| 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 |
2,843.0 |
2,815.0 |
-28.0 |
-1.0% |
2,793.0 |
| High |
2,847.0 |
2,815.0 |
-32.0 |
-1.1% |
2,842.0 |
| Low |
2,796.0 |
2,689.0 |
-107.0 |
-3.8% |
2,728.0 |
| Close |
2,804.0 |
2,710.0 |
-94.0 |
-3.4% |
2,773.0 |
| Range |
51.0 |
126.0 |
75.0 |
147.1% |
114.0 |
| ATR |
63.6 |
68.1 |
4.5 |
7.0% |
0.0 |
| Volume |
1,354,369 |
2,176,307 |
821,938 |
60.7% |
8,727,943 |
|
| Daily Pivots for day following 04-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,116.0 |
3,039.0 |
2,779.3 |
|
| R3 |
2,990.0 |
2,913.0 |
2,744.7 |
|
| R2 |
2,864.0 |
2,864.0 |
2,733.1 |
|
| R1 |
2,787.0 |
2,787.0 |
2,721.6 |
2,762.5 |
| PP |
2,738.0 |
2,738.0 |
2,738.0 |
2,725.8 |
| S1 |
2,661.0 |
2,661.0 |
2,698.5 |
2,636.5 |
| S2 |
2,612.0 |
2,612.0 |
2,686.9 |
|
| S3 |
2,486.0 |
2,535.0 |
2,675.4 |
|
| S4 |
2,360.0 |
2,409.0 |
2,640.7 |
|
|
| 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 |
2,847.0 |
2,689.0 |
158.0 |
5.8% |
74.4 |
2.7% |
13% |
False |
True |
1,554,813 |
| 10 |
2,858.0 |
2,689.0 |
169.0 |
6.2% |
75.8 |
2.8% |
12% |
False |
True |
1,671,783 |
| 20 |
3,044.0 |
2,689.0 |
355.0 |
13.1% |
69.2 |
2.6% |
6% |
False |
True |
1,473,080 |
| 40 |
3,044.0 |
2,689.0 |
355.0 |
13.1% |
56.3 |
2.1% |
6% |
False |
True |
1,004,282 |
| 60 |
3,044.0 |
2,689.0 |
355.0 |
13.1% |
53.5 |
2.0% |
6% |
False |
True |
670,404 |
| 80 |
3,044.0 |
2,679.0 |
365.0 |
13.5% |
54.5 |
2.0% |
8% |
False |
False |
503,911 |
| 100 |
3,044.0 |
2,679.0 |
365.0 |
13.5% |
53.3 |
2.0% |
8% |
False |
False |
404,378 |
| 120 |
3,044.0 |
2,570.0 |
474.0 |
17.5% |
51.0 |
1.9% |
30% |
False |
False |
337,128 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,350.5 |
|
2.618 |
3,144.9 |
|
1.618 |
3,018.9 |
|
1.000 |
2,941.0 |
|
0.618 |
2,892.9 |
|
HIGH |
2,815.0 |
|
0.618 |
2,766.9 |
|
0.500 |
2,752.0 |
|
0.382 |
2,737.1 |
|
LOW |
2,689.0 |
|
0.618 |
2,611.1 |
|
1.000 |
2,563.0 |
|
1.618 |
2,485.1 |
|
2.618 |
2,359.1 |
|
4.250 |
2,153.5 |
|
|
| Fisher Pivots for day following 04-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,752.0 |
2,768.0 |
| PP |
2,738.0 |
2,748.7 |
| S1 |
2,724.0 |
2,729.3 |
|