| 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 |
3,191 |
3,150 |
-41 |
-1.3% |
3,423 |
| High |
3,203 |
3,154 |
-49 |
-1.5% |
3,423 |
| Low |
3,143 |
3,040 |
-103 |
-3.3% |
3,172 |
| Close |
3,152 |
3,132 |
-20 |
-0.6% |
3,184 |
| Range |
60 |
114 |
54 |
90.0% |
251 |
| ATR |
79 |
81 |
3 |
3.2% |
0 |
| Volume |
11,614 |
10,187 |
-1,427 |
-12.3% |
54,757 |
|
| Daily Pivots for day following 02-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,451 |
3,405 |
3,195 |
|
| R3 |
3,337 |
3,291 |
3,163 |
|
| R2 |
3,223 |
3,223 |
3,153 |
|
| R1 |
3,177 |
3,177 |
3,142 |
3,143 |
| PP |
3,109 |
3,109 |
3,109 |
3,092 |
| S1 |
3,063 |
3,063 |
3,122 |
3,029 |
| S2 |
2,995 |
2,995 |
3,111 |
|
| S3 |
2,881 |
2,949 |
3,101 |
|
| S4 |
2,767 |
2,835 |
3,069 |
|
|
| Weekly Pivots for week ending 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,013 |
3,849 |
3,322 |
|
| R3 |
3,762 |
3,598 |
3,253 |
|
| R2 |
3,511 |
3,511 |
3,230 |
|
| R1 |
3,347 |
3,347 |
3,207 |
3,304 |
| PP |
3,260 |
3,260 |
3,260 |
3,238 |
| S1 |
3,096 |
3,096 |
3,161 |
3,053 |
| S2 |
3,009 |
3,009 |
3,138 |
|
| S3 |
2,758 |
2,845 |
3,115 |
|
| S4 |
2,507 |
2,594 |
3,046 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,370 |
3,040 |
330 |
10.5% |
112 |
3.6% |
28% |
False |
True |
12,536 |
| 10 |
3,485 |
3,040 |
445 |
14.2% |
91 |
2.9% |
21% |
False |
True |
9,757 |
| 20 |
3,485 |
3,040 |
445 |
14.2% |
75 |
2.4% |
21% |
False |
True |
8,011 |
| 40 |
3,510 |
3,040 |
470 |
15.0% |
71 |
2.3% |
20% |
False |
True |
7,235 |
| 60 |
3,510 |
3,040 |
470 |
15.0% |
73 |
2.3% |
20% |
False |
True |
7,551 |
| 80 |
3,510 |
3,040 |
470 |
15.0% |
74 |
2.4% |
20% |
False |
True |
6,378 |
| 100 |
3,510 |
2,942 |
568 |
18.1% |
76 |
2.4% |
33% |
False |
False |
5,367 |
| 120 |
3,510 |
2,725 |
785 |
25.1% |
78 |
2.5% |
52% |
False |
False |
4,660 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,639 |
|
2.618 |
3,452 |
|
1.618 |
3,338 |
|
1.000 |
3,268 |
|
0.618 |
3,224 |
|
HIGH |
3,154 |
|
0.618 |
3,110 |
|
0.500 |
3,097 |
|
0.382 |
3,084 |
|
LOW |
3,040 |
|
0.618 |
2,970 |
|
1.000 |
2,926 |
|
1.618 |
2,856 |
|
2.618 |
2,742 |
|
4.250 |
2,556 |
|
|
| Fisher Pivots for day following 02-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
3,120 |
3,164 |
| PP |
3,109 |
3,153 |
| S1 |
3,097 |
3,143 |
|