Trading Metrics calculated at close of trading on 04-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2009 |
04-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
7,936.99 |
8,070.32 |
133.33 |
1.7% |
8,078.04 |
High |
8,111.57 |
8,162.15 |
50.58 |
0.6% |
8,405.87 |
Low |
7,905.52 |
7,929.26 |
23.74 |
0.3% |
7,961.92 |
Close |
8,078.36 |
7,956.66 |
-121.70 |
-1.5% |
8,000.86 |
Range |
206.05 |
232.89 |
26.84 |
13.0% |
443.95 |
ATR |
234.42 |
234.31 |
-0.11 |
0.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,714.69 |
8,568.57 |
8,084.75 |
|
R3 |
8,481.80 |
8,335.68 |
8,020.70 |
|
R2 |
8,248.91 |
8,248.91 |
7,999.36 |
|
R1 |
8,102.79 |
8,102.79 |
7,978.01 |
8,059.41 |
PP |
8,016.02 |
8,016.02 |
8,016.02 |
7,994.33 |
S1 |
7,869.90 |
7,869.90 |
7,935.31 |
7,826.52 |
S2 |
7,783.13 |
7,783.13 |
7,913.96 |
|
S3 |
7,550.24 |
7,637.01 |
7,892.62 |
|
S4 |
7,317.35 |
7,404.12 |
7,828.57 |
|
|
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 |
8,373.14 |
7,867.37 |
505.77 |
6.4% |
208.25 |
2.6% |
18% |
False |
False |
|
10 |
8,405.87 |
7,867.37 |
538.50 |
6.8% |
213.36 |
2.7% |
17% |
False |
False |
|
20 |
8,996.94 |
7,867.37 |
1,129.57 |
14.2% |
226.83 |
2.9% |
8% |
False |
False |
|
40 |
9,088.06 |
7,867.37 |
1,220.69 |
15.3% |
229.24 |
2.9% |
7% |
False |
False |
|
60 |
9,159.58 |
7,449.38 |
1,710.20 |
21.5% |
303.39 |
3.8% |
30% |
False |
False |
|
80 |
9,794.37 |
7,449.38 |
2,344.99 |
29.5% |
368.23 |
4.6% |
22% |
False |
False |
|
100 |
11,483.05 |
7,449.38 |
4,033.67 |
50.7% |
386.92 |
4.9% |
13% |
False |
False |
|
120 |
11,790.17 |
7,449.38 |
4,340.79 |
54.6% |
359.64 |
4.5% |
12% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,151.93 |
2.618 |
8,771.86 |
1.618 |
8,538.97 |
1.000 |
8,395.04 |
0.618 |
8,306.08 |
HIGH |
8,162.15 |
0.618 |
8,073.19 |
0.500 |
8,045.71 |
0.382 |
8,018.22 |
LOW |
7,929.26 |
0.618 |
7,785.33 |
1.000 |
7,696.37 |
1.618 |
7,552.44 |
2.618 |
7,319.55 |
4.250 |
6,939.48 |
|
|
Fisher Pivots for day following 04-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
8,045.71 |
8,014.76 |
PP |
8,016.02 |
7,995.39 |
S1 |
7,986.34 |
7,976.03 |
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