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 |
10,137 |
10,226 |
89 |
0.9% |
10,166 |
High |
10,266 |
10,261 |
-5 |
0.0% |
10,264 |
Low |
10,103 |
10,187 |
84 |
0.8% |
9,994 |
Close |
10,224 |
10,241 |
17 |
0.2% |
10,017 |
Range |
163 |
74 |
-89 |
-54.6% |
270 |
ATR |
154 |
148 |
-6 |
-3.7% |
0 |
Volume |
121,767 |
137,521 |
15,754 |
12.9% |
902,946 |
|
Daily Pivots for day following 03-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,452 |
10,420 |
10,282 |
|
R3 |
10,378 |
10,346 |
10,261 |
|
R2 |
10,304 |
10,304 |
10,255 |
|
R1 |
10,272 |
10,272 |
10,248 |
10,288 |
PP |
10,230 |
10,230 |
10,230 |
10,238 |
S1 |
10,198 |
10,198 |
10,234 |
10,214 |
S2 |
10,156 |
10,156 |
10,228 |
|
S3 |
10,082 |
10,124 |
10,221 |
|
S4 |
10,008 |
10,050 |
10,200 |
|
|
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% |
167 |
1.6% |
91% |
False |
False |
166,880 |
10 |
10,591 |
9,994 |
597 |
5.8% |
182 |
1.8% |
41% |
False |
False |
171,732 |
20 |
10,687 |
9,994 |
693 |
6.8% |
148 |
1.4% |
36% |
False |
False |
138,700 |
40 |
10,687 |
9,994 |
693 |
6.8% |
128 |
1.3% |
36% |
False |
False |
98,380 |
60 |
10,687 |
9,816 |
871 |
8.5% |
132 |
1.3% |
49% |
False |
False |
65,686 |
80 |
10,687 |
9,570 |
1,117 |
10.9% |
139 |
1.4% |
60% |
False |
False |
49,297 |
100 |
10,687 |
9,280 |
1,407 |
13.7% |
135 |
1.3% |
68% |
False |
False |
39,445 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,576 |
2.618 |
10,455 |
1.618 |
10,381 |
1.000 |
10,335 |
0.618 |
10,307 |
HIGH |
10,261 |
0.618 |
10,233 |
0.500 |
10,224 |
0.382 |
10,215 |
LOW |
10,187 |
0.618 |
10,141 |
1.000 |
10,113 |
1.618 |
10,067 |
2.618 |
9,993 |
4.250 |
9,873 |
|
|
Fisher Pivots for day following 03-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
10,235 |
10,206 |
PP |
10,230 |
10,171 |
S1 |
10,224 |
10,136 |
|