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 |
3,136 |
3,130 |
-6 |
-0.2% |
3,423 |
High |
3,154 |
3,150 |
-4 |
-0.1% |
3,423 |
Low |
3,070 |
3,060 |
-10 |
-0.3% |
3,172 |
Close |
3,144 |
3,090 |
-54 |
-1.7% |
3,184 |
Range |
84 |
90 |
6 |
7.1% |
251 |
ATR |
81 |
82 |
1 |
0.8% |
0 |
Volume |
15,130 |
11,235 |
-3,895 |
-25.7% |
54,757 |
|
Daily Pivots for day following 04-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,370 |
3,320 |
3,140 |
|
R3 |
3,280 |
3,230 |
3,115 |
|
R2 |
3,190 |
3,190 |
3,107 |
|
R1 |
3,140 |
3,140 |
3,098 |
3,120 |
PP |
3,100 |
3,100 |
3,100 |
3,090 |
S1 |
3,050 |
3,050 |
3,082 |
3,030 |
S2 |
3,010 |
3,010 |
3,074 |
|
S3 |
2,920 |
2,960 |
3,065 |
|
S4 |
2,830 |
2,870 |
3,041 |
|
|
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 |
8.0% |
92 |
3.0% |
20% |
False |
False |
11,918 |
10 |
3,443 |
3,040 |
403 |
13.0% |
96 |
3.1% |
12% |
False |
False |
10,934 |
20 |
3,485 |
3,040 |
445 |
14.4% |
78 |
2.5% |
11% |
False |
False |
8,740 |
40 |
3,510 |
3,040 |
470 |
15.2% |
72 |
2.3% |
11% |
False |
False |
7,644 |
60 |
3,510 |
3,040 |
470 |
15.2% |
74 |
2.4% |
11% |
False |
False |
7,753 |
80 |
3,510 |
3,040 |
470 |
15.2% |
75 |
2.4% |
11% |
False |
False |
6,626 |
100 |
3,510 |
2,950 |
560 |
18.1% |
77 |
2.5% |
25% |
False |
False |
5,618 |
120 |
3,510 |
2,725 |
785 |
25.4% |
78 |
2.5% |
46% |
False |
False |
4,861 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,533 |
2.618 |
3,386 |
1.618 |
3,296 |
1.000 |
3,240 |
0.618 |
3,206 |
HIGH |
3,150 |
0.618 |
3,116 |
0.500 |
3,105 |
0.382 |
3,094 |
LOW |
3,060 |
0.618 |
3,004 |
1.000 |
2,970 |
1.618 |
2,914 |
2.618 |
2,824 |
4.250 |
2,678 |
|
|
Fisher Pivots for day following 04-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
3,105 |
3,097 |
PP |
3,100 |
3,095 |
S1 |
3,095 |
3,092 |
|