Trading Metrics calculated at close of trading on 06-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2009 |
06-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
830.50 |
841.25 |
10.75 |
1.3% |
823.75 |
High |
849.00 |
869.25 |
20.25 |
2.4% |
869.25 |
Low |
816.75 |
836.75 |
20.00 |
2.4% |
806.25 |
Close |
840.50 |
867.75 |
27.25 |
3.2% |
867.75 |
Range |
32.25 |
32.50 |
0.25 |
0.8% |
63.00 |
ATR |
31.68 |
31.74 |
0.06 |
0.2% |
0.00 |
Volume |
2,212,942 |
2,616,179 |
403,237 |
18.2% |
11,360,914 |
|
Daily Pivots for day following 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
955.50 |
944.00 |
885.50 |
|
R3 |
923.00 |
911.50 |
876.75 |
|
R2 |
890.50 |
890.50 |
873.75 |
|
R1 |
879.00 |
879.00 |
870.75 |
884.75 |
PP |
858.00 |
858.00 |
858.00 |
860.75 |
S1 |
846.50 |
846.50 |
864.75 |
852.25 |
S2 |
825.50 |
825.50 |
861.75 |
|
S3 |
793.00 |
814.00 |
858.75 |
|
S4 |
760.50 |
781.50 |
850.00 |
|
|
Weekly Pivots for week ending 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,036.75 |
1,015.25 |
902.50 |
|
R3 |
973.75 |
952.25 |
885.00 |
|
R2 |
910.75 |
910.75 |
879.25 |
|
R1 |
889.25 |
889.25 |
873.50 |
900.00 |
PP |
847.75 |
847.75 |
847.75 |
853.00 |
S1 |
826.25 |
826.25 |
862.00 |
837.00 |
S2 |
784.75 |
784.75 |
856.25 |
|
S3 |
721.75 |
763.25 |
850.50 |
|
S4 |
658.75 |
700.25 |
833.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
869.25 |
806.25 |
63.00 |
7.3% |
26.75 |
3.1% |
98% |
True |
False |
2,272,182 |
10 |
876.00 |
806.25 |
69.75 |
8.0% |
29.00 |
3.3% |
88% |
False |
False |
2,248,767 |
20 |
914.75 |
797.50 |
117.25 |
13.5% |
32.75 |
3.8% |
60% |
False |
False |
2,397,764 |
40 |
942.75 |
797.50 |
145.25 |
16.7% |
30.50 |
3.5% |
48% |
False |
False |
1,901,704 |
60 |
942.75 |
737.25 |
205.50 |
23.7% |
38.50 |
4.4% |
64% |
False |
False |
1,274,674 |
80 |
1,066.50 |
737.25 |
329.25 |
37.9% |
45.50 |
5.2% |
40% |
False |
False |
957,029 |
100 |
1,281.75 |
737.25 |
544.50 |
62.7% |
49.25 |
5.7% |
24% |
False |
False |
766,652 |
120 |
1,303.75 |
737.25 |
566.50 |
65.3% |
44.00 |
5.1% |
23% |
False |
False |
638,878 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,007.50 |
2.618 |
954.25 |
1.618 |
921.75 |
1.000 |
901.75 |
0.618 |
889.25 |
HIGH |
869.25 |
0.618 |
856.75 |
0.500 |
853.00 |
0.382 |
849.25 |
LOW |
836.75 |
0.618 |
816.75 |
1.000 |
804.25 |
1.618 |
784.25 |
2.618 |
751.75 |
4.250 |
698.50 |
|
|
Fisher Pivots for day following 06-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
862.75 |
859.50 |
PP |
858.00 |
851.25 |
S1 |
853.00 |
843.00 |
|