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 |
1,208.50 |
1,214.75 |
6.25 |
0.5% |
1,165.00 |
High |
1,242.75 |
1,249.25 |
6.50 |
0.5% |
1,244.75 |
Low |
1,203.75 |
1,185.00 |
-18.75 |
-1.6% |
1,146.75 |
Close |
1,214.00 |
1,234.50 |
20.50 |
1.7% |
1,179.25 |
Range |
39.00 |
64.25 |
25.25 |
64.7% |
98.00 |
ATR |
45.74 |
47.06 |
1.32 |
2.9% |
0.00 |
Volume |
305,832 |
310,950 |
5,118 |
1.7% |
1,486,223 |
|
Daily Pivots for day following 05-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,415.75 |
1,389.25 |
1,269.75 |
|
R3 |
1,351.50 |
1,325.00 |
1,252.25 |
|
R2 |
1,287.25 |
1,287.25 |
1,246.25 |
|
R1 |
1,260.75 |
1,260.75 |
1,240.50 |
1,274.00 |
PP |
1,223.00 |
1,223.00 |
1,223.00 |
1,229.50 |
S1 |
1,196.50 |
1,196.50 |
1,228.50 |
1,209.75 |
S2 |
1,158.75 |
1,158.75 |
1,222.75 |
|
S3 |
1,094.50 |
1,132.25 |
1,216.75 |
|
S4 |
1,030.25 |
1,068.00 |
1,199.25 |
|
|
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 |
1,249.25 |
1,153.50 |
95.75 |
7.8% |
46.50 |
3.8% |
85% |
True |
False |
294,850 |
10 |
1,249.25 |
1,141.50 |
107.75 |
8.7% |
45.50 |
3.7% |
86% |
True |
False |
304,826 |
20 |
1,256.25 |
1,132.00 |
124.25 |
10.1% |
46.75 |
3.8% |
82% |
False |
False |
297,375 |
40 |
1,287.00 |
1,132.00 |
155.00 |
12.6% |
44.25 |
3.6% |
66% |
False |
False |
238,654 |
60 |
1,321.75 |
1,021.00 |
300.75 |
24.4% |
53.25 |
4.3% |
71% |
False |
False |
159,233 |
80 |
1,501.75 |
1,021.00 |
480.75 |
38.9% |
62.00 |
5.0% |
44% |
False |
False |
119,455 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,522.25 |
2.618 |
1,417.50 |
1.618 |
1,353.25 |
1.000 |
1,313.50 |
0.618 |
1,289.00 |
HIGH |
1,249.25 |
0.618 |
1,224.75 |
0.500 |
1,217.00 |
0.382 |
1,209.50 |
LOW |
1,185.00 |
0.618 |
1,145.25 |
1.000 |
1,120.75 |
1.618 |
1,081.00 |
2.618 |
1,016.75 |
4.250 |
912.00 |
|
|
Fisher Pivots for day following 05-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
1,228.75 |
1,227.50 |
PP |
1,223.00 |
1,220.50 |
S1 |
1,217.00 |
1,213.50 |
|