Trading Metrics calculated at close of trading on 05-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2009 |
05-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
7,981 |
7,919 |
-62 |
-0.8% |
7,981 |
High |
8,123 |
8,069 |
-54 |
-0.7% |
8,359 |
Low |
7,883 |
7,799 |
-84 |
-1.1% |
7,872 |
Close |
7,925 |
7,994 |
69 |
0.9% |
7,955 |
Range |
240 |
270 |
30 |
12.5% |
487 |
ATR |
264 |
265 |
0 |
0.1% |
0 |
Volume |
178,574 |
197,927 |
19,353 |
10.8% |
973,823 |
|
Daily Pivots for day following 05-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,764 |
8,649 |
8,143 |
|
R3 |
8,494 |
8,379 |
8,068 |
|
R2 |
8,224 |
8,224 |
8,044 |
|
R1 |
8,109 |
8,109 |
8,019 |
8,167 |
PP |
7,954 |
7,954 |
7,954 |
7,983 |
S1 |
7,839 |
7,839 |
7,969 |
7,897 |
S2 |
7,684 |
7,684 |
7,945 |
|
S3 |
7,414 |
7,569 |
7,920 |
|
S4 |
7,144 |
7,299 |
7,846 |
|
|
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 |
8,163 |
7,799 |
364 |
4.6% |
231 |
2.9% |
54% |
False |
True |
179,619 |
10 |
8,359 |
7,799 |
560 |
7.0% |
239 |
3.0% |
35% |
False |
True |
195,056 |
20 |
8,758 |
7,799 |
959 |
12.0% |
260 |
3.3% |
20% |
False |
True |
192,915 |
40 |
9,048 |
7,799 |
1,249 |
15.6% |
257 |
3.2% |
16% |
False |
True |
151,064 |
60 |
9,167 |
7,398 |
1,769 |
22.1% |
336 |
4.2% |
34% |
False |
False |
100,859 |
80 |
9,894 |
7,398 |
2,496 |
31.2% |
401 |
5.0% |
24% |
False |
False |
75,696 |
100 |
11,540 |
7,398 |
4,142 |
51.8% |
423 |
5.3% |
14% |
False |
False |
60,614 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,217 |
2.618 |
8,776 |
1.618 |
8,506 |
1.000 |
8,339 |
0.618 |
8,236 |
HIGH |
8,069 |
0.618 |
7,966 |
0.500 |
7,934 |
0.382 |
7,902 |
LOW |
7,799 |
0.618 |
7,632 |
1.000 |
7,529 |
1.618 |
7,362 |
2.618 |
7,092 |
4.250 |
6,652 |
|
|
Fisher Pivots for day following 05-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
7,974 |
7,983 |
PP |
7,954 |
7,972 |
S1 |
7,934 |
7,961 |
|