Trading Metrics calculated at close of trading on 05-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2009 |
05-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
8,070.32 |
7,954.83 |
-115.49 |
-1.4% |
8,078.04 |
High |
8,162.15 |
8,107.83 |
-54.32 |
-0.7% |
8,405.87 |
Low |
7,929.26 |
7,845.31 |
-83.95 |
-1.1% |
7,961.92 |
Close |
7,956.66 |
8,063.07 |
106.41 |
1.3% |
8,000.86 |
Range |
232.89 |
262.52 |
29.63 |
12.7% |
443.95 |
ATR |
234.31 |
236.33 |
2.01 |
0.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,792.96 |
8,690.54 |
8,207.46 |
|
R3 |
8,530.44 |
8,428.02 |
8,135.26 |
|
R2 |
8,267.92 |
8,267.92 |
8,111.20 |
|
R1 |
8,165.50 |
8,165.50 |
8,087.13 |
8,216.71 |
PP |
8,005.40 |
8,005.40 |
8,005.40 |
8,031.01 |
S1 |
7,902.98 |
7,902.98 |
8,039.01 |
7,954.19 |
S2 |
7,742.88 |
7,742.88 |
8,014.94 |
|
S3 |
7,480.36 |
7,640.46 |
7,990.88 |
|
S4 |
7,217.84 |
7,377.94 |
7,918.68 |
|
|
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 |
8,195.76 |
7,845.31 |
350.45 |
4.3% |
213.71 |
2.7% |
62% |
False |
True |
|
10 |
8,405.87 |
7,845.31 |
560.56 |
7.0% |
212.84 |
2.6% |
39% |
False |
True |
|
20 |
8,770.02 |
7,845.31 |
924.71 |
11.5% |
226.11 |
2.8% |
24% |
False |
True |
|
40 |
9,088.06 |
7,845.31 |
1,242.75 |
15.4% |
226.08 |
2.8% |
18% |
False |
True |
|
60 |
9,159.58 |
7,449.38 |
1,710.20 |
21.2% |
303.34 |
3.8% |
36% |
False |
False |
|
80 |
9,794.37 |
7,449.38 |
2,344.99 |
29.1% |
358.78 |
4.4% |
26% |
False |
False |
|
100 |
11,483.05 |
7,449.38 |
4,033.67 |
50.0% |
387.75 |
4.8% |
15% |
False |
False |
|
120 |
11,790.17 |
7,449.38 |
4,340.79 |
53.8% |
359.60 |
4.5% |
14% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,223.54 |
2.618 |
8,795.11 |
1.618 |
8,532.59 |
1.000 |
8,370.35 |
0.618 |
8,270.07 |
HIGH |
8,107.83 |
0.618 |
8,007.55 |
0.500 |
7,976.57 |
0.382 |
7,945.59 |
LOW |
7,845.31 |
0.618 |
7,683.07 |
1.000 |
7,582.79 |
1.618 |
7,420.55 |
2.618 |
7,158.03 |
4.250 |
6,729.60 |
|
|
Fisher Pivots for day following 05-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
8,034.24 |
8,043.29 |
PP |
8,005.40 |
8,023.51 |
S1 |
7,976.57 |
8,003.73 |
|