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 |
4,151.5 |
4,120.0 |
-31.5 |
-0.8% |
4,000.0 |
High |
4,239.5 |
4,263.5 |
24.0 |
0.6% |
4,296.0 |
Low |
4,126.0 |
4,103.0 |
-23.0 |
-0.6% |
3,994.5 |
Close |
4,195.0 |
4,187.0 |
-8.0 |
-0.2% |
4,104.0 |
Range |
113.5 |
160.5 |
47.0 |
41.4% |
301.5 |
ATR |
146.0 |
147.0 |
1.0 |
0.7% |
0.0 |
Volume |
124,641 |
119,817 |
-4,824 |
-3.9% |
631,337 |
|
Daily Pivots for day following 05-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,666.0 |
4,587.0 |
4,275.5 |
|
R3 |
4,505.5 |
4,426.5 |
4,231.0 |
|
R2 |
4,345.0 |
4,345.0 |
4,216.5 |
|
R1 |
4,266.0 |
4,266.0 |
4,201.5 |
4,305.5 |
PP |
4,184.5 |
4,184.5 |
4,184.5 |
4,204.0 |
S1 |
4,105.5 |
4,105.5 |
4,172.5 |
4,145.0 |
S2 |
4,024.0 |
4,024.0 |
4,157.5 |
|
S3 |
3,863.5 |
3,945.0 |
4,143.0 |
|
S4 |
3,703.0 |
3,784.5 |
4,098.5 |
|
|
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 |
4,263.5 |
3,994.5 |
269.0 |
6.4% |
129.5 |
3.1% |
72% |
True |
False |
124,481 |
10 |
4,296.0 |
3,916.5 |
379.5 |
9.1% |
133.0 |
3.2% |
71% |
False |
False |
127,091 |
20 |
4,508.0 |
3,916.5 |
591.5 |
14.1% |
142.0 |
3.4% |
46% |
False |
False |
127,991 |
40 |
4,649.0 |
3,916.5 |
732.5 |
17.5% |
134.5 |
3.2% |
37% |
False |
False |
103,036 |
60 |
4,649.0 |
3,672.5 |
976.5 |
23.3% |
150.0 |
3.6% |
53% |
False |
False |
69,000 |
80 |
4,649.0 |
3,672.5 |
976.5 |
23.3% |
168.5 |
4.0% |
53% |
False |
False |
51,818 |
100 |
5,442.5 |
3,672.5 |
1,770.0 |
42.3% |
171.0 |
4.1% |
29% |
False |
False |
41,587 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,945.5 |
2.618 |
4,683.5 |
1.618 |
4,523.0 |
1.000 |
4,424.0 |
0.618 |
4,362.5 |
HIGH |
4,263.5 |
0.618 |
4,202.0 |
0.500 |
4,183.0 |
0.382 |
4,164.5 |
LOW |
4,103.0 |
0.618 |
4,004.0 |
1.000 |
3,942.5 |
1.618 |
3,843.5 |
2.618 |
3,683.0 |
4.250 |
3,421.0 |
|
|
Fisher Pivots for day following 05-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
4,186.0 |
4,169.0 |
PP |
4,184.5 |
4,151.0 |
S1 |
4,183.0 |
4,133.0 |
|