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 |
4,056.0 |
4,151.5 |
95.5 |
2.4% |
4,000.0 |
High |
4,184.5 |
4,239.5 |
55.0 |
1.3% |
4,296.0 |
Low |
4,002.0 |
4,126.0 |
124.0 |
3.1% |
3,994.5 |
Close |
4,128.0 |
4,195.0 |
67.0 |
1.6% |
4,104.0 |
Range |
182.5 |
113.5 |
-69.0 |
-37.8% |
301.5 |
ATR |
148.5 |
146.0 |
-2.5 |
-1.7% |
0.0 |
Volume |
104,748 |
124,641 |
19,893 |
19.0% |
631,337 |
|
Daily Pivots for day following 04-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,527.5 |
4,474.5 |
4,257.5 |
|
R3 |
4,414.0 |
4,361.0 |
4,226.0 |
|
R2 |
4,300.5 |
4,300.5 |
4,216.0 |
|
R1 |
4,247.5 |
4,247.5 |
4,205.5 |
4,274.0 |
PP |
4,187.0 |
4,187.0 |
4,187.0 |
4,200.0 |
S1 |
4,134.0 |
4,134.0 |
4,184.5 |
4,160.5 |
S2 |
4,073.5 |
4,073.5 |
4,174.0 |
|
S3 |
3,960.0 |
4,020.5 |
4,164.0 |
|
S4 |
3,846.5 |
3,907.0 |
4,132.5 |
|
|
Weekly Pivots for week ending 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,036.0 |
4,871.5 |
4,270.0 |
|
R3 |
4,734.5 |
4,570.0 |
4,187.0 |
|
R2 |
4,433.0 |
4,433.0 |
4,159.5 |
|
R1 |
4,268.5 |
4,268.5 |
4,131.5 |
4,351.0 |
PP |
4,131.5 |
4,131.5 |
4,131.5 |
4,172.5 |
S1 |
3,967.0 |
3,967.0 |
4,076.5 |
4,049.0 |
S2 |
3,830.0 |
3,830.0 |
4,048.5 |
|
S3 |
3,528.5 |
3,665.5 |
4,021.0 |
|
S4 |
3,227.0 |
3,364.0 |
3,938.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,239.5 |
3,994.5 |
245.0 |
5.8% |
125.0 |
3.0% |
82% |
True |
False |
124,916 |
10 |
4,296.0 |
3,916.5 |
379.5 |
9.0% |
131.0 |
3.1% |
73% |
False |
False |
131,756 |
20 |
4,600.0 |
3,916.5 |
683.5 |
16.3% |
142.5 |
3.4% |
41% |
False |
False |
128,720 |
40 |
4,649.0 |
3,916.5 |
732.5 |
17.5% |
135.0 |
3.2% |
38% |
False |
False |
100,111 |
60 |
4,649.0 |
3,672.5 |
976.5 |
23.3% |
148.5 |
3.5% |
54% |
False |
False |
67,003 |
80 |
4,649.0 |
3,672.5 |
976.5 |
23.3% |
169.5 |
4.0% |
54% |
False |
False |
50,321 |
100 |
5,442.5 |
3,672.5 |
1,770.0 |
42.2% |
170.0 |
4.1% |
30% |
False |
False |
40,390 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,722.0 |
2.618 |
4,536.5 |
1.618 |
4,423.0 |
1.000 |
4,353.0 |
0.618 |
4,309.5 |
HIGH |
4,239.5 |
0.618 |
4,196.0 |
0.500 |
4,183.0 |
0.382 |
4,169.5 |
LOW |
4,126.0 |
0.618 |
4,056.0 |
1.000 |
4,012.5 |
1.618 |
3,942.5 |
2.618 |
3,829.0 |
4.250 |
3,643.5 |
|
|
Fisher Pivots for day following 04-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
4,191.0 |
4,169.0 |
PP |
4,187.0 |
4,143.0 |
S1 |
4,183.0 |
4,117.0 |
|