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 |
3,395.0 |
3,424.0 |
29.0 |
0.9% |
3,433.0 |
High |
3,410.0 |
3,452.0 |
42.0 |
1.2% |
3,551.0 |
Low |
3,364.0 |
3,398.0 |
34.0 |
1.0% |
3,364.0 |
Close |
3,371.0 |
3,414.0 |
43.0 |
1.3% |
3,414.0 |
Range |
46.0 |
54.0 |
8.0 |
17.4% |
187.0 |
ATR |
98.9 |
97.6 |
-1.3 |
-1.3% |
0.0 |
Volume |
21,614 |
19,401 |
-2,213 |
-10.2% |
137,563 |
|
Daily Pivots for day following 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,583.3 |
3,552.7 |
3,443.7 |
|
R3 |
3,529.3 |
3,498.7 |
3,428.9 |
|
R2 |
3,475.3 |
3,475.3 |
3,423.9 |
|
R1 |
3,444.7 |
3,444.7 |
3,419.0 |
3,433.0 |
PP |
3,421.3 |
3,421.3 |
3,421.3 |
3,415.5 |
S1 |
3,390.7 |
3,390.7 |
3,409.1 |
3,379.0 |
S2 |
3,367.3 |
3,367.3 |
3,404.1 |
|
S3 |
3,313.3 |
3,336.7 |
3,399.2 |
|
S4 |
3,259.3 |
3,282.7 |
3,384.3 |
|
|
Weekly Pivots for week ending 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,004.0 |
3,896.0 |
3,516.9 |
|
R3 |
3,817.0 |
3,709.0 |
3,465.4 |
|
R2 |
3,630.0 |
3,630.0 |
3,448.3 |
|
R1 |
3,522.0 |
3,522.0 |
3,431.1 |
3,482.5 |
PP |
3,443.0 |
3,443.0 |
3,443.0 |
3,423.3 |
S1 |
3,335.0 |
3,335.0 |
3,396.9 |
3,295.5 |
S2 |
3,256.0 |
3,256.0 |
3,379.7 |
|
S3 |
3,069.0 |
3,148.0 |
3,362.6 |
|
S4 |
2,882.0 |
2,961.0 |
3,311.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,551.0 |
3,364.0 |
187.0 |
5.5% |
72.8 |
2.1% |
27% |
False |
False |
27,512 |
10 |
3,551.0 |
3,299.0 |
252.0 |
7.4% |
79.4 |
2.3% |
46% |
False |
False |
27,583 |
20 |
3,726.0 |
3,299.0 |
427.0 |
12.5% |
72.0 |
2.1% |
27% |
False |
False |
25,140 |
40 |
4,002.0 |
3,299.0 |
703.0 |
20.6% |
100.2 |
2.9% |
16% |
False |
False |
25,841 |
60 |
4,002.0 |
3,229.0 |
773.0 |
22.6% |
86.1 |
2.5% |
24% |
False |
False |
17,672 |
80 |
4,385.0 |
3,229.0 |
1,156.0 |
33.9% |
71.7 |
2.1% |
16% |
False |
False |
14,362 |
100 |
5,073.0 |
3,229.0 |
1,844.0 |
54.0% |
66.2 |
1.9% |
10% |
False |
False |
11,504 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,681.5 |
2.618 |
3,593.4 |
1.618 |
3,539.4 |
1.000 |
3,506.0 |
0.618 |
3,485.4 |
HIGH |
3,452.0 |
0.618 |
3,431.4 |
0.500 |
3,425.0 |
0.382 |
3,418.6 |
LOW |
3,398.0 |
0.618 |
3,364.6 |
1.000 |
3,344.0 |
1.618 |
3,310.6 |
2.618 |
3,256.6 |
4.250 |
3,168.5 |
|
|
Fisher Pivots for day following 06-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
3,425.0 |
3,417.0 |
PP |
3,421.3 |
3,416.0 |
S1 |
3,417.7 |
3,415.0 |
|