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 |
4,276.0 |
4,401.5 |
125.5 |
2.9% |
4,144.5 |
High |
4,430.0 |
4,554.0 |
124.0 |
2.8% |
4,570.0 |
Low |
4,226.5 |
4,379.0 |
152.5 |
3.6% |
4,141.5 |
Close |
4,375.0 |
4,494.0 |
119.0 |
2.7% |
4,340.5 |
Range |
203.5 |
175.0 |
-28.5 |
-14.0% |
428.5 |
ATR |
181.1 |
180.9 |
-0.1 |
-0.1% |
0.0 |
Volume |
164,821 |
150,189 |
-14,632 |
-8.9% |
827,382 |
|
Daily Pivots for day following 04-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,000.7 |
4,922.3 |
4,590.3 |
|
R3 |
4,825.7 |
4,747.3 |
4,542.1 |
|
R2 |
4,650.7 |
4,650.7 |
4,526.1 |
|
R1 |
4,572.3 |
4,572.3 |
4,510.0 |
4,611.5 |
PP |
4,475.7 |
4,475.7 |
4,475.7 |
4,495.3 |
S1 |
4,397.3 |
4,397.3 |
4,478.0 |
4,436.5 |
S2 |
4,300.7 |
4,300.7 |
4,461.9 |
|
S3 |
4,125.7 |
4,222.3 |
4,445.9 |
|
S4 |
3,950.7 |
4,047.3 |
4,397.8 |
|
|
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 |
4,554.0 |
4,202.5 |
351.5 |
7.8% |
159.9 |
3.6% |
83% |
True |
False |
158,853 |
10 |
4,570.0 |
4,075.0 |
495.0 |
11.0% |
168.6 |
3.8% |
85% |
False |
False |
168,435 |
20 |
5,034.5 |
4,075.0 |
959.5 |
21.4% |
171.1 |
3.8% |
44% |
False |
False |
157,213 |
40 |
5,138.5 |
4,075.0 |
1,063.5 |
23.7% |
167.2 |
3.7% |
39% |
False |
False |
100,776 |
60 |
5,372.0 |
4,066.0 |
1,306.0 |
29.1% |
201.5 |
4.5% |
33% |
False |
False |
67,629 |
80 |
5,458.0 |
4,066.0 |
1,392.0 |
31.0% |
235.5 |
5.2% |
31% |
False |
False |
50,966 |
100 |
6,400.0 |
4,066.0 |
2,334.0 |
51.9% |
227.9 |
5.1% |
18% |
False |
False |
41,263 |
120 |
6,718.0 |
4,066.0 |
2,652.0 |
59.0% |
209.8 |
4.7% |
16% |
False |
False |
34,513 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,297.8 |
2.618 |
5,012.2 |
1.618 |
4,837.2 |
1.000 |
4,729.0 |
0.618 |
4,662.2 |
HIGH |
4,554.0 |
0.618 |
4,487.2 |
0.500 |
4,466.5 |
0.382 |
4,445.9 |
LOW |
4,379.0 |
0.618 |
4,270.9 |
1.000 |
4,204.0 |
1.618 |
4,095.9 |
2.618 |
3,920.9 |
4.250 |
3,635.3 |
|
|
Fisher Pivots for day following 04-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
4,484.8 |
4,455.4 |
PP |
4,475.7 |
4,416.8 |
S1 |
4,466.5 |
4,378.3 |
|