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 |
1,181.00 |
1,189.75 |
8.75 |
0.7% |
1,165.00 |
High |
1,202.00 |
1,217.75 |
15.75 |
1.3% |
1,244.75 |
Low |
1,153.50 |
1,177.50 |
24.00 |
2.1% |
1,146.75 |
Close |
1,188.75 |
1,207.75 |
19.00 |
1.6% |
1,179.25 |
Range |
48.50 |
40.25 |
-8.25 |
-17.0% |
98.00 |
ATR |
46.72 |
46.26 |
-0.46 |
-1.0% |
0.00 |
Volume |
298,960 |
289,561 |
-9,399 |
-3.1% |
1,486,223 |
|
Daily Pivots for day following 03-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,321.75 |
1,305.00 |
1,230.00 |
|
R3 |
1,281.50 |
1,264.75 |
1,218.75 |
|
R2 |
1,241.25 |
1,241.25 |
1,215.25 |
|
R1 |
1,224.50 |
1,224.50 |
1,211.50 |
1,233.00 |
PP |
1,201.00 |
1,201.00 |
1,201.00 |
1,205.25 |
S1 |
1,184.25 |
1,184.25 |
1,204.00 |
1,192.50 |
S2 |
1,160.75 |
1,160.75 |
1,200.25 |
|
S3 |
1,120.50 |
1,144.00 |
1,196.75 |
|
S4 |
1,080.25 |
1,103.75 |
1,185.50 |
|
|
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 |
7.6% |
44.75 |
3.7% |
59% |
False |
False |
285,403 |
10 |
1,244.75 |
1,140.00 |
104.75 |
8.7% |
45.25 |
3.8% |
65% |
False |
False |
305,693 |
20 |
1,287.00 |
1,132.00 |
155.00 |
12.8% |
45.25 |
3.7% |
49% |
False |
False |
290,040 |
40 |
1,287.00 |
1,097.00 |
190.00 |
15.7% |
45.50 |
3.8% |
58% |
False |
False |
223,327 |
60 |
1,321.75 |
1,021.00 |
300.75 |
24.9% |
53.25 |
4.4% |
62% |
False |
False |
148,959 |
80 |
1,501.75 |
1,021.00 |
480.75 |
39.8% |
63.75 |
5.3% |
39% |
False |
False |
111,752 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,388.75 |
2.618 |
1,323.00 |
1.618 |
1,282.75 |
1.000 |
1,258.00 |
0.618 |
1,242.50 |
HIGH |
1,217.75 |
0.618 |
1,202.25 |
0.500 |
1,197.50 |
0.382 |
1,193.00 |
LOW |
1,177.50 |
0.618 |
1,152.75 |
1.000 |
1,137.25 |
1.618 |
1,112.50 |
2.618 |
1,072.25 |
4.250 |
1,006.50 |
|
|
Fisher Pivots for day following 03-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
1,204.50 |
1,200.50 |
PP |
1,201.00 |
1,193.00 |
S1 |
1,197.50 |
1,185.50 |
|