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 |
1,207.50 |
1,181.00 |
-26.50 |
-2.2% |
1,165.00 |
High |
1,214.25 |
1,202.00 |
-12.25 |
-1.0% |
1,244.75 |
Low |
1,173.75 |
1,153.50 |
-20.25 |
-1.7% |
1,146.75 |
Close |
1,179.25 |
1,188.75 |
9.50 |
0.8% |
1,179.25 |
Range |
40.50 |
48.50 |
8.00 |
19.8% |
98.00 |
ATR |
46.58 |
46.72 |
0.14 |
0.3% |
0.00 |
Volume |
268,951 |
298,960 |
30,009 |
11.2% |
1,486,223 |
|
Daily Pivots for day following 02-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,327.00 |
1,306.25 |
1,215.50 |
|
R3 |
1,278.50 |
1,257.75 |
1,202.00 |
|
R2 |
1,230.00 |
1,230.00 |
1,197.75 |
|
R1 |
1,209.25 |
1,209.25 |
1,193.25 |
1,219.50 |
PP |
1,181.50 |
1,181.50 |
1,181.50 |
1,186.50 |
S1 |
1,160.75 |
1,160.75 |
1,184.25 |
1,171.00 |
S2 |
1,133.00 |
1,133.00 |
1,179.75 |
|
S3 |
1,084.50 |
1,112.25 |
1,175.50 |
|
S4 |
1,036.00 |
1,063.75 |
1,162.00 |
|
|
Weekly Pivots for week ending 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,484.25 |
1,429.75 |
1,233.25 |
|
R3 |
1,386.25 |
1,331.75 |
1,206.25 |
|
R2 |
1,288.25 |
1,288.25 |
1,197.25 |
|
R1 |
1,233.75 |
1,233.75 |
1,188.25 |
1,261.00 |
PP |
1,190.25 |
1,190.25 |
1,190.25 |
1,204.00 |
S1 |
1,135.75 |
1,135.75 |
1,170.25 |
1,163.00 |
S2 |
1,092.25 |
1,092.25 |
1,161.25 |
|
S3 |
994.25 |
1,037.75 |
1,152.25 |
|
S4 |
896.25 |
939.75 |
1,125.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,244.75 |
1,153.50 |
91.25 |
7.7% |
41.50 |
3.5% |
39% |
False |
True |
287,564 |
10 |
1,244.75 |
1,132.00 |
112.75 |
9.5% |
50.25 |
4.2% |
50% |
False |
False |
307,778 |
20 |
1,287.00 |
1,132.00 |
155.00 |
13.0% |
44.75 |
3.8% |
37% |
False |
False |
285,102 |
40 |
1,287.00 |
1,097.00 |
190.00 |
16.0% |
45.75 |
3.9% |
48% |
False |
False |
216,099 |
60 |
1,392.00 |
1,021.00 |
371.00 |
31.2% |
54.25 |
4.6% |
45% |
False |
False |
144,136 |
80 |
1,501.75 |
1,021.00 |
480.75 |
40.4% |
64.75 |
5.4% |
35% |
False |
False |
108,135 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,408.00 |
2.618 |
1,329.00 |
1.618 |
1,280.50 |
1.000 |
1,250.50 |
0.618 |
1,232.00 |
HIGH |
1,202.00 |
0.618 |
1,183.50 |
0.500 |
1,177.75 |
0.382 |
1,172.00 |
LOW |
1,153.50 |
0.618 |
1,123.50 |
1.000 |
1,105.00 |
1.618 |
1,075.00 |
2.618 |
1,026.50 |
4.250 |
947.50 |
|
|
Fisher Pivots for day following 02-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
1,185.00 |
1,192.50 |
PP |
1,181.50 |
1,191.25 |
S1 |
1,177.75 |
1,190.00 |
|