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 |
823.75 |
821.75 |
-2.00 |
-0.2% |
823.50 |
High |
827.50 |
839.75 |
12.25 |
1.5% |
876.00 |
Low |
806.25 |
816.00 |
9.75 |
1.2% |
810.75 |
Close |
821.25 |
831.50 |
10.25 |
1.2% |
822.50 |
Range |
21.25 |
23.75 |
2.50 |
11.8% |
65.25 |
ATR |
32.91 |
32.26 |
-0.65 |
-2.0% |
0.00 |
Volume |
2,467,501 |
1,971,077 |
-496,424 |
-20.1% |
11,126,765 |
|
Daily Pivots for day following 03-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
900.25 |
889.75 |
844.50 |
|
R3 |
876.50 |
866.00 |
838.00 |
|
R2 |
852.75 |
852.75 |
835.75 |
|
R1 |
842.25 |
842.25 |
833.75 |
847.50 |
PP |
829.00 |
829.00 |
829.00 |
831.75 |
S1 |
818.50 |
818.50 |
829.25 |
823.75 |
S2 |
805.25 |
805.25 |
827.25 |
|
S3 |
781.50 |
794.75 |
825.00 |
|
S4 |
757.75 |
771.00 |
818.50 |
|
|
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 |
8.4% |
29.25 |
3.5% |
36% |
False |
False |
2,142,919 |
10 |
876.00 |
799.50 |
76.50 |
9.2% |
31.25 |
3.8% |
42% |
False |
False |
2,432,715 |
20 |
942.75 |
797.50 |
145.25 |
17.5% |
31.75 |
3.8% |
23% |
False |
False |
2,325,634 |
40 |
942.75 |
797.50 |
145.25 |
17.5% |
31.75 |
3.8% |
23% |
False |
False |
1,733,623 |
60 |
960.25 |
737.25 |
223.00 |
26.8% |
39.50 |
4.8% |
42% |
False |
False |
1,159,495 |
80 |
1,066.50 |
737.25 |
329.25 |
39.6% |
48.25 |
5.8% |
29% |
False |
False |
870,747 |
100 |
1,281.75 |
737.25 |
544.50 |
65.5% |
49.50 |
5.9% |
17% |
False |
False |
697,429 |
120 |
1,303.75 |
737.25 |
566.50 |
68.1% |
43.25 |
5.2% |
17% |
False |
False |
581,192 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
940.75 |
2.618 |
902.00 |
1.618 |
878.25 |
1.000 |
863.50 |
0.618 |
854.50 |
HIGH |
839.75 |
0.618 |
830.75 |
0.500 |
828.00 |
0.382 |
825.00 |
LOW |
816.00 |
0.618 |
801.25 |
1.000 |
792.25 |
1.618 |
777.50 |
2.618 |
753.75 |
4.250 |
715.00 |
|
|
Fisher Pivots for day following 03-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
830.25 |
830.25 |
PP |
829.00 |
829.00 |
S1 |
828.00 |
827.50 |
|