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 |
3,285 |
3,191 |
-94 |
-2.9% |
3,423 |
High |
3,287 |
3,203 |
-84 |
-2.6% |
3,423 |
Low |
3,175 |
3,143 |
-32 |
-1.0% |
3,172 |
Close |
3,184 |
3,152 |
-32 |
-1.0% |
3,184 |
Range |
112 |
60 |
-52 |
-46.4% |
251 |
ATR |
80 |
79 |
-1 |
-1.8% |
0 |
Volume |
11,424 |
11,614 |
190 |
1.7% |
54,757 |
|
Daily Pivots for day following 01-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,346 |
3,309 |
3,185 |
|
R3 |
3,286 |
3,249 |
3,169 |
|
R2 |
3,226 |
3,226 |
3,163 |
|
R1 |
3,189 |
3,189 |
3,158 |
3,178 |
PP |
3,166 |
3,166 |
3,166 |
3,160 |
S1 |
3,129 |
3,129 |
3,147 |
3,118 |
S2 |
3,106 |
3,106 |
3,141 |
|
S3 |
3,046 |
3,069 |
3,136 |
|
S4 |
2,986 |
3,009 |
3,119 |
|
|
Weekly Pivots for week ending 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,013 |
3,849 |
3,322 |
|
R3 |
3,762 |
3,598 |
3,253 |
|
R2 |
3,511 |
3,511 |
3,230 |
|
R1 |
3,347 |
3,347 |
3,207 |
3,304 |
PP |
3,260 |
3,260 |
3,260 |
3,238 |
S1 |
3,096 |
3,096 |
3,161 |
3,053 |
S2 |
3,009 |
3,009 |
3,138 |
|
S3 |
2,758 |
2,845 |
3,115 |
|
S4 |
2,507 |
2,594 |
3,046 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,410 |
3,143 |
267 |
8.5% |
109 |
3.5% |
3% |
False |
True |
11,317 |
10 |
3,485 |
3,143 |
342 |
10.9% |
86 |
2.7% |
3% |
False |
True |
9,326 |
20 |
3,485 |
3,143 |
342 |
10.9% |
73 |
2.3% |
3% |
False |
True |
7,784 |
40 |
3,510 |
3,143 |
367 |
11.6% |
69 |
2.2% |
2% |
False |
True |
7,193 |
60 |
3,510 |
3,102 |
408 |
12.9% |
72 |
2.3% |
12% |
False |
False |
7,491 |
80 |
3,510 |
2,990 |
520 |
16.5% |
76 |
2.4% |
31% |
False |
False |
6,299 |
100 |
3,510 |
2,928 |
582 |
18.5% |
76 |
2.4% |
38% |
False |
False |
5,273 |
120 |
3,510 |
2,725 |
785 |
24.9% |
77 |
2.5% |
54% |
False |
False |
4,588 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,458 |
2.618 |
3,360 |
1.618 |
3,300 |
1.000 |
3,263 |
0.618 |
3,240 |
HIGH |
3,203 |
0.618 |
3,180 |
0.500 |
3,173 |
0.382 |
3,166 |
LOW |
3,143 |
0.618 |
3,106 |
1.000 |
3,083 |
1.618 |
3,046 |
2.618 |
2,986 |
4.250 |
2,888 |
|
|
Fisher Pivots for day following 01-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
3,173 |
3,215 |
PP |
3,166 |
3,194 |
S1 |
3,159 |
3,173 |
|