Trading Metrics calculated at close of trading on 08-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2010 |
08-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
9,978 |
9,954 |
-24 |
-0.2% |
10,013 |
High |
10,004 |
9,995 |
-9 |
-0.1% |
10,266 |
Low |
9,791 |
9,865 |
74 |
0.8% |
9,791 |
Close |
9,941 |
9,895 |
-46 |
-0.5% |
9,941 |
Range |
213 |
130 |
-83 |
-39.0% |
475 |
ATR |
163 |
160 |
-2 |
-1.4% |
0 |
Volume |
201,473 |
242,968 |
41,495 |
20.6% |
763,170 |
|
Daily Pivots for day following 08-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,308 |
10,232 |
9,967 |
|
R3 |
10,178 |
10,102 |
9,931 |
|
R2 |
10,048 |
10,048 |
9,919 |
|
R1 |
9,972 |
9,972 |
9,907 |
9,945 |
PP |
9,918 |
9,918 |
9,918 |
9,905 |
S1 |
9,842 |
9,842 |
9,883 |
9,815 |
S2 |
9,788 |
9,788 |
9,871 |
|
S3 |
9,658 |
9,712 |
9,859 |
|
S4 |
9,528 |
9,582 |
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% |
176 |
1.8% |
22% |
False |
False |
163,250 |
10 |
10,266 |
9,791 |
475 |
4.8% |
181 |
1.8% |
22% |
False |
False |
169,548 |
20 |
10,687 |
9,791 |
896 |
9.1% |
168 |
1.7% |
12% |
False |
False |
151,411 |
40 |
10,687 |
9,791 |
896 |
9.1% |
135 |
1.4% |
12% |
False |
False |
112,179 |
60 |
10,687 |
9,791 |
896 |
9.1% |
135 |
1.4% |
12% |
False |
False |
74,957 |
80 |
10,687 |
9,570 |
1,117 |
11.3% |
144 |
1.5% |
29% |
False |
False |
56,257 |
100 |
10,687 |
9,280 |
1,407 |
14.2% |
139 |
1.4% |
44% |
False |
False |
45,015 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,548 |
2.618 |
10,335 |
1.618 |
10,205 |
1.000 |
10,125 |
0.618 |
10,075 |
HIGH |
9,995 |
0.618 |
9,945 |
0.500 |
9,930 |
0.382 |
9,915 |
LOW |
9,865 |
0.618 |
9,785 |
1.000 |
9,735 |
1.618 |
9,655 |
2.618 |
9,525 |
4.250 |
9,313 |
|
|
Fisher Pivots for day following 08-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
9,930 |
10,023 |
PP |
9,918 |
9,980 |
S1 |
9,907 |
9,938 |
|