Trading Metrics calculated at close of trading on 10-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2010 |
10-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
3,019 |
2,988 |
-31 |
-1.0% |
3,191 |
High |
3,020 |
3,027 |
7 |
0.2% |
3,203 |
Low |
2,978 |
2,967 |
-11 |
-0.4% |
2,965 |
Close |
3,003 |
3,012 |
9 |
0.3% |
2,972 |
Range |
42 |
60 |
18 |
42.9% |
238 |
ATR |
81 |
80 |
-2 |
-1.9% |
0 |
Volume |
11,317 |
9,878 |
-1,439 |
-12.7% |
60,205 |
|
Daily Pivots for day following 10-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,182 |
3,157 |
3,045 |
|
R3 |
3,122 |
3,097 |
3,029 |
|
R2 |
3,062 |
3,062 |
3,023 |
|
R1 |
3,037 |
3,037 |
3,018 |
3,050 |
PP |
3,002 |
3,002 |
3,002 |
3,008 |
S1 |
2,977 |
2,977 |
3,007 |
2,990 |
S2 |
2,942 |
2,942 |
3,001 |
|
S3 |
2,882 |
2,917 |
2,996 |
|
S4 |
2,822 |
2,857 |
2,979 |
|
|
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 |
3,150 |
2,955 |
195 |
6.5% |
78 |
2.6% |
29% |
False |
False |
11,594 |
10 |
3,287 |
2,955 |
332 |
11.0% |
84 |
2.8% |
17% |
False |
False |
12,583 |
20 |
3,485 |
2,955 |
530 |
17.6% |
82 |
2.7% |
11% |
False |
False |
9,905 |
40 |
3,510 |
2,955 |
555 |
18.4% |
75 |
2.5% |
10% |
False |
False |
8,214 |
60 |
3,510 |
2,955 |
555 |
18.4% |
73 |
2.4% |
10% |
False |
False |
7,925 |
80 |
3,510 |
2,955 |
555 |
18.4% |
74 |
2.4% |
10% |
False |
False |
7,095 |
100 |
3,510 |
2,950 |
560 |
18.6% |
78 |
2.6% |
11% |
False |
False |
6,039 |
120 |
3,510 |
2,725 |
785 |
26.1% |
78 |
2.6% |
37% |
False |
False |
5,207 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,282 |
2.618 |
3,184 |
1.618 |
3,124 |
1.000 |
3,087 |
0.618 |
3,064 |
HIGH |
3,027 |
0.618 |
3,004 |
0.500 |
2,997 |
0.382 |
2,990 |
LOW |
2,967 |
0.618 |
2,930 |
1.000 |
2,907 |
1.618 |
2,870 |
2.618 |
2,810 |
4.250 |
2,712 |
|
|
Fisher Pivots for day following 10-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
3,007 |
3,005 |
PP |
3,002 |
2,999 |
S1 |
2,997 |
2,992 |
|