Trading Metrics calculated at close of trading on 03-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2009 |
03-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
8,000.62 |
7,936.99 |
-63.63 |
-0.8% |
8,078.04 |
High |
8,000.62 |
8,111.57 |
110.95 |
1.4% |
8,405.87 |
Low |
7,867.37 |
7,905.52 |
38.15 |
0.5% |
7,961.92 |
Close |
7,936.83 |
8,078.36 |
141.53 |
1.8% |
8,000.86 |
Range |
133.25 |
206.05 |
72.80 |
54.6% |
443.95 |
ATR |
236.61 |
234.42 |
-2.18 |
-0.9% |
0.00 |
Volume |
|
|
|
|
|
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Daily Pivots for day following 03-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,649.97 |
8,570.21 |
8,191.69 |
|
R3 |
8,443.92 |
8,364.16 |
8,135.02 |
|
R2 |
8,237.87 |
8,237.87 |
8,116.14 |
|
R1 |
8,158.11 |
8,158.11 |
8,097.25 |
8,197.99 |
PP |
8,031.82 |
8,031.82 |
8,031.82 |
8,051.76 |
S1 |
7,952.06 |
7,952.06 |
8,059.47 |
7,991.94 |
S2 |
7,825.77 |
7,825.77 |
8,040.58 |
|
S3 |
7,619.72 |
7,746.01 |
8,021.70 |
|
S4 |
7,413.67 |
7,539.96 |
7,965.03 |
|
|
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 |
6.7% |
207.66 |
2.6% |
39% |
False |
False |
|
10 |
8,405.87 |
7,867.37 |
538.50 |
6.7% |
220.81 |
2.7% |
39% |
False |
False |
|
20 |
9,088.06 |
7,867.37 |
1,220.69 |
15.1% |
222.54 |
2.8% |
17% |
False |
False |
|
40 |
9,088.06 |
7,867.37 |
1,220.69 |
15.1% |
237.61 |
2.9% |
17% |
False |
False |
|
60 |
9,159.58 |
7,449.38 |
1,710.20 |
21.2% |
308.14 |
3.8% |
37% |
False |
False |
|
80 |
9,794.37 |
7,449.38 |
2,344.99 |
29.0% |
376.18 |
4.7% |
27% |
False |
False |
|
100 |
11,483.05 |
7,449.38 |
4,033.67 |
49.9% |
388.06 |
4.8% |
16% |
False |
False |
|
120 |
11,790.17 |
7,449.38 |
4,340.79 |
53.7% |
359.20 |
4.4% |
14% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,987.28 |
2.618 |
8,651.01 |
1.618 |
8,444.96 |
1.000 |
8,317.62 |
0.618 |
8,238.91 |
HIGH |
8,111.57 |
0.618 |
8,032.86 |
0.500 |
8,008.55 |
0.382 |
7,984.23 |
LOW |
7,905.52 |
0.618 |
7,778.18 |
1.000 |
7,699.47 |
1.618 |
7,572.13 |
2.618 |
7,366.08 |
4.250 |
7,029.81 |
|
|
Fisher Pivots for day following 03-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
8,055.09 |
8,062.76 |
PP |
8,031.82 |
8,047.16 |
S1 |
8,008.55 |
8,031.57 |
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