Trading Metrics calculated at close of trading on 11-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2010 |
11-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
2,988 |
3,027 |
39 |
1.3% |
3,191 |
High |
3,027 |
3,100 |
73 |
2.4% |
3,203 |
Low |
2,967 |
3,006 |
39 |
1.3% |
2,965 |
Close |
3,012 |
3,089 |
77 |
2.6% |
2,972 |
Range |
60 |
94 |
34 |
56.7% |
238 |
ATR |
80 |
81 |
1 |
1.3% |
0 |
Volume |
9,878 |
7,161 |
-2,717 |
-27.5% |
60,205 |
|
Daily Pivots for day following 11-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,347 |
3,312 |
3,141 |
|
R3 |
3,253 |
3,218 |
3,115 |
|
R2 |
3,159 |
3,159 |
3,106 |
|
R1 |
3,124 |
3,124 |
3,098 |
3,142 |
PP |
3,065 |
3,065 |
3,065 |
3,074 |
S1 |
3,030 |
3,030 |
3,080 |
3,048 |
S2 |
2,971 |
2,971 |
3,072 |
|
S3 |
2,877 |
2,936 |
3,063 |
|
S4 |
2,783 |
2,842 |
3,037 |
|
|
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 |
3,100 |
2,955 |
145 |
4.7% |
79 |
2.6% |
92% |
True |
False |
10,779 |
10 |
3,287 |
2,955 |
332 |
10.7% |
86 |
2.8% |
40% |
False |
False |
11,348 |
20 |
3,485 |
2,955 |
530 |
17.2% |
82 |
2.7% |
25% |
False |
False |
9,853 |
40 |
3,510 |
2,955 |
555 |
18.0% |
76 |
2.5% |
24% |
False |
False |
8,281 |
60 |
3,510 |
2,955 |
555 |
18.0% |
73 |
2.4% |
24% |
False |
False |
7,795 |
80 |
3,510 |
2,955 |
555 |
18.0% |
74 |
2.4% |
24% |
False |
False |
7,160 |
100 |
3,510 |
2,955 |
555 |
18.0% |
77 |
2.5% |
24% |
False |
False |
6,093 |
120 |
3,510 |
2,725 |
785 |
25.4% |
78 |
2.5% |
46% |
False |
False |
5,253 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,500 |
2.618 |
3,346 |
1.618 |
3,252 |
1.000 |
3,194 |
0.618 |
3,158 |
HIGH |
3,100 |
0.618 |
3,064 |
0.500 |
3,053 |
0.382 |
3,042 |
LOW |
3,006 |
0.618 |
2,948 |
1.000 |
2,912 |
1.618 |
2,854 |
2.618 |
2,760 |
4.250 |
2,607 |
|
|
Fisher Pivots for day following 11-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
3,077 |
3,071 |
PP |
3,065 |
3,052 |
S1 |
3,053 |
3,034 |
|