Trading Metrics calculated at close of trading on 03-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2009 |
03-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
7,959 |
7,887 |
-72 |
-0.9% |
7,981 |
High |
7,977 |
8,063 |
86 |
1.1% |
8,359 |
Low |
7,812 |
7,840 |
28 |
0.4% |
7,872 |
Close |
7,887 |
7,986 |
99 |
1.3% |
7,955 |
Range |
165 |
223 |
58 |
35.2% |
487 |
ATR |
270 |
266 |
-3 |
-1.2% |
0 |
Volume |
192,790 |
165,134 |
-27,656 |
-14.3% |
973,823 |
|
Daily Pivots for day following 03-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,632 |
8,532 |
8,109 |
|
R3 |
8,409 |
8,309 |
8,047 |
|
R2 |
8,186 |
8,186 |
8,027 |
|
R1 |
8,086 |
8,086 |
8,007 |
8,136 |
PP |
7,963 |
7,963 |
7,963 |
7,988 |
S1 |
7,863 |
7,863 |
7,966 |
7,913 |
S2 |
7,740 |
7,740 |
7,945 |
|
S3 |
7,517 |
7,640 |
7,925 |
|
S4 |
7,294 |
7,417 |
7,863 |
|
|
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 |
6.8% |
233 |
2.9% |
32% |
False |
False |
176,868 |
10 |
8,359 |
7,812 |
547 |
6.8% |
251 |
3.1% |
32% |
False |
False |
201,573 |
20 |
9,048 |
7,812 |
1,236 |
15.5% |
257 |
3.2% |
14% |
False |
False |
189,177 |
40 |
9,048 |
7,812 |
1,236 |
15.5% |
270 |
3.4% |
14% |
False |
False |
141,691 |
60 |
9,167 |
7,398 |
1,769 |
22.2% |
342 |
4.3% |
33% |
False |
False |
94,590 |
80 |
9,894 |
7,398 |
2,496 |
31.3% |
418 |
5.2% |
24% |
False |
False |
71,013 |
100 |
11,540 |
7,398 |
4,142 |
51.9% |
422 |
5.3% |
14% |
False |
False |
56,849 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,011 |
2.618 |
8,647 |
1.618 |
8,424 |
1.000 |
8,286 |
0.618 |
8,201 |
HIGH |
8,063 |
0.618 |
7,978 |
0.500 |
7,952 |
0.382 |
7,925 |
LOW |
7,840 |
0.618 |
7,702 |
1.000 |
7,617 |
1.618 |
7,479 |
2.618 |
7,256 |
4.250 |
6,892 |
|
|
Fisher Pivots for day following 03-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
7,975 |
7,988 |
PP |
7,963 |
7,987 |
S1 |
7,952 |
7,987 |
|