| Trading Metrics calculated at close of trading on 02-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2010 |
02-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
19,847 |
20,288 |
441 |
2.2% |
20,336 |
| High |
20,137 |
20,433 |
296 |
1.5% |
20,530 |
| Low |
19,740 |
20,086 |
346 |
1.8% |
19,815 |
| Close |
20,080 |
20,121 |
41 |
0.2% |
20,128 |
| Range |
397 |
347 |
-50 |
-12.6% |
715 |
| ATR |
390 |
388 |
-3 |
-0.7% |
0 |
| Volume |
1,531 |
833 |
-698 |
-45.6% |
4,510 |
|
| Daily Pivots for day following 02-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,254 |
21,035 |
20,312 |
|
| R3 |
20,907 |
20,688 |
20,216 |
|
| R2 |
20,560 |
20,560 |
20,185 |
|
| R1 |
20,341 |
20,341 |
20,153 |
20,277 |
| PP |
20,213 |
20,213 |
20,213 |
20,182 |
| S1 |
19,994 |
19,994 |
20,089 |
19,930 |
| S2 |
19,866 |
19,866 |
20,057 |
|
| S3 |
19,519 |
19,647 |
20,026 |
|
| S4 |
19,172 |
19,300 |
19,930 |
|
|
| Weekly Pivots for week ending 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
22,303 |
21,930 |
20,521 |
|
| R3 |
21,588 |
21,215 |
20,325 |
|
| R2 |
20,873 |
20,873 |
20,259 |
|
| R1 |
20,500 |
20,500 |
20,194 |
20,329 |
| PP |
20,158 |
20,158 |
20,158 |
20,072 |
| S1 |
19,785 |
19,785 |
20,062 |
19,614 |
| S2 |
19,443 |
19,443 |
19,997 |
|
| S3 |
18,728 |
19,070 |
19,931 |
|
| S4 |
18,013 |
18,355 |
19,735 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
20,433 |
19,740 |
693 |
3.4% |
372 |
1.8% |
55% |
True |
False |
1,065 |
| 10 |
21,526 |
19,740 |
1,786 |
8.9% |
404 |
2.0% |
21% |
False |
False |
857 |
| 20 |
22,637 |
19,740 |
2,897 |
14.4% |
341 |
1.7% |
13% |
False |
False |
659 |
| 40 |
22,637 |
19,740 |
2,897 |
14.4% |
329 |
1.6% |
13% |
False |
False |
471 |
| 60 |
23,020 |
19,740 |
3,280 |
16.3% |
318 |
1.6% |
12% |
False |
False |
356 |
| 80 |
23,020 |
19,740 |
3,280 |
16.3% |
284 |
1.4% |
12% |
False |
False |
278 |
| 100 |
23,020 |
19,740 |
3,280 |
16.3% |
266 |
1.3% |
12% |
False |
False |
226 |
| 120 |
23,020 |
19,300 |
3,720 |
18.5% |
244 |
1.2% |
22% |
False |
False |
191 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
21,908 |
|
2.618 |
21,341 |
|
1.618 |
20,994 |
|
1.000 |
20,780 |
|
0.618 |
20,647 |
|
HIGH |
20,433 |
|
0.618 |
20,300 |
|
0.500 |
20,260 |
|
0.382 |
20,219 |
|
LOW |
20,086 |
|
0.618 |
19,872 |
|
1.000 |
19,739 |
|
1.618 |
19,525 |
|
2.618 |
19,178 |
|
4.250 |
18,611 |
|
|
| Fisher Pivots for day following 02-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
20,260 |
20,110 |
| PP |
20,213 |
20,098 |
| S1 |
20,167 |
20,087 |
|