Trading Metrics calculated at close of trading on 09-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2010 |
09-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
3,008 |
3,019 |
11 |
0.4% |
3,191 |
High |
3,029 |
3,020 |
-9 |
-0.3% |
3,203 |
Low |
2,955 |
2,978 |
23 |
0.8% |
2,965 |
Close |
3,019 |
3,003 |
-16 |
-0.5% |
2,972 |
Range |
74 |
42 |
-32 |
-43.2% |
238 |
ATR |
84 |
81 |
-3 |
-3.6% |
0 |
Volume |
13,503 |
11,317 |
-2,186 |
-16.2% |
60,205 |
|
Daily Pivots for day following 09-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,126 |
3,107 |
3,026 |
|
R3 |
3,084 |
3,065 |
3,015 |
|
R2 |
3,042 |
3,042 |
3,011 |
|
R1 |
3,023 |
3,023 |
3,007 |
3,012 |
PP |
3,000 |
3,000 |
3,000 |
2,995 |
S1 |
2,981 |
2,981 |
2,999 |
2,970 |
S2 |
2,958 |
2,958 |
2,995 |
|
S3 |
2,916 |
2,939 |
2,991 |
|
S4 |
2,874 |
2,897 |
2,980 |
|
|
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% |
83 |
2.8% |
24% |
False |
False |
12,644 |
10 |
3,370 |
2,955 |
415 |
13.8% |
98 |
3.2% |
12% |
False |
False |
12,590 |
20 |
3,485 |
2,955 |
530 |
17.6% |
83 |
2.8% |
9% |
False |
False |
9,780 |
40 |
3,510 |
2,955 |
555 |
18.5% |
74 |
2.5% |
9% |
False |
False |
8,170 |
60 |
3,510 |
2,955 |
555 |
18.5% |
74 |
2.5% |
9% |
False |
False |
7,927 |
80 |
3,510 |
2,955 |
555 |
18.5% |
74 |
2.5% |
9% |
False |
False |
7,007 |
100 |
3,510 |
2,950 |
560 |
18.6% |
78 |
2.6% |
9% |
False |
False |
5,954 |
120 |
3,510 |
2,725 |
785 |
26.1% |
78 |
2.6% |
35% |
False |
False |
5,132 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,199 |
2.618 |
3,130 |
1.618 |
3,088 |
1.000 |
3,062 |
0.618 |
3,046 |
HIGH |
3,020 |
0.618 |
3,004 |
0.500 |
2,999 |
0.382 |
2,994 |
LOW |
2,978 |
0.618 |
2,952 |
1.000 |
2,936 |
1.618 |
2,910 |
2.618 |
2,868 |
4.250 |
2,800 |
|
|
Fisher Pivots for day following 09-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
3,002 |
3,023 |
PP |
3,000 |
3,016 |
S1 |
2,999 |
3,010 |
|