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 |
843.00 |
823.75 |
-19.25 |
-2.3% |
823.50 |
High |
849.00 |
827.50 |
-21.50 |
-2.5% |
876.00 |
Low |
817.50 |
806.25 |
-11.25 |
-1.4% |
810.75 |
Close |
822.50 |
821.25 |
-1.25 |
-0.2% |
822.50 |
Range |
31.50 |
21.25 |
-10.25 |
-32.5% |
65.25 |
ATR |
33.81 |
32.91 |
-0.90 |
-2.7% |
0.00 |
Volume |
2,044,480 |
2,467,501 |
423,021 |
20.7% |
11,126,765 |
|
Daily Pivots for day following 02-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
882.00 |
873.00 |
833.00 |
|
R3 |
860.75 |
851.75 |
827.00 |
|
R2 |
839.50 |
839.50 |
825.25 |
|
R1 |
830.50 |
830.50 |
823.25 |
824.50 |
PP |
818.25 |
818.25 |
818.25 |
815.25 |
S1 |
809.25 |
809.25 |
819.25 |
803.00 |
S2 |
797.00 |
797.00 |
817.25 |
|
S3 |
775.75 |
788.00 |
815.50 |
|
S4 |
754.50 |
766.75 |
809.50 |
|
|
Weekly Pivots for week ending 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,032.25 |
992.50 |
858.50 |
|
R3 |
967.00 |
927.25 |
840.50 |
|
R2 |
901.75 |
901.75 |
834.50 |
|
R1 |
862.00 |
862.00 |
828.50 |
849.25 |
PP |
836.50 |
836.50 |
836.50 |
830.00 |
S1 |
796.75 |
796.75 |
816.50 |
784.00 |
S2 |
771.25 |
771.25 |
810.50 |
|
S3 |
706.00 |
731.50 |
804.50 |
|
S4 |
640.75 |
666.25 |
786.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
876.00 |
806.25 |
69.75 |
8.5% |
27.75 |
3.4% |
22% |
False |
True |
2,199,552 |
10 |
876.00 |
797.50 |
78.50 |
9.6% |
35.75 |
4.3% |
30% |
False |
False |
2,517,427 |
20 |
942.75 |
797.50 |
145.25 |
17.7% |
31.25 |
3.8% |
16% |
False |
False |
2,281,871 |
40 |
942.75 |
797.50 |
145.25 |
17.7% |
32.25 |
3.9% |
16% |
False |
False |
1,685,311 |
60 |
1,006.50 |
737.25 |
269.25 |
32.8% |
40.25 |
4.9% |
31% |
False |
False |
1,126,706 |
80 |
1,066.50 |
737.25 |
329.25 |
40.1% |
49.00 |
6.0% |
26% |
False |
False |
846,216 |
100 |
1,281.75 |
737.25 |
544.50 |
66.3% |
49.25 |
6.0% |
15% |
False |
False |
677,718 |
120 |
1,309.75 |
737.25 |
572.50 |
69.7% |
43.25 |
5.3% |
15% |
False |
False |
564,767 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
917.75 |
2.618 |
883.25 |
1.618 |
862.00 |
1.000 |
848.75 |
0.618 |
840.75 |
HIGH |
827.50 |
0.618 |
819.50 |
0.500 |
817.00 |
0.382 |
814.25 |
LOW |
806.25 |
0.618 |
793.00 |
1.000 |
785.00 |
1.618 |
771.75 |
2.618 |
750.50 |
4.250 |
716.00 |
|
|
Fisher Pivots for day following 02-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
819.75 |
839.00 |
PP |
818.25 |
833.00 |
S1 |
817.00 |
827.25 |
|