Trading Metrics calculated at close of trading on 05-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2010 |
05-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
10,240 |
9,978 |
-262 |
-2.6% |
10,013 |
High |
10,255 |
10,004 |
-251 |
-2.4% |
10,266 |
Low |
9,955 |
9,791 |
-164 |
-1.6% |
9,791 |
Close |
9,979 |
9,941 |
-38 |
-0.4% |
9,941 |
Range |
300 |
213 |
-87 |
-29.0% |
475 |
ATR |
159 |
163 |
4 |
2.4% |
0 |
Volume |
112,524 |
201,473 |
88,949 |
79.0% |
763,170 |
|
Daily Pivots for day following 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,551 |
10,459 |
10,058 |
|
R3 |
10,338 |
10,246 |
10,000 |
|
R2 |
10,125 |
10,125 |
9,980 |
|
R1 |
10,033 |
10,033 |
9,961 |
9,973 |
PP |
9,912 |
9,912 |
9,912 |
9,882 |
S1 |
9,820 |
9,820 |
9,922 |
9,760 |
S2 |
9,699 |
9,699 |
9,902 |
|
S3 |
9,486 |
9,607 |
9,883 |
|
S4 |
9,273 |
9,394 |
9,824 |
|
|
Weekly Pivots for week ending 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,424 |
11,158 |
10,202 |
|
R3 |
10,949 |
10,683 |
10,072 |
|
R2 |
10,474 |
10,474 |
10,028 |
|
R1 |
10,208 |
10,208 |
9,985 |
10,104 |
PP |
9,999 |
9,999 |
9,999 |
9,947 |
S1 |
9,733 |
9,733 |
9,898 |
9,629 |
S2 |
9,524 |
9,524 |
9,854 |
|
S3 |
9,049 |
9,258 |
9,811 |
|
S4 |
8,574 |
8,783 |
9,680 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,266 |
9,791 |
475 |
4.8% |
178 |
1.8% |
32% |
False |
True |
152,634 |
10 |
10,266 |
9,791 |
475 |
4.8% |
181 |
1.8% |
32% |
False |
True |
166,611 |
20 |
10,687 |
9,791 |
896 |
9.0% |
165 |
1.7% |
17% |
False |
True |
144,877 |
40 |
10,687 |
9,791 |
896 |
9.0% |
134 |
1.3% |
17% |
False |
True |
106,158 |
60 |
10,687 |
9,791 |
896 |
9.0% |
134 |
1.3% |
17% |
False |
True |
70,914 |
80 |
10,687 |
9,570 |
1,117 |
11.2% |
143 |
1.4% |
33% |
False |
False |
53,220 |
100 |
10,687 |
9,280 |
1,407 |
14.2% |
138 |
1.4% |
47% |
False |
False |
42,585 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,909 |
2.618 |
10,562 |
1.618 |
10,349 |
1.000 |
10,217 |
0.618 |
10,136 |
HIGH |
10,004 |
0.618 |
9,923 |
0.500 |
9,898 |
0.382 |
9,872 |
LOW |
9,791 |
0.618 |
9,659 |
1.000 |
9,578 |
1.618 |
9,446 |
2.618 |
9,233 |
4.250 |
8,886 |
|
|
Fisher Pivots for day following 05-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
9,927 |
10,026 |
PP |
9,912 |
9,998 |
S1 |
9,898 |
9,969 |
|