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 |
4,425.0 |
4,522.5 |
97.5 |
2.2% |
4,314.5 |
High |
4,572.0 |
4,690.0 |
118.0 |
2.6% |
4,690.0 |
Low |
4,391.5 |
4,510.0 |
118.5 |
2.7% |
4,202.5 |
Close |
4,505.0 |
4,630.0 |
125.0 |
2.8% |
4,630.0 |
Range |
180.5 |
180.0 |
-0.5 |
-0.3% |
487.5 |
ATR |
180.9 |
181.2 |
0.3 |
0.2% |
0.0 |
Volume |
184,736 |
167,532 |
-17,204 |
-9.3% |
815,000 |
|
Daily Pivots for day following 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,150.0 |
5,070.0 |
4,729.0 |
|
R3 |
4,970.0 |
4,890.0 |
4,679.5 |
|
R2 |
4,790.0 |
4,790.0 |
4,663.0 |
|
R1 |
4,710.0 |
4,710.0 |
4,646.5 |
4,750.0 |
PP |
4,610.0 |
4,610.0 |
4,610.0 |
4,630.0 |
S1 |
4,530.0 |
4,530.0 |
4,613.5 |
4,570.0 |
S2 |
4,430.0 |
4,430.0 |
4,597.0 |
|
S3 |
4,250.0 |
4,350.0 |
4,580.5 |
|
S4 |
4,070.0 |
4,170.0 |
4,531.0 |
|
|
Weekly Pivots for week ending 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,970.0 |
5,787.5 |
4,898.1 |
|
R3 |
5,482.5 |
5,300.0 |
4,764.1 |
|
R2 |
4,995.0 |
4,995.0 |
4,719.4 |
|
R1 |
4,812.5 |
4,812.5 |
4,674.7 |
4,903.8 |
PP |
4,507.5 |
4,507.5 |
4,507.5 |
4,553.1 |
S1 |
4,325.0 |
4,325.0 |
4,585.3 |
4,416.3 |
S2 |
4,020.0 |
4,020.0 |
4,540.6 |
|
S3 |
3,532.5 |
3,837.5 |
4,495.9 |
|
S4 |
3,045.0 |
3,350.0 |
4,361.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,690.0 |
4,202.5 |
487.5 |
10.5% |
170.3 |
3.7% |
88% |
True |
False |
163,000 |
10 |
4,690.0 |
4,141.5 |
548.5 |
11.8% |
169.3 |
3.7% |
89% |
True |
False |
164,238 |
20 |
4,953.5 |
4,075.0 |
878.5 |
19.0% |
178.1 |
3.8% |
63% |
False |
False |
162,207 |
40 |
5,138.5 |
4,075.0 |
1,063.5 |
23.0% |
163.0 |
3.5% |
52% |
False |
False |
109,515 |
60 |
5,183.0 |
4,066.0 |
1,117.0 |
24.1% |
196.1 |
4.2% |
50% |
False |
False |
73,458 |
80 |
5,458.0 |
4,066.0 |
1,392.0 |
30.1% |
228.8 |
4.9% |
41% |
False |
False |
55,340 |
100 |
6,392.5 |
4,066.0 |
2,326.5 |
50.2% |
229.0 |
4.9% |
24% |
False |
False |
44,732 |
120 |
6,706.5 |
4,066.0 |
2,640.5 |
57.0% |
211.2 |
4.6% |
21% |
False |
False |
37,446 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,455.0 |
2.618 |
5,161.2 |
1.618 |
4,981.2 |
1.000 |
4,870.0 |
0.618 |
4,801.2 |
HIGH |
4,690.0 |
0.618 |
4,621.2 |
0.500 |
4,600.0 |
0.382 |
4,578.8 |
LOW |
4,510.0 |
0.618 |
4,398.8 |
1.000 |
4,330.0 |
1.618 |
4,218.8 |
2.618 |
4,038.8 |
4.250 |
3,745.0 |
|
|
Fisher Pivots for day following 06-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
4,620.0 |
4,598.2 |
PP |
4,610.0 |
4,566.3 |
S1 |
4,600.0 |
4,534.5 |
|