Trading Metrics calculated at close of trading on 02-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2009 |
02-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
8,118 |
7,959 |
-159 |
-2.0% |
7,981 |
High |
8,163 |
7,977 |
-186 |
-2.3% |
8,359 |
Low |
7,909 |
7,812 |
-97 |
-1.2% |
7,872 |
Close |
7,955 |
7,887 |
-68 |
-0.9% |
7,955 |
Range |
254 |
165 |
-89 |
-35.0% |
487 |
ATR |
278 |
270 |
-8 |
-2.9% |
0 |
Volume |
163,671 |
192,790 |
29,119 |
17.8% |
973,823 |
|
Daily Pivots for day following 02-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,387 |
8,302 |
7,978 |
|
R3 |
8,222 |
8,137 |
7,933 |
|
R2 |
8,057 |
8,057 |
7,917 |
|
R1 |
7,972 |
7,972 |
7,902 |
7,932 |
PP |
7,892 |
7,892 |
7,892 |
7,872 |
S1 |
7,807 |
7,807 |
7,872 |
7,767 |
S2 |
7,727 |
7,727 |
7,857 |
|
S3 |
7,562 |
7,642 |
7,842 |
|
S4 |
7,397 |
7,477 |
7,796 |
|
|
Weekly Pivots for week ending 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,523 |
9,226 |
8,223 |
|
R3 |
9,036 |
8,739 |
8,089 |
|
R2 |
8,549 |
8,549 |
8,044 |
|
R1 |
8,252 |
8,252 |
8,000 |
8,157 |
PP |
8,062 |
8,062 |
8,062 |
8,015 |
S1 |
7,765 |
7,765 |
7,910 |
7,670 |
S2 |
7,575 |
7,575 |
7,866 |
|
S3 |
7,088 |
7,278 |
7,821 |
|
S4 |
6,601 |
6,791 |
7,687 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,359 |
7,812 |
547 |
6.9% |
217 |
2.8% |
14% |
False |
True |
185,776 |
10 |
8,392 |
7,812 |
580 |
7.4% |
281 |
3.6% |
13% |
False |
True |
206,131 |
20 |
9,048 |
7,812 |
1,236 |
15.7% |
254 |
3.2% |
6% |
False |
True |
185,365 |
40 |
9,048 |
7,812 |
1,236 |
15.7% |
273 |
3.5% |
6% |
False |
True |
137,579 |
60 |
9,612 |
7,398 |
2,214 |
28.1% |
348 |
4.4% |
22% |
False |
False |
91,840 |
80 |
9,894 |
7,398 |
2,496 |
31.6% |
423 |
5.4% |
20% |
False |
False |
68,963 |
100 |
11,540 |
7,398 |
4,142 |
52.5% |
420 |
5.3% |
12% |
False |
False |
55,198 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,678 |
2.618 |
8,409 |
1.618 |
8,244 |
1.000 |
8,142 |
0.618 |
8,079 |
HIGH |
7,977 |
0.618 |
7,914 |
0.500 |
7,895 |
0.382 |
7,875 |
LOW |
7,812 |
0.618 |
7,710 |
1.000 |
7,647 |
1.618 |
7,545 |
2.618 |
7,380 |
4.250 |
7,111 |
|
|
Fisher Pivots for day following 02-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
7,895 |
8,067 |
PP |
7,892 |
8,007 |
S1 |
7,890 |
7,947 |
|