| Trading Metrics calculated at close of trading on 04-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2010 |
04-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
1,092.75 |
1,090.75 |
-2.00 |
-0.2% |
1,086.25 |
| High |
1,095.00 |
1,093.00 |
-2.00 |
-0.2% |
1,098.50 |
| Low |
1,085.75 |
1,054.75 |
-31.00 |
-2.9% |
1,062.00 |
| Close |
1,091.50 |
1,057.00 |
-34.50 |
-3.2% |
1,065.50 |
| Range |
9.25 |
38.25 |
29.00 |
313.5% |
36.50 |
| ATR |
16.84 |
18.37 |
1.53 |
9.1% |
0.00 |
| Volume |
2,778 |
1,019 |
-1,759 |
-63.3% |
14,032 |
|
| Daily Pivots for day following 04-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,183.00 |
1,158.25 |
1,078.00 |
|
| R3 |
1,144.75 |
1,120.00 |
1,067.50 |
|
| R2 |
1,106.50 |
1,106.50 |
1,064.00 |
|
| R1 |
1,081.75 |
1,081.75 |
1,060.50 |
1,075.00 |
| PP |
1,068.25 |
1,068.25 |
1,068.25 |
1,065.00 |
| S1 |
1,043.50 |
1,043.50 |
1,053.50 |
1,036.75 |
| S2 |
1,030.00 |
1,030.00 |
1,050.00 |
|
| S3 |
991.75 |
1,005.25 |
1,046.50 |
|
| S4 |
953.50 |
967.00 |
1,036.00 |
|
|
| Weekly Pivots for week ending 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,184.75 |
1,161.75 |
1,085.50 |
|
| R3 |
1,148.25 |
1,125.25 |
1,075.50 |
|
| R2 |
1,111.75 |
1,111.75 |
1,072.25 |
|
| R1 |
1,088.75 |
1,088.75 |
1,068.75 |
1,082.00 |
| PP |
1,075.25 |
1,075.25 |
1,075.25 |
1,072.00 |
| S1 |
1,052.25 |
1,052.25 |
1,062.25 |
1,045.50 |
| S2 |
1,038.75 |
1,038.75 |
1,058.75 |
|
| S3 |
1,002.25 |
1,015.75 |
1,055.50 |
|
| S4 |
965.75 |
979.25 |
1,045.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,096.50 |
1,054.75 |
41.75 |
3.9% |
22.25 |
2.1% |
5% |
False |
True |
1,888 |
| 10 |
1,110.50 |
1,054.75 |
55.75 |
5.3% |
21.50 |
2.0% |
4% |
False |
True |
2,303 |
| 20 |
1,143.00 |
1,054.75 |
88.25 |
8.3% |
18.75 |
1.8% |
3% |
False |
True |
1,677 |
| 40 |
1,143.00 |
1,054.75 |
88.25 |
8.3% |
14.50 |
1.4% |
3% |
False |
True |
1,021 |
| 60 |
1,143.00 |
1,054.75 |
88.25 |
8.3% |
13.75 |
1.3% |
3% |
False |
True |
685 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,255.50 |
|
2.618 |
1,193.25 |
|
1.618 |
1,155.00 |
|
1.000 |
1,131.25 |
|
0.618 |
1,116.75 |
|
HIGH |
1,093.00 |
|
0.618 |
1,078.50 |
|
0.500 |
1,074.00 |
|
0.382 |
1,069.25 |
|
LOW |
1,054.75 |
|
0.618 |
1,031.00 |
|
1.000 |
1,016.50 |
|
1.618 |
992.75 |
|
2.618 |
954.50 |
|
4.250 |
892.25 |
|
|
| Fisher Pivots for day following 04-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,074.00 |
1,075.50 |
| PP |
1,068.25 |
1,069.50 |
| S1 |
1,062.50 |
1,063.25 |
|