| 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 |
3,130 |
3,062 |
-68 |
-2.2% |
3,191 |
| High |
3,150 |
3,090 |
-60 |
-1.9% |
3,203 |
| Low |
3,060 |
2,965 |
-95 |
-3.1% |
2,965 |
| Close |
3,090 |
2,972 |
-118 |
-3.8% |
2,972 |
| Range |
90 |
125 |
35 |
38.9% |
238 |
| ATR |
82 |
85 |
3 |
3.8% |
0 |
| Volume |
11,235 |
12,039 |
804 |
7.2% |
60,205 |
|
| Daily Pivots for day following 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,384 |
3,303 |
3,041 |
|
| R3 |
3,259 |
3,178 |
3,006 |
|
| R2 |
3,134 |
3,134 |
2,995 |
|
| R1 |
3,053 |
3,053 |
2,983 |
3,031 |
| PP |
3,009 |
3,009 |
3,009 |
2,998 |
| S1 |
2,928 |
2,928 |
2,961 |
2,906 |
| S2 |
2,884 |
2,884 |
2,949 |
|
| S3 |
2,759 |
2,803 |
2,938 |
|
| S4 |
2,634 |
2,678 |
2,903 |
|
|
| Weekly Pivots for week ending 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,761 |
3,604 |
3,103 |
|
| R3 |
3,523 |
3,366 |
3,037 |
|
| R2 |
3,285 |
3,285 |
3,016 |
|
| R1 |
3,128 |
3,128 |
2,994 |
3,088 |
| PP |
3,047 |
3,047 |
3,047 |
3,026 |
| S1 |
2,890 |
2,890 |
2,950 |
2,850 |
| S2 |
2,809 |
2,809 |
2,928 |
|
| S3 |
2,571 |
2,652 |
2,907 |
|
| S4 |
2,333 |
2,414 |
2,841 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,203 |
2,965 |
238 |
8.0% |
95 |
3.2% |
3% |
False |
True |
12,041 |
| 10 |
3,423 |
2,965 |
458 |
15.4% |
100 |
3.4% |
2% |
False |
True |
11,496 |
| 20 |
3,485 |
2,965 |
520 |
17.5% |
81 |
2.7% |
1% |
False |
True |
9,050 |
| 40 |
3,510 |
2,965 |
545 |
18.3% |
74 |
2.5% |
1% |
False |
True |
7,762 |
| 60 |
3,510 |
2,965 |
545 |
18.3% |
74 |
2.5% |
1% |
False |
True |
7,786 |
| 80 |
3,510 |
2,965 |
545 |
18.3% |
76 |
2.5% |
1% |
False |
True |
6,754 |
| 100 |
3,510 |
2,950 |
560 |
18.8% |
78 |
2.6% |
4% |
False |
False |
5,726 |
| 120 |
3,510 |
2,725 |
785 |
26.4% |
79 |
2.6% |
31% |
False |
False |
4,957 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,621 |
|
2.618 |
3,417 |
|
1.618 |
3,292 |
|
1.000 |
3,215 |
|
0.618 |
3,167 |
|
HIGH |
3,090 |
|
0.618 |
3,042 |
|
0.500 |
3,028 |
|
0.382 |
3,013 |
|
LOW |
2,965 |
|
0.618 |
2,888 |
|
1.000 |
2,840 |
|
1.618 |
2,763 |
|
2.618 |
2,638 |
|
4.250 |
2,434 |
|
|
| Fisher Pivots for day following 05-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
3,028 |
3,060 |
| PP |
3,009 |
3,030 |
| S1 |
2,991 |
3,001 |
|