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 |
10,013 |
10,137 |
124 |
1.2% |
10,166 |
High |
10,145 |
10,266 |
121 |
1.2% |
10,264 |
Low |
10,005 |
10,103 |
98 |
1.0% |
9,994 |
Close |
10,137 |
10,224 |
87 |
0.9% |
10,017 |
Range |
140 |
163 |
23 |
16.4% |
270 |
ATR |
153 |
154 |
1 |
0.5% |
0 |
Volume |
189,885 |
121,767 |
-68,118 |
-35.9% |
902,946 |
|
Daily Pivots for day following 02-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,687 |
10,618 |
10,314 |
|
R3 |
10,524 |
10,455 |
10,269 |
|
R2 |
10,361 |
10,361 |
10,254 |
|
R1 |
10,292 |
10,292 |
10,239 |
10,327 |
PP |
10,198 |
10,198 |
10,198 |
10,215 |
S1 |
10,129 |
10,129 |
10,209 |
10,164 |
S2 |
10,035 |
10,035 |
10,194 |
|
S3 |
9,872 |
9,966 |
10,179 |
|
S4 |
9,709 |
9,803 |
10,134 |
|
|
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 |
10,266 |
9,994 |
272 |
2.7% |
182 |
1.8% |
85% |
True |
False |
172,235 |
10 |
10,676 |
9,994 |
682 |
6.7% |
196 |
1.9% |
34% |
False |
False |
169,835 |
20 |
10,687 |
9,994 |
693 |
6.8% |
149 |
1.5% |
33% |
False |
False |
136,512 |
40 |
10,687 |
9,994 |
693 |
6.8% |
132 |
1.3% |
33% |
False |
False |
94,970 |
60 |
10,687 |
9,663 |
1,024 |
10.0% |
134 |
1.3% |
55% |
False |
False |
63,398 |
80 |
10,687 |
9,570 |
1,117 |
10.9% |
139 |
1.4% |
59% |
False |
False |
47,578 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,959 |
2.618 |
10,693 |
1.618 |
10,530 |
1.000 |
10,429 |
0.618 |
10,367 |
HIGH |
10,266 |
0.618 |
10,204 |
0.500 |
10,185 |
0.382 |
10,165 |
LOW |
10,103 |
0.618 |
10,002 |
1.000 |
9,940 |
1.618 |
9,839 |
2.618 |
9,676 |
4.250 |
9,410 |
|
|
Fisher Pivots for day following 02-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
10,211 |
10,193 |
PP |
10,198 |
10,161 |
S1 |
10,185 |
10,130 |
|