Trading Metrics calculated at close of trading on 11-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2010 |
11-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
10,007 |
9,987 |
-20 |
-0.2% |
10,013 |
High |
10,057 |
10,129 |
72 |
0.7% |
10,266 |
Low |
9,928 |
9,940 |
12 |
0.1% |
9,791 |
Close |
9,985 |
10,110 |
125 |
1.3% |
9,941 |
Range |
129 |
189 |
60 |
46.5% |
475 |
ATR |
163 |
164 |
2 |
1.2% |
0 |
Volume |
184,076 |
132,693 |
-51,383 |
-27.9% |
763,170 |
|
Daily Pivots for day following 11-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,627 |
10,557 |
10,214 |
|
R3 |
10,438 |
10,368 |
10,162 |
|
R2 |
10,249 |
10,249 |
10,145 |
|
R1 |
10,179 |
10,179 |
10,127 |
10,214 |
PP |
10,060 |
10,060 |
10,060 |
10,077 |
S1 |
9,990 |
9,990 |
10,093 |
10,025 |
S2 |
9,871 |
9,871 |
10,075 |
|
S3 |
9,682 |
9,801 |
10,058 |
|
S4 |
9,493 |
9,612 |
10,006 |
|
|
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 |
10,129 |
9,791 |
338 |
3.3% |
178 |
1.8% |
94% |
True |
False |
179,458 |
10 |
10,266 |
9,791 |
475 |
4.7% |
176 |
1.7% |
67% |
False |
False |
165,467 |
20 |
10,687 |
9,791 |
896 |
8.9% |
181 |
1.8% |
36% |
False |
False |
159,019 |
40 |
10,687 |
9,791 |
896 |
8.9% |
140 |
1.4% |
36% |
False |
False |
119,251 |
60 |
10,687 |
9,791 |
896 |
8.9% |
139 |
1.4% |
36% |
False |
False |
82,493 |
80 |
10,687 |
9,570 |
1,117 |
11.0% |
146 |
1.4% |
48% |
False |
False |
61,914 |
100 |
10,687 |
9,280 |
1,407 |
13.9% |
142 |
1.4% |
59% |
False |
False |
49,542 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,932 |
2.618 |
10,624 |
1.618 |
10,435 |
1.000 |
10,318 |
0.618 |
10,246 |
HIGH |
10,129 |
0.618 |
10,057 |
0.500 |
10,035 |
0.382 |
10,012 |
LOW |
9,940 |
0.618 |
9,823 |
1.000 |
9,751 |
1.618 |
9,634 |
2.618 |
9,445 |
4.250 |
9,137 |
|
|
Fisher Pivots for day following 11-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
10,085 |
10,075 |
PP |
10,060 |
10,039 |
S1 |
10,035 |
10,004 |
|