Trading Metrics calculated at close of trading on 04-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2010 |
04-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
20,398 |
20,400 |
2 |
0.0% |
20,336 |
High |
20,686 |
20,441 |
-245 |
-1.2% |
20,530 |
Low |
20,224 |
20,219 |
-5 |
0.0% |
19,815 |
Close |
20,540 |
20,273 |
-267 |
-1.3% |
20,128 |
Range |
462 |
222 |
-240 |
-51.9% |
715 |
ATR |
400 |
395 |
-6 |
-1.4% |
0 |
Volume |
1,332 |
1,252 |
-80 |
-6.0% |
4,510 |
|
Daily Pivots for day following 04-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,977 |
20,847 |
20,395 |
|
R3 |
20,755 |
20,625 |
20,334 |
|
R2 |
20,533 |
20,533 |
20,314 |
|
R1 |
20,403 |
20,403 |
20,293 |
20,357 |
PP |
20,311 |
20,311 |
20,311 |
20,288 |
S1 |
20,181 |
20,181 |
20,253 |
20,135 |
S2 |
20,089 |
20,089 |
20,232 |
|
S3 |
19,867 |
19,959 |
20,212 |
|
S4 |
19,645 |
19,737 |
20,151 |
|
|
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 |
20,686 |
19,740 |
946 |
4.7% |
371 |
1.8% |
56% |
False |
False |
1,213 |
10 |
20,686 |
19,740 |
946 |
4.7% |
375 |
1.8% |
56% |
False |
False |
1,023 |
20 |
22,637 |
19,740 |
2,897 |
14.3% |
348 |
1.7% |
18% |
False |
False |
715 |
40 |
22,637 |
19,740 |
2,897 |
14.3% |
334 |
1.6% |
18% |
False |
False |
531 |
60 |
23,020 |
19,740 |
3,280 |
16.2% |
323 |
1.6% |
16% |
False |
False |
396 |
80 |
23,020 |
19,740 |
3,280 |
16.2% |
290 |
1.4% |
16% |
False |
False |
310 |
100 |
23,020 |
19,740 |
3,280 |
16.2% |
268 |
1.3% |
16% |
False |
False |
252 |
120 |
23,020 |
19,300 |
3,720 |
18.3% |
247 |
1.2% |
26% |
False |
False |
212 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,385 |
2.618 |
21,022 |
1.618 |
20,800 |
1.000 |
20,663 |
0.618 |
20,578 |
HIGH |
20,441 |
0.618 |
20,356 |
0.500 |
20,330 |
0.382 |
20,304 |
LOW |
20,219 |
0.618 |
20,082 |
1.000 |
19,997 |
1.618 |
19,860 |
2.618 |
19,638 |
4.250 |
19,276 |
|
|
Fisher Pivots for day following 04-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
20,330 |
20,386 |
PP |
20,311 |
20,348 |
S1 |
20,292 |
20,311 |
|