| Trading Metrics calculated at close of trading on 03-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2010 |
03-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
20,288 |
20,398 |
110 |
0.5% |
20,336 |
| High |
20,433 |
20,686 |
253 |
1.2% |
20,530 |
| Low |
20,086 |
20,224 |
138 |
0.7% |
19,815 |
| Close |
20,121 |
20,540 |
419 |
2.1% |
20,128 |
| Range |
347 |
462 |
115 |
33.1% |
715 |
| ATR |
388 |
400 |
13 |
3.3% |
0 |
| Volume |
833 |
1,332 |
499 |
59.9% |
4,510 |
|
| Daily Pivots for day following 03-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,869 |
21,667 |
20,794 |
|
| R3 |
21,407 |
21,205 |
20,667 |
|
| R2 |
20,945 |
20,945 |
20,625 |
|
| R1 |
20,743 |
20,743 |
20,582 |
20,844 |
| PP |
20,483 |
20,483 |
20,483 |
20,534 |
| S1 |
20,281 |
20,281 |
20,498 |
20,382 |
| S2 |
20,021 |
20,021 |
20,455 |
|
| S3 |
19,559 |
19,819 |
20,413 |
|
| S4 |
19,097 |
19,357 |
20,286 |
|
|
| Weekly Pivots for week ending 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
22,303 |
21,930 |
20,521 |
|
| R3 |
21,588 |
21,215 |
20,325 |
|
| R2 |
20,873 |
20,873 |
20,259 |
|
| R1 |
20,500 |
20,500 |
20,194 |
20,329 |
| PP |
20,158 |
20,158 |
20,158 |
20,072 |
| S1 |
19,785 |
19,785 |
20,062 |
19,614 |
| S2 |
19,443 |
19,443 |
19,997 |
|
| S3 |
18,728 |
19,070 |
19,931 |
|
| S4 |
18,013 |
18,355 |
19,735 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
20,686 |
19,740 |
946 |
4.6% |
382 |
1.9% |
85% |
True |
False |
1,114 |
| 10 |
21,200 |
19,740 |
1,460 |
7.1% |
409 |
2.0% |
55% |
False |
False |
941 |
| 20 |
22,637 |
19,740 |
2,897 |
14.1% |
350 |
1.7% |
28% |
False |
False |
713 |
| 40 |
22,637 |
19,740 |
2,897 |
14.1% |
333 |
1.6% |
28% |
False |
False |
500 |
| 60 |
23,020 |
19,740 |
3,280 |
16.0% |
323 |
1.6% |
24% |
False |
False |
378 |
| 80 |
23,020 |
19,740 |
3,280 |
16.0% |
288 |
1.4% |
24% |
False |
False |
295 |
| 100 |
23,020 |
19,740 |
3,280 |
16.0% |
268 |
1.3% |
24% |
False |
False |
239 |
| 120 |
23,020 |
19,300 |
3,720 |
18.1% |
246 |
1.2% |
33% |
False |
False |
202 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
22,650 |
|
2.618 |
21,896 |
|
1.618 |
21,434 |
|
1.000 |
21,148 |
|
0.618 |
20,972 |
|
HIGH |
20,686 |
|
0.618 |
20,510 |
|
0.500 |
20,455 |
|
0.382 |
20,400 |
|
LOW |
20,224 |
|
0.618 |
19,938 |
|
1.000 |
19,762 |
|
1.618 |
19,476 |
|
2.618 |
19,014 |
|
4.250 |
18,261 |
|
|
| Fisher Pivots for day following 03-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
20,512 |
20,431 |
| PP |
20,483 |
20,322 |
| S1 |
20,455 |
20,213 |
|