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 |
1,200.26 |
1,244.43 |
44.17 |
3.7% |
1,168.13 |
High |
1,250.14 |
1,280.40 |
30.26 |
2.4% |
1,280.40 |
Low |
1,199.53 |
1,243.86 |
44.33 |
3.7% |
1,167.49 |
Close |
1,245.11 |
1,277.49 |
32.38 |
2.6% |
1,277.49 |
Range |
50.61 |
36.54 |
-14.07 |
-27.8% |
112.91 |
ATR |
40.52 |
40.23 |
-0.28 |
-0.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,376.87 |
1,363.72 |
1,297.59 |
|
R3 |
1,340.33 |
1,327.18 |
1,287.54 |
|
R2 |
1,303.79 |
1,303.79 |
1,284.19 |
|
R1 |
1,290.64 |
1,290.64 |
1,280.84 |
1,297.22 |
PP |
1,267.25 |
1,267.25 |
1,267.25 |
1,270.54 |
S1 |
1,254.10 |
1,254.10 |
1,274.14 |
1,260.68 |
S2 |
1,230.71 |
1,230.71 |
1,270.79 |
|
S3 |
1,194.17 |
1,217.56 |
1,267.44 |
|
S4 |
1,157.63 |
1,181.02 |
1,257.39 |
|
|
Weekly Pivots for week ending 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,580.52 |
1,541.92 |
1,339.59 |
|
R3 |
1,467.61 |
1,429.01 |
1,308.54 |
|
R2 |
1,354.70 |
1,354.70 |
1,298.19 |
|
R1 |
1,316.10 |
1,316.10 |
1,287.84 |
1,335.40 |
PP |
1,241.79 |
1,241.79 |
1,241.79 |
1,251.45 |
S1 |
1,203.19 |
1,203.19 |
1,267.14 |
1,222.49 |
S2 |
1,128.88 |
1,128.88 |
1,256.79 |
|
S3 |
1,015.97 |
1,090.28 |
1,246.44 |
|
S4 |
903.06 |
977.37 |
1,215.39 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,280.40 |
1,167.49 |
112.91 |
8.8% |
38.91 |
3.0% |
97% |
True |
False |
|
10 |
1,280.40 |
1,167.49 |
112.91 |
8.8% |
34.03 |
2.7% |
97% |
True |
False |
|
20 |
1,280.40 |
1,136.61 |
143.79 |
11.3% |
37.70 |
3.0% |
98% |
True |
False |
|
40 |
1,286.08 |
1,136.61 |
149.47 |
11.7% |
35.47 |
2.8% |
94% |
False |
False |
|
60 |
1,286.08 |
1,018.86 |
267.22 |
20.9% |
43.54 |
3.4% |
97% |
False |
False |
|
80 |
1,470.99 |
1,018.86 |
452.13 |
35.4% |
50.82 |
4.0% |
57% |
False |
False |
|
100 |
1,773.83 |
1,018.86 |
754.97 |
59.1% |
56.23 |
4.4% |
34% |
False |
False |
|
120 |
1,963.51 |
1,018.86 |
944.65 |
73.9% |
53.38 |
4.2% |
27% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,435.70 |
2.618 |
1,376.06 |
1.618 |
1,339.52 |
1.000 |
1,316.94 |
0.618 |
1,302.98 |
HIGH |
1,280.40 |
0.618 |
1,266.44 |
0.500 |
1,262.13 |
0.382 |
1,257.82 |
LOW |
1,243.86 |
0.618 |
1,221.28 |
1.000 |
1,207.32 |
1.618 |
1,184.74 |
2.618 |
1,148.20 |
4.250 |
1,088.57 |
|
|
Fisher Pivots for day following 06-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
1,272.37 |
1,264.98 |
PP |
1,267.25 |
1,252.47 |
S1 |
1,262.13 |
1,239.97 |
|