| 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 |
2,678.0 |
2,715.0 |
37.0 |
1.4% |
2,719.0 |
| High |
2,725.0 |
2,775.0 |
50.0 |
1.8% |
2,772.0 |
| Low |
2,678.0 |
2,707.0 |
29.0 |
1.1% |
2,655.0 |
| Close |
2,723.0 |
2,760.0 |
37.0 |
1.4% |
2,703.0 |
| Range |
47.0 |
68.0 |
21.0 |
44.7% |
117.0 |
| ATR |
58.3 |
59.0 |
0.7 |
1.2% |
0.0 |
| Volume |
3,236 |
198 |
-3,038 |
-93.9% |
7,653 |
|
| Daily Pivots for day following 02-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,951.3 |
2,923.7 |
2,797.4 |
|
| R3 |
2,883.3 |
2,855.7 |
2,778.7 |
|
| R2 |
2,815.3 |
2,815.3 |
2,772.5 |
|
| R1 |
2,787.7 |
2,787.7 |
2,766.2 |
2,801.5 |
| PP |
2,747.3 |
2,747.3 |
2,747.3 |
2,754.3 |
| S1 |
2,719.7 |
2,719.7 |
2,753.8 |
2,733.5 |
| S2 |
2,679.3 |
2,679.3 |
2,747.5 |
|
| S3 |
2,611.3 |
2,651.7 |
2,741.3 |
|
| S4 |
2,543.3 |
2,583.7 |
2,722.6 |
|
|
| Weekly Pivots for week ending 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,061.0 |
2,999.0 |
2,767.4 |
|
| R3 |
2,944.0 |
2,882.0 |
2,735.2 |
|
| R2 |
2,827.0 |
2,827.0 |
2,724.5 |
|
| R1 |
2,765.0 |
2,765.0 |
2,713.7 |
2,737.5 |
| PP |
2,710.0 |
2,710.0 |
2,710.0 |
2,696.3 |
| S1 |
2,648.0 |
2,648.0 |
2,692.3 |
2,620.5 |
| S2 |
2,593.0 |
2,593.0 |
2,681.6 |
|
| S3 |
2,476.0 |
2,531.0 |
2,670.8 |
|
| S4 |
2,359.0 |
2,414.0 |
2,638.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,775.0 |
2,655.0 |
120.0 |
4.3% |
65.6 |
2.4% |
88% |
True |
False |
2,157 |
| 10 |
2,915.0 |
2,655.0 |
260.0 |
9.4% |
73.0 |
2.6% |
40% |
False |
False |
2,042 |
| 20 |
2,975.0 |
2,655.0 |
320.0 |
11.6% |
56.8 |
2.1% |
33% |
False |
False |
1,985 |
| 40 |
2,975.0 |
2,655.0 |
320.0 |
11.6% |
47.8 |
1.7% |
33% |
False |
False |
4,142 |
| 60 |
2,975.0 |
2,643.0 |
332.0 |
12.0% |
44.9 |
1.6% |
35% |
False |
False |
2,971 |
| 80 |
2,975.0 |
2,617.0 |
358.0 |
13.0% |
46.9 |
1.7% |
40% |
False |
False |
2,338 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,064.0 |
|
2.618 |
2,953.0 |
|
1.618 |
2,885.0 |
|
1.000 |
2,843.0 |
|
0.618 |
2,817.0 |
|
HIGH |
2,775.0 |
|
0.618 |
2,749.0 |
|
0.500 |
2,741.0 |
|
0.382 |
2,733.0 |
|
LOW |
2,707.0 |
|
0.618 |
2,665.0 |
|
1.000 |
2,639.0 |
|
1.618 |
2,597.0 |
|
2.618 |
2,529.0 |
|
4.250 |
2,418.0 |
|
|
| Fisher Pivots for day following 02-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,753.7 |
2,745.0 |
| PP |
2,747.3 |
2,730.0 |
| S1 |
2,741.0 |
2,715.0 |
|