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 |
7,954.83 |
8,056.38 |
101.55 |
1.3% |
8,000.62 |
High |
8,107.83 |
8,312.37 |
204.54 |
2.5% |
8,312.37 |
Low |
7,845.31 |
8,052.24 |
206.93 |
2.6% |
7,845.31 |
Close |
8,063.07 |
8,280.59 |
217.52 |
2.7% |
8,280.59 |
Range |
262.52 |
260.13 |
-2.39 |
-0.9% |
467.06 |
ATR |
236.33 |
238.03 |
1.70 |
0.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,995.46 |
8,898.15 |
8,423.66 |
|
R3 |
8,735.33 |
8,638.02 |
8,352.13 |
|
R2 |
8,475.20 |
8,475.20 |
8,328.28 |
|
R1 |
8,377.89 |
8,377.89 |
8,304.44 |
8,426.55 |
PP |
8,215.07 |
8,215.07 |
8,215.07 |
8,239.39 |
S1 |
8,117.76 |
8,117.76 |
8,256.74 |
8,166.42 |
S2 |
7,954.94 |
7,954.94 |
8,232.90 |
|
S3 |
7,694.81 |
7,857.63 |
8,209.05 |
|
S4 |
7,434.68 |
7,597.50 |
8,137.52 |
|
|
Weekly Pivots for week ending 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,547.27 |
9,380.99 |
8,537.47 |
|
R3 |
9,080.21 |
8,913.93 |
8,409.03 |
|
R2 |
8,613.15 |
8,613.15 |
8,366.22 |
|
R1 |
8,446.87 |
8,446.87 |
8,323.40 |
8,530.01 |
PP |
8,146.09 |
8,146.09 |
8,146.09 |
8,187.66 |
S1 |
7,979.81 |
7,979.81 |
8,237.78 |
8,062.95 |
S2 |
7,679.03 |
7,679.03 |
8,194.96 |
|
S3 |
7,211.97 |
7,512.75 |
8,152.15 |
|
S4 |
6,744.91 |
7,045.69 |
8,023.71 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,312.37 |
7,845.31 |
467.06 |
5.6% |
218.97 |
2.6% |
93% |
True |
False |
|
10 |
8,405.87 |
7,845.31 |
560.56 |
6.8% |
214.50 |
2.6% |
78% |
False |
False |
|
20 |
8,769.62 |
7,845.31 |
924.31 |
11.2% |
233.17 |
2.8% |
47% |
False |
False |
|
40 |
9,088.06 |
7,845.31 |
1,242.75 |
15.0% |
225.52 |
2.7% |
35% |
False |
False |
|
60 |
9,088.06 |
7,449.38 |
1,638.68 |
19.8% |
301.02 |
3.6% |
51% |
False |
False |
|
80 |
9,794.37 |
7,449.38 |
2,344.99 |
28.3% |
349.96 |
4.2% |
35% |
False |
False |
|
100 |
11,483.05 |
7,449.38 |
4,033.67 |
48.7% |
385.36 |
4.7% |
21% |
False |
False |
|
120 |
11,790.17 |
7,449.38 |
4,340.79 |
52.4% |
360.85 |
4.4% |
19% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,417.92 |
2.618 |
8,993.39 |
1.618 |
8,733.26 |
1.000 |
8,572.50 |
0.618 |
8,473.13 |
HIGH |
8,312.37 |
0.618 |
8,213.00 |
0.500 |
8,182.31 |
0.382 |
8,151.61 |
LOW |
8,052.24 |
0.618 |
7,891.48 |
1.000 |
7,792.11 |
1.618 |
7,631.35 |
2.618 |
7,371.22 |
4.250 |
6,946.69 |
|
|
Fisher Pivots for day following 06-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
8,247.83 |
8,213.34 |
PP |
8,215.07 |
8,146.09 |
S1 |
8,182.31 |
8,078.84 |
|