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 |
4,437.0 |
4,537.0 |
100.0 |
2.3% |
4,326.5 |
High |
4,583.5 |
4,703.0 |
119.5 |
2.6% |
4,703.0 |
Low |
4,411.5 |
4,537.0 |
125.5 |
2.8% |
4,221.5 |
Close |
4,521.5 |
4,647.0 |
125.5 |
2.8% |
4,647.0 |
Range |
172.0 |
166.0 |
-6.0 |
-3.5% |
481.5 |
ATR |
170.3 |
171.1 |
0.8 |
0.5% |
0.0 |
Volume |
1,309 |
850 |
-459 |
-35.1% |
4,072 |
|
Daily Pivots for day following 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,127.0 |
5,053.0 |
4,738.3 |
|
R3 |
4,961.0 |
4,887.0 |
4,692.7 |
|
R2 |
4,795.0 |
4,795.0 |
4,677.4 |
|
R1 |
4,721.0 |
4,721.0 |
4,662.2 |
4,758.0 |
PP |
4,629.0 |
4,629.0 |
4,629.0 |
4,647.5 |
S1 |
4,555.0 |
4,555.0 |
4,631.8 |
4,592.0 |
S2 |
4,463.0 |
4,463.0 |
4,616.6 |
|
S3 |
4,297.0 |
4,389.0 |
4,601.4 |
|
S4 |
4,131.0 |
4,223.0 |
4,555.7 |
|
|
Weekly Pivots for week ending 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,968.3 |
5,789.2 |
4,911.8 |
|
R3 |
5,486.8 |
5,307.7 |
4,779.4 |
|
R2 |
5,005.3 |
5,005.3 |
4,735.3 |
|
R1 |
4,826.2 |
4,826.2 |
4,691.1 |
4,915.8 |
PP |
4,523.8 |
4,523.8 |
4,523.8 |
4,568.6 |
S1 |
4,344.7 |
4,344.7 |
4,602.9 |
4,434.3 |
S2 |
4,042.3 |
4,042.3 |
4,558.7 |
|
S3 |
3,560.8 |
3,863.2 |
4,514.6 |
|
S4 |
3,079.3 |
3,381.7 |
4,382.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,703.0 |
4,221.5 |
481.5 |
10.4% |
158.6 |
3.4% |
88% |
True |
False |
814 |
10 |
4,703.0 |
4,163.5 |
539.5 |
11.6% |
157.4 |
3.4% |
90% |
True |
False |
662 |
20 |
4,815.0 |
4,097.0 |
718.0 |
15.5% |
164.8 |
3.5% |
77% |
False |
False |
638 |
40 |
5,151.0 |
4,097.0 |
1,054.0 |
22.7% |
149.3 |
3.2% |
52% |
False |
False |
1,366 |
60 |
5,204.0 |
4,097.0 |
1,107.0 |
23.8% |
177.2 |
3.8% |
50% |
False |
False |
1,075 |
80 |
5,454.5 |
4,097.0 |
1,357.5 |
29.2% |
201.6 |
4.3% |
41% |
False |
False |
867 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,408.5 |
2.618 |
5,137.6 |
1.618 |
4,971.6 |
1.000 |
4,869.0 |
0.618 |
4,805.6 |
HIGH |
4,703.0 |
0.618 |
4,639.6 |
0.500 |
4,620.0 |
0.382 |
4,600.4 |
LOW |
4,537.0 |
0.618 |
4,434.4 |
1.000 |
4,371.0 |
1.618 |
4,268.4 |
2.618 |
4,102.4 |
4.250 |
3,831.5 |
|
|
Fisher Pivots for day following 06-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
4,638.0 |
4,615.9 |
PP |
4,629.0 |
4,584.8 |
S1 |
4,620.0 |
4,553.8 |
|