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 |
7,919 |
8,000 |
81 |
1.0% |
7,959 |
High |
8,069 |
8,280 |
211 |
2.6% |
8,280 |
Low |
7,799 |
7,965 |
166 |
2.1% |
7,799 |
Close |
7,994 |
8,254 |
260 |
3.3% |
8,254 |
Range |
270 |
315 |
45 |
16.7% |
481 |
ATR |
265 |
268 |
4 |
1.4% |
0 |
Volume |
197,927 |
247,523 |
49,596 |
25.1% |
981,948 |
|
Daily Pivots for day following 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,111 |
8,998 |
8,427 |
|
R3 |
8,796 |
8,683 |
8,341 |
|
R2 |
8,481 |
8,481 |
8,312 |
|
R1 |
8,368 |
8,368 |
8,283 |
8,425 |
PP |
8,166 |
8,166 |
8,166 |
8,195 |
S1 |
8,053 |
8,053 |
8,225 |
8,110 |
S2 |
7,851 |
7,851 |
8,196 |
|
S3 |
7,536 |
7,738 |
8,168 |
|
S4 |
7,221 |
7,423 |
8,081 |
|
|
Weekly Pivots for week ending 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,554 |
9,385 |
8,519 |
|
R3 |
9,073 |
8,904 |
8,386 |
|
R2 |
8,592 |
8,592 |
8,342 |
|
R1 |
8,423 |
8,423 |
8,298 |
8,508 |
PP |
8,111 |
8,111 |
8,111 |
8,153 |
S1 |
7,942 |
7,942 |
8,210 |
8,027 |
S2 |
7,630 |
7,630 |
8,166 |
|
S3 |
7,149 |
7,461 |
8,122 |
|
S4 |
6,668 |
6,980 |
7,990 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,280 |
7,799 |
481 |
5.8% |
243 |
2.9% |
95% |
True |
False |
196,389 |
10 |
8,359 |
7,799 |
560 |
6.8% |
245 |
3.0% |
81% |
False |
False |
195,577 |
20 |
8,749 |
7,799 |
950 |
11.5% |
269 |
3.3% |
48% |
False |
False |
197,234 |
40 |
9,048 |
7,799 |
1,249 |
15.1% |
258 |
3.1% |
36% |
False |
False |
157,220 |
60 |
9,048 |
7,398 |
1,650 |
20.0% |
333 |
4.0% |
52% |
False |
False |
104,981 |
80 |
9,894 |
7,398 |
2,496 |
30.2% |
393 |
4.8% |
34% |
False |
False |
78,780 |
100 |
11,540 |
7,398 |
4,142 |
50.2% |
424 |
5.1% |
21% |
False |
False |
63,089 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,619 |
2.618 |
9,105 |
1.618 |
8,790 |
1.000 |
8,595 |
0.618 |
8,475 |
HIGH |
8,280 |
0.618 |
8,160 |
0.500 |
8,123 |
0.382 |
8,085 |
LOW |
7,965 |
0.618 |
7,770 |
1.000 |
7,650 |
1.618 |
7,455 |
2.618 |
7,140 |
4.250 |
6,626 |
|
|
Fisher Pivots for day following 06-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
8,210 |
8,183 |
PP |
8,166 |
8,111 |
S1 |
8,123 |
8,040 |
|