Trading Metrics calculated at close of trading on 01-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2010 |
01-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
19,852 |
19,847 |
-5 |
0.0% |
20,336 |
High |
20,243 |
20,137 |
-106 |
-0.5% |
20,530 |
Low |
19,815 |
19,740 |
-75 |
-0.4% |
19,815 |
Close |
20,128 |
20,080 |
-48 |
-0.2% |
20,128 |
Range |
428 |
397 |
-31 |
-7.2% |
715 |
ATR |
390 |
390 |
1 |
0.1% |
0 |
Volume |
1,118 |
1,531 |
413 |
36.9% |
4,510 |
|
Daily Pivots for day following 01-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,177 |
21,025 |
20,298 |
|
R3 |
20,780 |
20,628 |
20,189 |
|
R2 |
20,383 |
20,383 |
20,153 |
|
R1 |
20,231 |
20,231 |
20,116 |
20,307 |
PP |
19,986 |
19,986 |
19,986 |
20,024 |
S1 |
19,834 |
19,834 |
20,044 |
19,910 |
S2 |
19,589 |
19,589 |
20,007 |
|
S3 |
19,192 |
19,437 |
19,971 |
|
S4 |
18,795 |
19,040 |
19,862 |
|
|
Weekly Pivots for week ending 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,303 |
21,930 |
20,521 |
|
R3 |
21,588 |
21,215 |
20,325 |
|
R2 |
20,873 |
20,873 |
20,259 |
|
R1 |
20,500 |
20,500 |
20,194 |
20,329 |
PP |
20,158 |
20,158 |
20,158 |
20,072 |
S1 |
19,785 |
19,785 |
20,062 |
19,614 |
S2 |
19,443 |
19,443 |
19,997 |
|
S3 |
18,728 |
19,070 |
19,931 |
|
S4 |
18,013 |
18,355 |
19,735 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
20,452 |
19,740 |
712 |
3.5% |
401 |
2.0% |
48% |
False |
True |
1,092 |
10 |
21,560 |
19,740 |
1,820 |
9.1% |
399 |
2.0% |
19% |
False |
True |
807 |
20 |
22,637 |
19,740 |
2,897 |
14.4% |
341 |
1.7% |
12% |
False |
True |
627 |
40 |
22,637 |
19,740 |
2,897 |
14.4% |
326 |
1.6% |
12% |
False |
True |
454 |
60 |
23,020 |
19,740 |
3,280 |
16.3% |
314 |
1.6% |
10% |
False |
True |
343 |
80 |
23,020 |
19,740 |
3,280 |
16.3% |
284 |
1.4% |
10% |
False |
True |
268 |
100 |
23,020 |
19,740 |
3,280 |
16.3% |
266 |
1.3% |
10% |
False |
True |
218 |
120 |
23,020 |
19,300 |
3,720 |
18.5% |
243 |
1.2% |
21% |
False |
False |
184 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,824 |
2.618 |
21,176 |
1.618 |
20,779 |
1.000 |
20,534 |
0.618 |
20,382 |
HIGH |
20,137 |
0.618 |
19,985 |
0.500 |
19,939 |
0.382 |
19,892 |
LOW |
19,740 |
0.618 |
19,495 |
1.000 |
19,343 |
1.618 |
19,098 |
2.618 |
18,701 |
4.250 |
18,053 |
|
|
Fisher Pivots for day following 01-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
20,033 |
20,070 |
PP |
19,986 |
20,059 |
S1 |
19,939 |
20,049 |
|