Trading Metrics calculated at close of trading on 03-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2010 |
03-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
3,150 |
3,136 |
-14 |
-0.4% |
3,423 |
High |
3,154 |
3,154 |
0 |
0.0% |
3,423 |
Low |
3,040 |
3,070 |
30 |
1.0% |
3,172 |
Close |
3,132 |
3,144 |
12 |
0.4% |
3,184 |
Range |
114 |
84 |
-30 |
-26.3% |
251 |
ATR |
81 |
81 |
0 |
0.3% |
0 |
Volume |
10,187 |
15,130 |
4,943 |
48.5% |
54,757 |
|
Daily Pivots for day following 03-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,375 |
3,343 |
3,190 |
|
R3 |
3,291 |
3,259 |
3,167 |
|
R2 |
3,207 |
3,207 |
3,159 |
|
R1 |
3,175 |
3,175 |
3,152 |
3,191 |
PP |
3,123 |
3,123 |
3,123 |
3,131 |
S1 |
3,091 |
3,091 |
3,136 |
3,107 |
S2 |
3,039 |
3,039 |
3,129 |
|
S3 |
2,955 |
3,007 |
3,121 |
|
S4 |
2,871 |
2,923 |
3,098 |
|
|
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 |
3,287 |
3,040 |
247 |
7.9% |
89 |
2.8% |
42% |
False |
False |
13,573 |
10 |
3,485 |
3,040 |
445 |
14.2% |
94 |
3.0% |
23% |
False |
False |
10,424 |
20 |
3,485 |
3,040 |
445 |
14.2% |
75 |
2.4% |
23% |
False |
False |
8,474 |
40 |
3,510 |
3,040 |
470 |
14.9% |
72 |
2.3% |
22% |
False |
False |
7,505 |
60 |
3,510 |
3,040 |
470 |
14.9% |
73 |
2.3% |
22% |
False |
False |
7,676 |
80 |
3,510 |
3,040 |
470 |
14.9% |
74 |
2.4% |
22% |
False |
False |
6,533 |
100 |
3,510 |
2,950 |
560 |
17.8% |
77 |
2.4% |
35% |
False |
False |
5,511 |
120 |
3,510 |
2,725 |
785 |
25.0% |
78 |
2.5% |
53% |
False |
False |
4,785 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,511 |
2.618 |
3,374 |
1.618 |
3,290 |
1.000 |
3,238 |
0.618 |
3,206 |
HIGH |
3,154 |
0.618 |
3,122 |
0.500 |
3,112 |
0.382 |
3,102 |
LOW |
3,070 |
0.618 |
3,018 |
1.000 |
2,986 |
1.618 |
2,934 |
2.618 |
2,850 |
4.250 |
2,713 |
|
|
Fisher Pivots for day following 03-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
3,133 |
3,137 |
PP |
3,123 |
3,129 |
S1 |
3,112 |
3,122 |
|