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 |
4,425.5 |
4,314.5 |
-111.0 |
-2.5% |
4,144.5 |
High |
4,461.0 |
4,315.0 |
-146.0 |
-3.3% |
4,570.0 |
Low |
4,313.5 |
4,202.5 |
-111.0 |
-2.6% |
4,141.5 |
Close |
4,340.5 |
4,276.0 |
-64.5 |
-1.5% |
4,340.5 |
Range |
147.5 |
112.5 |
-35.0 |
-23.7% |
428.5 |
ATR |
182.5 |
179.4 |
-3.2 |
-1.7% |
0.0 |
Volume |
186,572 |
147,722 |
-38,850 |
-20.8% |
827,382 |
|
Daily Pivots for day following 02-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,602.0 |
4,551.5 |
4,337.9 |
|
R3 |
4,489.5 |
4,439.0 |
4,306.9 |
|
R2 |
4,377.0 |
4,377.0 |
4,296.6 |
|
R1 |
4,326.5 |
4,326.5 |
4,286.3 |
4,295.5 |
PP |
4,264.5 |
4,264.5 |
4,264.5 |
4,249.0 |
S1 |
4,214.0 |
4,214.0 |
4,265.7 |
4,183.0 |
S2 |
4,152.0 |
4,152.0 |
4,255.4 |
|
S3 |
4,039.5 |
4,101.5 |
4,245.1 |
|
S4 |
3,927.0 |
3,989.0 |
4,214.1 |
|
|
Weekly Pivots for week ending 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,636.2 |
5,416.8 |
4,576.2 |
|
R3 |
5,207.7 |
4,988.3 |
4,458.3 |
|
R2 |
4,779.2 |
4,779.2 |
4,419.1 |
|
R1 |
4,559.8 |
4,559.8 |
4,379.8 |
4,669.5 |
PP |
4,350.7 |
4,350.7 |
4,350.7 |
4,405.5 |
S1 |
4,131.3 |
4,131.3 |
4,301.2 |
4,241.0 |
S2 |
3,922.2 |
3,922.2 |
4,261.9 |
|
S3 |
3,493.7 |
3,702.8 |
4,222.7 |
|
S4 |
3,065.2 |
3,274.3 |
4,104.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,570.0 |
4,202.5 |
367.5 |
8.6% |
142.5 |
3.3% |
20% |
False |
True |
159,980 |
10 |
4,570.0 |
4,075.0 |
495.0 |
11.6% |
174.1 |
4.1% |
41% |
False |
False |
157,376 |
20 |
5,138.5 |
4,075.0 |
1,063.5 |
24.9% |
164.7 |
3.9% |
19% |
False |
False |
152,404 |
40 |
5,138.5 |
4,075.0 |
1,063.5 |
24.9% |
173.2 |
4.0% |
19% |
False |
False |
92,944 |
60 |
5,385.0 |
4,066.0 |
1,319.0 |
30.8% |
202.6 |
4.7% |
16% |
False |
False |
62,404 |
80 |
5,672.5 |
4,066.0 |
1,606.5 |
37.6% |
238.6 |
5.6% |
13% |
False |
False |
47,052 |
100 |
6,499.0 |
4,066.0 |
2,433.0 |
56.9% |
227.0 |
5.3% |
9% |
False |
False |
38,150 |
120 |
6,806.5 |
4,066.0 |
2,740.5 |
64.1% |
207.6 |
4.9% |
8% |
False |
False |
31,891 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,793.1 |
2.618 |
4,609.5 |
1.618 |
4,497.0 |
1.000 |
4,427.5 |
0.618 |
4,384.5 |
HIGH |
4,315.0 |
0.618 |
4,272.0 |
0.500 |
4,258.8 |
0.382 |
4,245.5 |
LOW |
4,202.5 |
0.618 |
4,133.0 |
1.000 |
4,090.0 |
1.618 |
4,020.5 |
2.618 |
3,908.0 |
4.250 |
3,724.4 |
|
|
Fisher Pivots for day following 02-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
4,270.3 |
4,369.5 |
PP |
4,264.5 |
4,338.3 |
S1 |
4,258.8 |
4,307.2 |
|