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 |
831.75 |
830.50 |
-1.25 |
-0.2% |
823.50 |
High |
849.50 |
849.00 |
-0.50 |
-0.1% |
876.00 |
Low |
826.00 |
816.75 |
-9.25 |
-1.1% |
810.75 |
Close |
829.75 |
840.50 |
10.75 |
1.3% |
822.50 |
Range |
23.50 |
32.25 |
8.75 |
37.2% |
65.25 |
ATR |
31.63 |
31.68 |
0.04 |
0.1% |
0.00 |
Volume |
2,093,215 |
2,212,942 |
119,727 |
5.7% |
11,126,765 |
|
Daily Pivots for day following 05-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
932.25 |
918.50 |
858.25 |
|
R3 |
900.00 |
886.25 |
849.25 |
|
R2 |
867.75 |
867.75 |
846.50 |
|
R1 |
854.00 |
854.00 |
843.50 |
861.00 |
PP |
835.50 |
835.50 |
835.50 |
838.75 |
S1 |
821.75 |
821.75 |
837.50 |
828.50 |
S2 |
803.25 |
803.25 |
834.50 |
|
S3 |
771.00 |
789.50 |
831.75 |
|
S4 |
738.75 |
757.25 |
822.75 |
|
|
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 |
849.50 |
806.25 |
43.25 |
5.1% |
26.50 |
3.1% |
79% |
False |
False |
2,157,843 |
10 |
876.00 |
799.50 |
76.50 |
9.1% |
29.25 |
3.5% |
54% |
False |
False |
2,293,213 |
20 |
914.75 |
797.50 |
117.25 |
14.0% |
31.75 |
3.8% |
37% |
False |
False |
2,365,016 |
40 |
942.75 |
797.50 |
145.25 |
17.3% |
30.50 |
3.6% |
30% |
False |
False |
1,838,629 |
60 |
960.25 |
737.25 |
223.00 |
26.5% |
39.00 |
4.6% |
46% |
False |
False |
1,231,157 |
80 |
1,066.50 |
737.25 |
329.25 |
39.2% |
46.25 |
5.5% |
31% |
False |
False |
924,415 |
100 |
1,281.75 |
737.25 |
544.50 |
64.8% |
49.50 |
5.9% |
19% |
False |
False |
740,490 |
120 |
1,303.75 |
737.25 |
566.50 |
67.4% |
43.75 |
5.2% |
18% |
False |
False |
617,076 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
986.00 |
2.618 |
933.50 |
1.618 |
901.25 |
1.000 |
881.25 |
0.618 |
869.00 |
HIGH |
849.00 |
0.618 |
836.75 |
0.500 |
833.00 |
0.382 |
829.00 |
LOW |
816.75 |
0.618 |
796.75 |
1.000 |
784.50 |
1.618 |
764.50 |
2.618 |
732.25 |
4.250 |
679.75 |
|
|
Fisher Pivots for day following 05-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
838.00 |
838.00 |
PP |
835.50 |
835.25 |
S1 |
833.00 |
832.75 |
|