.0 |
2,745.0 |
12.0 |
0.4% |
2,728.0 |
| Close |
2,773.0 |
2,795.0 |
22.0 |
0.8% |
2,773.0 |
| Range |
67.0 |
58.0 |
-9.0 |
-13.4% |
114.0 |
| ATR |
64.7 |
64.2 |
-0.5 |
-0.7% |
0.0 |
| Volume |
1,832,553 |
1,098,210 |
-734,343 |
-40.1% |
8,727,943 |
|
| Daily Pivots for day following 01-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,955.0 |
2,933.0 |
2,826.9 |
|
| R3 |
2,897.0 |
2,875.0 |
2,811.0 |
|
| R2 |
2,839.0 |
2,839.0 |
2,805.6 |
|
| R1 |
2,817.0 |
2,817.0 |
2,800.3 |
2,828.0 |
| PP |
2,781.0 |
2,781.0 |
2,781.0 |
2,786.5 |
| S1 |
2,759.0 |
2,759.0 |
2,789.7 |
2,770.0 |
| S2 |
2,723.0 |
2,723.0 |
2,784.4 |
|
| S3 |
2,665.0 |
2,701.0 |
2,779.1 |
|
| S4 |
2,607.0 |
2,643.0 |
2,763.1 |
|
|
| Weekly Pivots for week ending 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,123.0 |
3,062.0 |
2,835.7 |
|
| R3 |
3,009.0 |
2,948.0 |
2,804.4 |
|
| R2 |
2,895.0 |
2,895.0 |
2,793.9 |
|
| R1 |
2,834.0 |
2,834.0 |
2,783.5 |
2,807.5 |
| PP |
2,781.0 |
2,781.0 |
2,781.0 |
2,767.8 |
| S1 |
2,720.0 |
2,720.0 |
2,762.6 |
2,693.5 |
| S2 |
2,667.0 |
2,667.0 |
2,752.1 |
|
| S3 |
2,553.0 |
2,606.0 |
2,741.7 |
|
| S4 |
2,439.0 |
2,492.0 |
2,710.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,836.0 |
2,728.0 |
108.0 |
3.9% |
72.6 |
2.6% |
62% |
False |
False |
1,674,274 |
| 10 |
3,003.0 |
2,728.0 |
275.0 |
9.8% |
79.9 |
2.9% |
24% |
False |
False |
1,704,085 |
| 20 |
3,044.0 |
2,728.0 |
316.0 |
11.3% |
61.8 |
2.2% |
21% |
False |
False |
1,354,946 |
| 40 |
3,044.0 |
2,728.0 |
316.0 |
11.3% |
53.9 |
1.9% |
21% |
False |
False |
883,832 |
| 60 |
3,044.0 |
2,679.0 |
365.0 |
13.1% |
52.2 |
1.9% |
32% |
False |
False |
590,889 |
| 80 |
3,044.0 |
2,679.0 |
365.0 |
13.1% |
53.0 |
1.9% |
32% |
False |
False |
443,390 |
| 100 |
3,044.0 |
2,679.0 |
365.0 |
13.1% |
52.1 |
1.9% |
32% |
False |
False |
356,092 |
| 120 |
3,044.0 |
2,570.0 |
474.0 |
17.0% |
50.0 |
1.8% |
47% |
False |
False |
296,777 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,049.5 |
|
2.618 |
2,954.8 |
|
1.618 |
2,896.8 |
|
1.000 |
2,861.0 |
|
0.618 |
2,838.8 |
|
HIGH |
2,803.0 |
|
0.618 |
2,780.8 |
|
0.500 |
2,774.0 |
|
0.382 |
2,767.2 |
|
LOW |
2,745.0 |
|
0.618 |
2,709.2 |
|
1.000 |
2,687.0 |
|
1.618 |
2,651.2 |
|
2.618 |
2,593.2 |
|
4.250 |
2,498.5 |
|
|
| Fisher Pivots for day following 01-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,788.0 |
2,790.2 |
| PP |
2,781.0 |
2,785.3 |
| S1 |
2,774.0 |
2,780.5 |
|