Trading Metrics calculated at close of trading on 09-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2010 |
09-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
9,954 |
9,894 |
-60 |
-0.6% |
10,013 |
High |
9,995 |
10,104 |
109 |
1.1% |
10,266 |
Low |
9,865 |
9,878 |
13 |
0.1% |
9,791 |
Close |
9,895 |
10,004 |
109 |
1.1% |
9,941 |
Range |
130 |
226 |
96 |
73.8% |
475 |
ATR |
160 |
165 |
5 |
2.9% |
0 |
Volume |
242,968 |
136,084 |
-106,884 |
-44.0% |
763,170 |
|
Daily Pivots for day following 09-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,673 |
10,565 |
10,128 |
|
R3 |
10,447 |
10,339 |
10,066 |
|
R2 |
10,221 |
10,221 |
10,046 |
|
R1 |
10,113 |
10,113 |
10,025 |
10,167 |
PP |
9,995 |
9,995 |
9,995 |
10,023 |
S1 |
9,887 |
9,887 |
9,983 |
9,941 |
S2 |
9,769 |
9,769 |
9,963 |
|
S3 |
9,543 |
9,661 |
9,942 |
|
S4 |
9,317 |
9,435 |
9,880 |
|
|
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 |
10,261 |
9,791 |
470 |
4.7% |
189 |
1.9% |
45% |
False |
False |
166,114 |
10 |
10,266 |
9,791 |
475 |
4.7% |
185 |
1.9% |
45% |
False |
False |
169,174 |
20 |
10,687 |
9,791 |
896 |
9.0% |
175 |
1.7% |
24% |
False |
False |
154,219 |
40 |
10,687 |
9,791 |
896 |
9.0% |
137 |
1.4% |
24% |
False |
False |
115,344 |
60 |
10,687 |
9,791 |
896 |
9.0% |
138 |
1.4% |
24% |
False |
False |
77,219 |
80 |
10,687 |
9,570 |
1,117 |
11.2% |
145 |
1.4% |
39% |
False |
False |
57,957 |
100 |
10,687 |
9,280 |
1,407 |
14.1% |
140 |
1.4% |
51% |
False |
False |
46,376 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,065 |
2.618 |
10,696 |
1.618 |
10,470 |
1.000 |
10,330 |
0.618 |
10,244 |
HIGH |
10,104 |
0.618 |
10,018 |
0.500 |
9,991 |
0.382 |
9,964 |
LOW |
9,878 |
0.618 |
9,738 |
1.000 |
9,652 |
1.618 |
9,512 |
2.618 |
9,286 |
4.250 |
8,918 |
|
|
Fisher Pivots for day following 09-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
10,000 |
9,985 |
PP |
9,995 |
9,966 |
S1 |
9,991 |
9,948 |
|