Trading Metrics calculated at close of trading on 02-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2009 |
02-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
8,149.01 |
8,000.62 |
-148.39 |
-1.8% |
8,078.04 |
High |
8,195.76 |
8,000.62 |
-195.14 |
-2.4% |
8,405.87 |
Low |
7,961.92 |
7,867.37 |
-94.55 |
-1.2% |
7,961.92 |
Close |
8,000.86 |
7,936.83 |
-64.03 |
-0.8% |
8,000.86 |
Range |
233.84 |
133.25 |
-100.59 |
-43.0% |
443.95 |
ATR |
244.54 |
236.61 |
-7.93 |
-3.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,334.69 |
8,269.01 |
8,010.12 |
|
R3 |
8,201.44 |
8,135.76 |
7,973.47 |
|
R2 |
8,068.19 |
8,068.19 |
7,961.26 |
|
R1 |
8,002.51 |
8,002.51 |
7,949.04 |
7,968.73 |
PP |
7,934.94 |
7,934.94 |
7,934.94 |
7,918.05 |
S1 |
7,869.26 |
7,869.26 |
7,924.62 |
7,835.48 |
S2 |
7,801.69 |
7,801.69 |
7,912.40 |
|
S3 |
7,668.44 |
7,736.01 |
7,900.19 |
|
S4 |
7,535.19 |
7,602.76 |
7,863.54 |
|
|
Weekly Pivots for week ending 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,454.73 |
9,171.75 |
8,245.03 |
|
R3 |
9,010.78 |
8,727.80 |
8,122.95 |
|
R2 |
8,566.83 |
8,566.83 |
8,082.25 |
|
R1 |
8,283.85 |
8,283.85 |
8,041.56 |
8,203.37 |
PP |
8,122.88 |
8,122.88 |
8,122.88 |
8,082.64 |
S1 |
7,839.90 |
7,839.90 |
7,960.16 |
7,759.42 |
S2 |
7,678.93 |
7,678.93 |
7,919.47 |
|
S3 |
7,234.98 |
7,395.95 |
7,878.77 |
|
S4 |
6,791.03 |
6,952.00 |
7,756.69 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,405.87 |
7,867.37 |
538.50 |
6.8% |
194.98 |
2.5% |
13% |
False |
True |
|
10 |
8,405.87 |
7,867.37 |
538.50 |
6.8% |
235.41 |
3.0% |
13% |
False |
True |
|
20 |
9,088.06 |
7,867.37 |
1,220.69 |
15.4% |
219.34 |
2.8% |
6% |
False |
True |
|
40 |
9,088.06 |
7,867.37 |
1,220.69 |
15.4% |
241.78 |
3.0% |
6% |
False |
True |
|
60 |
9,616.60 |
7,449.38 |
2,167.22 |
27.3% |
313.13 |
3.9% |
22% |
False |
False |
|
80 |
9,794.37 |
7,449.38 |
2,344.99 |
29.5% |
379.02 |
4.8% |
21% |
False |
False |
|
100 |
11,483.05 |
7,449.38 |
4,033.67 |
50.8% |
387.65 |
4.9% |
12% |
False |
False |
|
120 |
11,790.17 |
7,449.38 |
4,340.79 |
54.7% |
358.99 |
4.5% |
11% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,566.93 |
2.618 |
8,349.47 |
1.618 |
8,216.22 |
1.000 |
8,133.87 |
0.618 |
8,082.97 |
HIGH |
8,000.62 |
0.618 |
7,949.72 |
0.500 |
7,934.00 |
0.382 |
7,918.27 |
LOW |
7,867.37 |
0.618 |
7,785.02 |
1.000 |
7,734.12 |
1.618 |
7,651.77 |
2.618 |
7,518.52 |
4.250 |
7,301.06 |
|
|
Fisher Pivots for day following 02-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
7,935.89 |
8,120.26 |
PP |
7,934.94 |
8,059.11 |
S1 |
7,934.00 |
7,997.97 |
|