Trading Metrics calculated at close of trading on 08-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2010 |
08-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
3,062 |
3,008 |
-54 |
-1.8% |
3,191 |
High |
3,090 |
3,029 |
-61 |
-2.0% |
3,203 |
Low |
2,965 |
2,955 |
-10 |
-0.3% |
2,965 |
Close |
2,972 |
3,019 |
47 |
1.6% |
2,972 |
Range |
125 |
74 |
-51 |
-40.8% |
238 |
ATR |
85 |
84 |
-1 |
-0.9% |
0 |
Volume |
12,039 |
13,503 |
1,464 |
12.2% |
60,205 |
|
Daily Pivots for day following 08-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,223 |
3,195 |
3,060 |
|
R3 |
3,149 |
3,121 |
3,039 |
|
R2 |
3,075 |
3,075 |
3,033 |
|
R1 |
3,047 |
3,047 |
3,026 |
3,061 |
PP |
3,001 |
3,001 |
3,001 |
3,008 |
S1 |
2,973 |
2,973 |
3,012 |
2,987 |
S2 |
2,927 |
2,927 |
3,005 |
|
S3 |
2,853 |
2,899 |
2,999 |
|
S4 |
2,779 |
2,825 |
2,978 |
|
|
Weekly Pivots for week ending 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,761 |
3,604 |
3,103 |
|
R3 |
3,523 |
3,366 |
3,037 |
|
R2 |
3,285 |
3,285 |
3,016 |
|
R1 |
3,128 |
3,128 |
2,994 |
3,088 |
PP |
3,047 |
3,047 |
3,047 |
3,026 |
S1 |
2,890 |
2,890 |
2,950 |
2,850 |
S2 |
2,809 |
2,809 |
2,928 |
|
S3 |
2,571 |
2,652 |
2,907 |
|
S4 |
2,333 |
2,414 |
2,841 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,154 |
2,955 |
199 |
6.6% |
97 |
3.2% |
32% |
False |
True |
12,418 |
10 |
3,410 |
2,955 |
455 |
15.1% |
103 |
3.4% |
14% |
False |
True |
11,868 |
20 |
3,485 |
2,955 |
530 |
17.6% |
83 |
2.7% |
12% |
False |
True |
9,413 |
40 |
3,510 |
2,955 |
555 |
18.4% |
75 |
2.5% |
12% |
False |
True |
7,996 |
60 |
3,510 |
2,955 |
555 |
18.4% |
74 |
2.5% |
12% |
False |
True |
7,869 |
80 |
3,510 |
2,955 |
555 |
18.4% |
75 |
2.5% |
12% |
False |
True |
6,905 |
100 |
3,510 |
2,950 |
560 |
18.5% |
78 |
2.6% |
12% |
False |
False |
5,850 |
120 |
3,510 |
2,725 |
785 |
26.0% |
78 |
2.6% |
37% |
False |
False |
5,055 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,344 |
2.618 |
3,223 |
1.618 |
3,149 |
1.000 |
3,103 |
0.618 |
3,075 |
HIGH |
3,029 |
0.618 |
3,001 |
0.500 |
2,992 |
0.382 |
2,983 |
LOW |
2,955 |
0.618 |
2,909 |
1.000 |
2,881 |
1.618 |
2,835 |
2.618 |
2,761 |
4.250 |
2,641 |
|
|
Fisher Pivots for day following 08-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
3,010 |
3,053 |
PP |
3,001 |
3,041 |
S1 |
2,992 |
3,030 |
|