| 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 |
2,815.0 |
2,706.0 |
-109.0 |
-3.9% |
2,745.0 |
| High |
2,815.0 |
2,706.0 |
-109.0 |
-3.9% |
2,847.0 |
| Low |
2,689.0 |
2,597.0 |
-92.0 |
-3.4% |
2,597.0 |
| Close |
2,710.0 |
2,641.0 |
-69.0 |
-2.5% |
2,641.0 |
| Range |
126.0 |
109.0 |
-17.0 |
-13.5% |
250.0 |
| ATR |
68.1 |
71.3 |
3.2 |
4.7% |
0.0 |
| Volume |
2,176,307 |
3,291,282 |
1,114,975 |
51.2% |
9,232,794 |
|
| Daily Pivots for day following 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,975.0 |
2,917.0 |
2,701.0 |
|
| R3 |
2,866.0 |
2,808.0 |
2,671.0 |
|
| R2 |
2,757.0 |
2,757.0 |
2,661.0 |
|
| R1 |
2,699.0 |
2,699.0 |
2,651.0 |
2,673.5 |
| PP |
2,648.0 |
2,648.0 |
2,648.0 |
2,635.3 |
| S1 |
2,590.0 |
2,590.0 |
2,631.0 |
2,564.5 |
| S2 |
2,539.0 |
2,539.0 |
2,621.0 |
|
| S3 |
2,430.0 |
2,481.0 |
2,611.0 |
|
| S4 |
2,321.0 |
2,372.0 |
2,581.1 |
|
|
| Weekly Pivots for week ending 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,445.0 |
3,293.0 |
2,778.5 |
|
| R3 |
3,195.0 |
3,043.0 |
2,709.8 |
|
| R2 |
2,945.0 |
2,945.0 |
2,686.8 |
|
| R1 |
2,793.0 |
2,793.0 |
2,663.9 |
2,744.0 |
| PP |
2,695.0 |
2,695.0 |
2,695.0 |
2,670.5 |
| S1 |
2,543.0 |
2,543.0 |
2,618.1 |
2,494.0 |
| S2 |
2,445.0 |
2,445.0 |
2,595.2 |
|
| S3 |
2,195.0 |
2,293.0 |
2,572.3 |
|
| S4 |
1,945.0 |
2,043.0 |
2,503.5 |
|
|
| 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 |
2,597.0 |
250.0 |
9.5% |
82.8 |
3.1% |
18% |
False |
True |
1,846,558 |
| 10 |
2,847.0 |
2,597.0 |
250.0 |
9.5% |
77.2 |
2.9% |
18% |
False |
True |
1,796,073 |
| 20 |
3,044.0 |
2,597.0 |
447.0 |
16.9% |
72.6 |
2.7% |
10% |
False |
True |
1,597,279 |
| 40 |
3,044.0 |
2,597.0 |
447.0 |
16.9% |
57.1 |
2.2% |
10% |
False |
True |
1,086,349 |
| 60 |
3,044.0 |
2,597.0 |
447.0 |
16.9% |
54.5 |
2.1% |
10% |
False |
True |
725,251 |
| 80 |
3,044.0 |
2,597.0 |
447.0 |
16.9% |
55.4 |
2.1% |
10% |
False |
True |
545,051 |
| 100 |
3,044.0 |
2,597.0 |
447.0 |
16.9% |
54.1 |
2.0% |
10% |
False |
True |
437,255 |
| 120 |
3,044.0 |
2,570.0 |
474.0 |
17.9% |
51.4 |
1.9% |
15% |
False |
False |
364,555 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,169.3 |
|
2.618 |
2,991.4 |
|
1.618 |
2,882.4 |
|
1.000 |
2,815.0 |
|
0.618 |
2,773.4 |
|
HIGH |
2,706.0 |
|
0.618 |
2,664.4 |
|
0.500 |
2,651.5 |
|
0.382 |
2,638.6 |
|
LOW |
2,597.0 |
|
0.618 |
2,529.6 |
|
1.000 |
2,488.0 |
|
1.618 |
2,420.6 |
|
2.618 |
2,311.6 |
|
4.250 |
2,133.8 |
|
|
| Fisher Pivots for day following 05-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,651.5 |
2,722.0 |
| PP |
2,648.0 |
2,695.0 |
| S1 |
2,644.5 |
2,668.0 |
|