Trading Metrics calculated at close of trading on 10-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2010 |
10-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
9,894 |
10,007 |
113 |
1.1% |
10,013 |
High |
10,104 |
10,057 |
-47 |
-0.5% |
10,266 |
Low |
9,878 |
9,928 |
50 |
0.5% |
9,791 |
Close |
10,004 |
9,985 |
-19 |
-0.2% |
9,941 |
Range |
226 |
129 |
-97 |
-42.9% |
475 |
ATR |
165 |
163 |
-3 |
-1.6% |
0 |
Volume |
136,084 |
184,076 |
47,992 |
35.3% |
763,170 |
|
Daily Pivots for day following 10-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,377 |
10,310 |
10,056 |
|
R3 |
10,248 |
10,181 |
10,021 |
|
R2 |
10,119 |
10,119 |
10,009 |
|
R1 |
10,052 |
10,052 |
9,997 |
10,021 |
PP |
9,990 |
9,990 |
9,990 |
9,975 |
S1 |
9,923 |
9,923 |
9,973 |
9,892 |
S2 |
9,861 |
9,861 |
9,961 |
|
S3 |
9,732 |
9,794 |
9,950 |
|
S4 |
9,603 |
9,665 |
9,914 |
|
|
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 |
10,255 |
9,791 |
464 |
4.6% |
200 |
2.0% |
42% |
False |
False |
175,425 |
10 |
10,266 |
9,791 |
475 |
4.8% |
183 |
1.8% |
41% |
False |
False |
171,152 |
20 |
10,687 |
9,791 |
896 |
9.0% |
177 |
1.8% |
22% |
False |
False |
158,728 |
40 |
10,687 |
9,791 |
896 |
9.0% |
138 |
1.4% |
22% |
False |
False |
118,292 |
60 |
10,687 |
9,791 |
896 |
9.0% |
137 |
1.4% |
22% |
False |
False |
80,283 |
80 |
10,687 |
9,570 |
1,117 |
11.2% |
145 |
1.5% |
37% |
False |
False |
60,256 |
100 |
10,687 |
9,280 |
1,407 |
14.1% |
141 |
1.4% |
50% |
False |
False |
48,215 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,605 |
2.618 |
10,395 |
1.618 |
10,266 |
1.000 |
10,186 |
0.618 |
10,137 |
HIGH |
10,057 |
0.618 |
10,008 |
0.500 |
9,993 |
0.382 |
9,977 |
LOW |
9,928 |
0.618 |
9,848 |
1.000 |
9,799 |
1.618 |
9,719 |
2.618 |
9,590 |
4.250 |
9,380 |
|
|
Fisher Pivots for day following 10-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
9,993 |
9,985 |
PP |
9,990 |
9,985 |
S1 |
9,988 |
9,985 |
|