Trading Metrics calculated at close of trading on 04-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2010 |
04-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
10,226 |
10,240 |
14 |
0.1% |
10,166 |
High |
10,261 |
10,255 |
-6 |
-0.1% |
10,264 |
Low |
10,187 |
9,955 |
-232 |
-2.3% |
9,994 |
Close |
10,241 |
9,979 |
-262 |
-2.6% |
10,017 |
Range |
74 |
300 |
226 |
305.4% |
270 |
ATR |
148 |
159 |
11 |
7.3% |
0 |
Volume |
137,521 |
112,524 |
-24,997 |
-18.2% |
902,946 |
|
Daily Pivots for day following 04-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,963 |
10,771 |
10,144 |
|
R3 |
10,663 |
10,471 |
10,062 |
|
R2 |
10,363 |
10,363 |
10,034 |
|
R1 |
10,171 |
10,171 |
10,007 |
10,117 |
PP |
10,063 |
10,063 |
10,063 |
10,036 |
S1 |
9,871 |
9,871 |
9,952 |
9,817 |
S2 |
9,763 |
9,763 |
9,924 |
|
S3 |
9,463 |
9,571 |
9,897 |
|
S4 |
9,163 |
9,271 |
9,814 |
|
|
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 |
9,955 |
311 |
3.1% |
175 |
1.8% |
8% |
False |
True |
151,476 |
10 |
10,375 |
9,955 |
420 |
4.2% |
186 |
1.9% |
6% |
False |
True |
167,279 |
20 |
10,687 |
9,955 |
732 |
7.3% |
160 |
1.6% |
3% |
False |
True |
139,662 |
40 |
10,687 |
9,955 |
732 |
7.3% |
133 |
1.3% |
3% |
False |
True |
101,157 |
60 |
10,687 |
9,911 |
776 |
7.8% |
134 |
1.3% |
9% |
False |
False |
67,560 |
80 |
10,687 |
9,570 |
1,117 |
11.2% |
141 |
1.4% |
37% |
False |
False |
50,702 |
100 |
10,687 |
9,280 |
1,407 |
14.1% |
138 |
1.4% |
50% |
False |
False |
40,571 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,530 |
2.618 |
11,041 |
1.618 |
10,741 |
1.000 |
10,555 |
0.618 |
10,441 |
HIGH |
10,255 |
0.618 |
10,141 |
0.500 |
10,105 |
0.382 |
10,070 |
LOW |
9,955 |
0.618 |
9,770 |
1.000 |
9,655 |
1.618 |
9,470 |
2.618 |
9,170 |
4.250 |
8,680 |
|
|
Fisher Pivots for day following 04-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
10,105 |
10,111 |
PP |
10,063 |
10,067 |
S1 |
10,021 |
10,023 |
|