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 |
821.75 |
831.75 |
10.00 |
1.2% |
823.50 |
High |
839.75 |
849.50 |
9.75 |
1.2% |
876.00 |
Low |
816.00 |
826.00 |
10.00 |
1.2% |
810.75 |
Close |
831.50 |
829.75 |
-1.75 |
-0.2% |
822.50 |
Range |
23.75 |
23.50 |
-0.25 |
-1.1% |
65.25 |
ATR |
32.26 |
31.63 |
-0.63 |
-1.9% |
0.00 |
Volume |
1,971,077 |
2,093,215 |
122,138 |
6.2% |
11,126,765 |
|
Daily Pivots for day following 04-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
905.50 |
891.25 |
842.75 |
|
R3 |
882.00 |
867.75 |
836.25 |
|
R2 |
858.50 |
858.50 |
834.00 |
|
R1 |
844.25 |
844.25 |
832.00 |
839.50 |
PP |
835.00 |
835.00 |
835.00 |
832.75 |
S1 |
820.75 |
820.75 |
827.50 |
816.00 |
S2 |
811.50 |
811.50 |
825.50 |
|
S3 |
788.00 |
797.25 |
823.25 |
|
S4 |
764.50 |
773.75 |
816.75 |
|
|
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 |
871.75 |
806.25 |
65.50 |
7.9% |
26.25 |
3.2% |
36% |
False |
False |
2,176,400 |
10 |
876.00 |
799.50 |
76.50 |
9.2% |
29.75 |
3.6% |
40% |
False |
False |
2,357,868 |
20 |
931.75 |
797.50 |
134.25 |
16.2% |
31.75 |
3.8% |
24% |
False |
False |
2,349,983 |
40 |
942.75 |
797.50 |
145.25 |
17.5% |
30.75 |
3.7% |
22% |
False |
False |
1,784,718 |
60 |
960.25 |
737.25 |
223.00 |
26.9% |
39.00 |
4.7% |
41% |
False |
False |
1,194,354 |
80 |
1,066.50 |
737.25 |
329.25 |
39.7% |
47.25 |
5.7% |
28% |
False |
False |
896,848 |
100 |
1,281.75 |
737.25 |
544.50 |
65.6% |
49.25 |
5.9% |
17% |
False |
False |
718,361 |
120 |
1,303.75 |
737.25 |
566.50 |
68.3% |
43.50 |
5.2% |
16% |
False |
False |
598,635 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
949.50 |
2.618 |
911.00 |
1.618 |
887.50 |
1.000 |
873.00 |
0.618 |
864.00 |
HIGH |
849.50 |
0.618 |
840.50 |
0.500 |
837.75 |
0.382 |
835.00 |
LOW |
826.00 |
0.618 |
811.50 |
1.000 |
802.50 |
1.618 |
788.00 |
2.618 |
764.50 |
4.250 |
726.00 |
|
|
Fisher Pivots for day following 04-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
837.75 |
829.00 |
PP |
835.00 |
828.50 |
S1 |
832.50 |
828.00 |
|