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 |
1,189.75 |
1,208.50 |
18.75 |
1.6% |
1,165.00 |
High |
1,217.75 |
1,242.75 |
25.00 |
2.1% |
1,244.75 |
Low |
1,177.50 |
1,203.75 |
26.25 |
2.2% |
1,146.75 |
Close |
1,207.75 |
1,214.00 |
6.25 |
0.5% |
1,179.25 |
Range |
40.25 |
39.00 |
-1.25 |
-3.1% |
98.00 |
ATR |
46.26 |
45.74 |
-0.52 |
-1.1% |
0.00 |
Volume |
289,561 |
305,832 |
16,271 |
5.6% |
1,486,223 |
|
Daily Pivots for day following 04-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,337.25 |
1,314.50 |
1,235.50 |
|
R3 |
1,298.25 |
1,275.50 |
1,224.75 |
|
R2 |
1,259.25 |
1,259.25 |
1,221.25 |
|
R1 |
1,236.50 |
1,236.50 |
1,217.50 |
1,248.00 |
PP |
1,220.25 |
1,220.25 |
1,220.25 |
1,225.75 |
S1 |
1,197.50 |
1,197.50 |
1,210.50 |
1,209.00 |
S2 |
1,181.25 |
1,181.25 |
1,206.75 |
|
S3 |
1,142.25 |
1,158.50 |
1,203.25 |
|
S4 |
1,103.25 |
1,119.50 |
1,192.50 |
|
|
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 |
1,242.75 |
1,153.50 |
89.25 |
7.4% |
40.75 |
3.4% |
68% |
True |
False |
296,791 |
10 |
1,244.75 |
1,141.50 |
103.25 |
8.5% |
44.75 |
3.7% |
70% |
False |
False |
303,667 |
20 |
1,273.25 |
1,132.00 |
141.25 |
11.6% |
45.75 |
3.8% |
58% |
False |
False |
295,030 |
40 |
1,287.00 |
1,132.00 |
155.00 |
12.8% |
44.25 |
3.6% |
53% |
False |
False |
230,952 |
60 |
1,321.75 |
1,021.00 |
300.75 |
24.8% |
53.00 |
4.4% |
64% |
False |
False |
154,055 |
80 |
1,501.75 |
1,021.00 |
480.75 |
39.6% |
63.00 |
5.2% |
40% |
False |
False |
115,571 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,408.50 |
2.618 |
1,344.75 |
1.618 |
1,305.75 |
1.000 |
1,281.75 |
0.618 |
1,266.75 |
HIGH |
1,242.75 |
0.618 |
1,227.75 |
0.500 |
1,223.25 |
0.382 |
1,218.75 |
LOW |
1,203.75 |
0.618 |
1,179.75 |
1.000 |
1,164.75 |
1.618 |
1,140.75 |
2.618 |
1,101.75 |
4.250 |
1,038.00 |
|
|
Fisher Pivots for day following 04-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
1,223.25 |
1,208.75 |
PP |
1,220.25 |
1,203.50 |
S1 |
1,217.00 |
1,198.00 |
|