| 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 |
1,108.0 |
1,065.7 |
-42.3 |
-3.8% |
1,082.9 |
| High |
1,112.8 |
1,070.0 |
-42.8 |
-3.8% |
1,127.3 |
| Low |
1,060.0 |
1,045.6 |
-14.4 |
-1.4% |
1,045.6 |
| Close |
1,064.0 |
1,053.8 |
-10.2 |
-1.0% |
1,053.8 |
| Range |
52.8 |
24.4 |
-28.4 |
-53.8% |
81.7 |
| ATR |
22.8 |
22.9 |
0.1 |
0.5% |
0.0 |
| Volume |
3,212 |
7,153 |
3,941 |
122.7% |
20,346 |
|
| Daily Pivots for day following 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,129.7 |
1,116.1 |
1,067.2 |
|
| R3 |
1,105.3 |
1,091.7 |
1,060.5 |
|
| R2 |
1,080.9 |
1,080.9 |
1,058.3 |
|
| R1 |
1,067.3 |
1,067.3 |
1,056.0 |
1,061.9 |
| PP |
1,056.5 |
1,056.5 |
1,056.5 |
1,053.8 |
| S1 |
1,042.9 |
1,042.9 |
1,051.6 |
1,037.5 |
| S2 |
1,032.1 |
1,032.1 |
1,049.3 |
|
| S3 |
1,007.7 |
1,018.5 |
1,047.1 |
|
| S4 |
983.3 |
994.1 |
1,040.4 |
|
|
| Weekly Pivots for week ending 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,320.7 |
1,268.9 |
1,098.7 |
|
| R3 |
1,239.0 |
1,187.2 |
1,076.3 |
|
| R2 |
1,157.3 |
1,157.3 |
1,068.8 |
|
| R1 |
1,105.5 |
1,105.5 |
1,061.3 |
1,090.6 |
| PP |
1,075.6 |
1,075.6 |
1,075.6 |
1,068.1 |
| S1 |
1,023.8 |
1,023.8 |
1,046.3 |
1,008.9 |
| S2 |
993.9 |
993.9 |
1,038.8 |
|
| S3 |
912.2 |
942.1 |
1,031.3 |
|
| S4 |
830.5 |
860.4 |
1,008.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,127.3 |
1,045.6 |
81.7 |
7.8% |
29.4 |
2.8% |
10% |
False |
True |
4,069 |
| 10 |
1,127.3 |
1,045.6 |
81.7 |
7.8% |
22.8 |
2.2% |
10% |
False |
True |
3,709 |
| 20 |
1,164.1 |
1,045.6 |
118.5 |
11.2% |
22.0 |
2.1% |
7% |
False |
True |
3,903 |
| 40 |
1,164.1 |
1,045.6 |
118.5 |
11.2% |
20.8 |
2.0% |
7% |
False |
True |
3,390 |
| 60 |
1,230.0 |
1,045.6 |
184.4 |
17.5% |
21.7 |
2.1% |
4% |
False |
True |
3,127 |
| 80 |
1,230.0 |
1,030.0 |
200.0 |
19.0% |
19.9 |
1.9% |
12% |
False |
False |
2,583 |
| 100 |
1,230.0 |
989.3 |
240.7 |
22.8% |
18.4 |
1.7% |
27% |
False |
False |
2,148 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,173.7 |
|
2.618 |
1,133.9 |
|
1.618 |
1,109.5 |
|
1.000 |
1,094.4 |
|
0.618 |
1,085.1 |
|
HIGH |
1,070.0 |
|
0.618 |
1,060.7 |
|
0.500 |
1,057.8 |
|
0.382 |
1,054.9 |
|
LOW |
1,045.6 |
|
0.618 |
1,030.5 |
|
1.000 |
1,021.2 |
|
1.618 |
1,006.1 |
|
2.618 |
981.7 |
|
4.250 |
941.9 |
|
|
| Fisher Pivots for day following 05-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,057.8 |
1,086.5 |
| PP |
1,056.5 |
1,075.6 |
| S1 |
1,055.1 |
1,064.7 |
|