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 |
4,314.5 |
4,276.0 |
-38.5 |
-0.9% |
4,144.5 |
High |
4,315.0 |
4,430.0 |
115.0 |
2.7% |
4,570.0 |
Low |
4,202.5 |
4,226.5 |
24.0 |
0.6% |
4,141.5 |
Close |
4,276.0 |
4,375.0 |
99.0 |
2.3% |
4,340.5 |
Range |
112.5 |
203.5 |
91.0 |
80.9% |
428.5 |
ATR |
179.4 |
181.1 |
1.7 |
1.0% |
0.0 |
Volume |
147,722 |
164,821 |
17,099 |
11.6% |
827,382 |
|
Daily Pivots for day following 03-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,954.3 |
4,868.2 |
4,486.9 |
|
R3 |
4,750.8 |
4,664.7 |
4,431.0 |
|
R2 |
4,547.3 |
4,547.3 |
4,412.3 |
|
R1 |
4,461.2 |
4,461.2 |
4,393.7 |
4,504.3 |
PP |
4,343.8 |
4,343.8 |
4,343.8 |
4,365.4 |
S1 |
4,257.7 |
4,257.7 |
4,356.3 |
4,300.8 |
S2 |
4,140.3 |
4,140.3 |
4,337.7 |
|
S3 |
3,936.8 |
4,054.2 |
4,319.0 |
|
S4 |
3,733.3 |
3,850.7 |
4,263.1 |
|
|
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 |
8.4% |
162.9 |
3.7% |
47% |
False |
False |
162,166 |
10 |
4,570.0 |
4,075.0 |
495.0 |
11.3% |
173.8 |
4.0% |
61% |
False |
False |
173,858 |
20 |
5,138.5 |
4,075.0 |
1,063.5 |
24.3% |
170.3 |
3.9% |
28% |
False |
False |
155,854 |
40 |
5,138.5 |
4,075.0 |
1,063.5 |
24.3% |
169.3 |
3.9% |
28% |
False |
False |
97,048 |
60 |
5,385.0 |
4,066.0 |
1,319.0 |
30.1% |
204.1 |
4.7% |
23% |
False |
False |
65,139 |
80 |
5,599.0 |
4,066.0 |
1,533.0 |
35.0% |
237.4 |
5.4% |
20% |
False |
False |
49,108 |
100 |
6,466.5 |
4,066.0 |
2,400.5 |
54.9% |
227.9 |
5.2% |
13% |
False |
False |
39,781 |
120 |
6,806.5 |
4,066.0 |
2,740.5 |
62.6% |
208.9 |
4.8% |
11% |
False |
False |
33,264 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,294.9 |
2.618 |
4,962.8 |
1.618 |
4,759.3 |
1.000 |
4,633.5 |
0.618 |
4,555.8 |
HIGH |
4,430.0 |
0.618 |
4,352.3 |
0.500 |
4,328.3 |
0.382 |
4,304.2 |
LOW |
4,226.5 |
0.618 |
4,100.7 |
1.000 |
4,023.0 |
1.618 |
3,897.2 |
2.618 |
3,693.7 |
4.250 |
3,361.6 |
|
|
Fisher Pivots for day following 03-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
4,359.4 |
4,360.6 |
PP |
4,343.8 |
4,346.2 |
S1 |
4,328.3 |
4,331.8 |
|