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 |
19,320 |
19,799 |
479 |
2.5% |
19,847 |
High |
19,770 |
19,915 |
145 |
0.7% |
20,686 |
Low |
19,320 |
19,591 |
271 |
1.4% |
19,478 |
Close |
19,690 |
19,915 |
225 |
1.1% |
19,481 |
Range |
450 |
324 |
-126 |
-28.0% |
1,208 |
ATR |
415 |
409 |
-7 |
-1.6% |
0 |
Volume |
4,317 |
2,167 |
-2,150 |
-49.8% |
6,935 |
|
Daily Pivots for day following 10-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,779 |
20,671 |
20,093 |
|
R3 |
20,455 |
20,347 |
20,004 |
|
R2 |
20,131 |
20,131 |
19,974 |
|
R1 |
20,023 |
20,023 |
19,945 |
20,077 |
PP |
19,807 |
19,807 |
19,807 |
19,834 |
S1 |
19,699 |
19,699 |
19,885 |
19,753 |
S2 |
19,483 |
19,483 |
19,856 |
|
S3 |
19,159 |
19,375 |
19,826 |
|
S4 |
18,835 |
19,051 |
19,737 |
|
|
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 |
20,441 |
19,320 |
1,121 |
5.6% |
305 |
1.5% |
53% |
False |
False |
2,290 |
10 |
20,686 |
19,320 |
1,366 |
6.9% |
343 |
1.7% |
44% |
False |
False |
1,702 |
20 |
22,004 |
19,320 |
2,684 |
13.5% |
360 |
1.8% |
22% |
False |
False |
1,129 |
40 |
22,637 |
19,320 |
3,317 |
16.7% |
333 |
1.7% |
18% |
False |
False |
776 |
60 |
23,020 |
19,320 |
3,700 |
18.6% |
327 |
1.6% |
16% |
False |
False |
561 |
80 |
23,020 |
19,320 |
3,700 |
18.6% |
301 |
1.5% |
16% |
False |
False |
437 |
100 |
23,020 |
19,320 |
3,700 |
18.6% |
272 |
1.4% |
16% |
False |
False |
353 |
120 |
23,020 |
19,300 |
3,720 |
18.7% |
251 |
1.3% |
17% |
False |
False |
297 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,292 |
2.618 |
20,763 |
1.618 |
20,439 |
1.000 |
20,239 |
0.618 |
20,115 |
HIGH |
19,915 |
0.618 |
19,791 |
0.500 |
19,753 |
0.382 |
19,715 |
LOW |
19,591 |
0.618 |
19,391 |
1.000 |
19,267 |
1.618 |
19,067 |
2.618 |
18,743 |
4.250 |
18,214 |
|
|
Fisher Pivots for day following 10-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
19,861 |
19,816 |
PP |
19,807 |
19,717 |
S1 |
19,753 |
19,618 |
|