Trading Metrics calculated at close of trading on 04-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2009 |
04-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
7,887 |
7,981 |
94 |
1.2% |
7,981 |
High |
8,063 |
8,123 |
60 |
0.7% |
8,359 |
Low |
7,840 |
7,883 |
43 |
0.5% |
7,872 |
Close |
7,986 |
7,925 |
-61 |
-0.8% |
7,955 |
Range |
223 |
240 |
17 |
7.6% |
487 |
ATR |
266 |
264 |
-2 |
-0.7% |
0 |
Volume |
165,134 |
178,574 |
13,440 |
8.1% |
973,823 |
|
Daily Pivots for day following 04-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,697 |
8,551 |
8,057 |
|
R3 |
8,457 |
8,311 |
7,991 |
|
R2 |
8,217 |
8,217 |
7,969 |
|
R1 |
8,071 |
8,071 |
7,947 |
8,024 |
PP |
7,977 |
7,977 |
7,977 |
7,954 |
S1 |
7,831 |
7,831 |
7,903 |
7,784 |
S2 |
7,737 |
7,737 |
7,881 |
|
S3 |
7,497 |
7,591 |
7,859 |
|
S4 |
7,257 |
7,351 |
7,793 |
|
|
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 |
8,322 |
7,812 |
510 |
6.4% |
225 |
2.8% |
22% |
False |
False |
175,129 |
10 |
8,359 |
7,812 |
547 |
6.9% |
244 |
3.1% |
21% |
False |
False |
195,995 |
20 |
8,959 |
7,812 |
1,147 |
14.5% |
261 |
3.3% |
10% |
False |
False |
191,191 |
40 |
9,048 |
7,812 |
1,236 |
15.6% |
262 |
3.3% |
9% |
False |
False |
146,139 |
60 |
9,167 |
7,398 |
1,769 |
22.3% |
337 |
4.2% |
30% |
False |
False |
97,564 |
80 |
9,894 |
7,398 |
2,496 |
31.5% |
410 |
5.2% |
21% |
False |
False |
73,234 |
100 |
11,540 |
7,398 |
4,142 |
52.3% |
422 |
5.3% |
13% |
False |
False |
58,635 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,143 |
2.618 |
8,751 |
1.618 |
8,511 |
1.000 |
8,363 |
0.618 |
8,271 |
HIGH |
8,123 |
0.618 |
8,031 |
0.500 |
8,003 |
0.382 |
7,975 |
LOW |
7,883 |
0.618 |
7,735 |
1.000 |
7,643 |
1.618 |
7,495 |
2.618 |
7,255 |
4.250 |
6,863 |
|
|
Fisher Pivots for day following 04-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
8,003 |
7,968 |
PP |
7,977 |
7,953 |
S1 |
7,951 |
7,939 |
|