Trading Metrics calculated at close of trading on 05-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2010 |
05-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
20,400 |
19,732 |
-668 |
-3.3% |
19,847 |
High |
20,441 |
19,732 |
-709 |
-3.5% |
20,686 |
Low |
20,219 |
19,478 |
-741 |
-3.7% |
19,478 |
Close |
20,273 |
19,481 |
-792 |
-3.9% |
19,481 |
Range |
222 |
254 |
32 |
14.4% |
1,208 |
ATR |
395 |
423 |
29 |
7.2% |
0 |
Volume |
1,252 |
1,987 |
735 |
58.7% |
6,935 |
|
Daily Pivots for day following 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,326 |
20,157 |
19,621 |
|
R3 |
20,072 |
19,903 |
19,551 |
|
R2 |
19,818 |
19,818 |
19,528 |
|
R1 |
19,649 |
19,649 |
19,504 |
19,607 |
PP |
19,564 |
19,564 |
19,564 |
19,542 |
S1 |
19,395 |
19,395 |
19,458 |
19,353 |
S2 |
19,310 |
19,310 |
19,434 |
|
S3 |
19,056 |
19,141 |
19,411 |
|
S4 |
18,802 |
18,887 |
19,341 |
|
|
Weekly Pivots for week ending 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,506 |
22,701 |
20,145 |
|
R3 |
22,298 |
21,493 |
19,813 |
|
R2 |
21,090 |
21,090 |
19,702 |
|
R1 |
20,285 |
20,285 |
19,592 |
20,084 |
PP |
19,882 |
19,882 |
19,882 |
19,781 |
S1 |
19,077 |
19,077 |
19,370 |
18,876 |
S2 |
18,674 |
18,674 |
19,260 |
|
S3 |
17,466 |
17,869 |
19,149 |
|
S4 |
16,258 |
16,661 |
18,817 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
20,686 |
19,478 |
1,208 |
6.2% |
336 |
1.7% |
0% |
False |
True |
1,387 |
10 |
20,686 |
19,478 |
1,208 |
6.2% |
351 |
1.8% |
0% |
False |
True |
1,144 |
20 |
22,637 |
19,478 |
3,159 |
16.2% |
344 |
1.8% |
0% |
False |
True |
794 |
40 |
22,637 |
19,478 |
3,159 |
16.2% |
333 |
1.7% |
0% |
False |
True |
578 |
60 |
23,020 |
19,478 |
3,542 |
18.2% |
322 |
1.7% |
0% |
False |
True |
426 |
80 |
23,020 |
19,478 |
3,542 |
18.2% |
293 |
1.5% |
0% |
False |
True |
335 |
100 |
23,020 |
19,478 |
3,542 |
18.2% |
268 |
1.4% |
0% |
False |
True |
271 |
120 |
23,020 |
19,300 |
3,720 |
19.1% |
249 |
1.3% |
5% |
False |
False |
229 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,812 |
2.618 |
20,397 |
1.618 |
20,143 |
1.000 |
19,986 |
0.618 |
19,889 |
HIGH |
19,732 |
0.618 |
19,635 |
0.500 |
19,605 |
0.382 |
19,575 |
LOW |
19,478 |
0.618 |
19,321 |
1.000 |
19,224 |
1.618 |
19,067 |
2.618 |
18,813 |
4.250 |
18,399 |
|
|
Fisher Pivots for day following 05-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
19,605 |
20,082 |
PP |
19,564 |
19,882 |
S1 |
19,522 |
19,681 |
|