Trading Metrics calculated at close of trading on 01-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2010 |
01-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
10,070 |
10,013 |
-57 |
-0.6% |
10,166 |
High |
10,192 |
10,145 |
-47 |
-0.5% |
10,264 |
Low |
9,994 |
10,005 |
11 |
0.1% |
9,994 |
Close |
10,017 |
10,137 |
120 |
1.2% |
10,017 |
Range |
198 |
140 |
-58 |
-29.3% |
270 |
ATR |
154 |
153 |
-1 |
-0.6% |
0 |
Volume |
195,686 |
189,885 |
-5,801 |
-3.0% |
902,946 |
|
Daily Pivots for day following 01-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,516 |
10,466 |
10,214 |
|
R3 |
10,376 |
10,326 |
10,176 |
|
R2 |
10,236 |
10,236 |
10,163 |
|
R1 |
10,186 |
10,186 |
10,150 |
10,211 |
PP |
10,096 |
10,096 |
10,096 |
10,108 |
S1 |
10,046 |
10,046 |
10,124 |
10,071 |
S2 |
9,956 |
9,956 |
10,111 |
|
S3 |
9,816 |
9,906 |
10,099 |
|
S4 |
9,676 |
9,766 |
10,060 |
|
|
Weekly Pivots for week ending 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,902 |
10,729 |
10,166 |
|
R3 |
10,632 |
10,459 |
10,091 |
|
R2 |
10,362 |
10,362 |
10,067 |
|
R1 |
10,189 |
10,189 |
10,042 |
10,141 |
PP |
10,092 |
10,092 |
10,092 |
10,067 |
S1 |
9,919 |
9,919 |
9,992 |
9,871 |
S2 |
9,822 |
9,822 |
9,968 |
|
S3 |
9,552 |
9,649 |
9,943 |
|
S4 |
9,282 |
9,379 |
9,869 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,264 |
9,994 |
270 |
2.7% |
186 |
1.8% |
53% |
False |
False |
175,845 |
10 |
10,687 |
9,994 |
693 |
6.8% |
196 |
1.9% |
21% |
False |
False |
171,718 |
20 |
10,687 |
9,994 |
693 |
6.8% |
149 |
1.5% |
21% |
False |
False |
132,406 |
40 |
10,687 |
9,994 |
693 |
6.8% |
132 |
1.3% |
21% |
False |
False |
91,934 |
60 |
10,687 |
9,654 |
1,033 |
10.2% |
134 |
1.3% |
47% |
False |
False |
61,371 |
80 |
10,687 |
9,566 |
1,121 |
11.1% |
138 |
1.4% |
51% |
False |
False |
46,057 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,740 |
2.618 |
10,512 |
1.618 |
10,372 |
1.000 |
10,285 |
0.618 |
10,232 |
HIGH |
10,145 |
0.618 |
10,092 |
0.500 |
10,075 |
0.382 |
10,059 |
LOW |
10,005 |
0.618 |
9,919 |
1.000 |
9,865 |
1.618 |
9,779 |
2.618 |
9,639 |
4.250 |
9,410 |
|
|
Fisher Pivots for day following 01-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
10,116 |
10,134 |
PP |
10,096 |
10,132 |
S1 |
10,075 |
10,129 |
|