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 |
3,439.0 |
3,433.0 |
-6.0 |
-0.2% |
3,362.0 |
High |
3,522.0 |
3,488.0 |
-34.0 |
-1.0% |
3,530.0 |
Low |
3,431.0 |
3,425.0 |
-6.0 |
-0.2% |
3,355.0 |
Close |
3,492.0 |
3,460.0 |
-32.0 |
-0.9% |
3,492.0 |
Range |
91.0 |
63.0 |
-28.0 |
-30.8% |
175.0 |
ATR |
106.2 |
103.4 |
-2.8 |
-2.6% |
0.0 |
Volume |
28,280 |
20,794 |
-7,486 |
-26.5% |
102,586 |
|
Daily Pivots for day following 02-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,646.7 |
3,616.3 |
3,494.7 |
|
R3 |
3,583.7 |
3,553.3 |
3,477.3 |
|
R2 |
3,520.7 |
3,520.7 |
3,471.6 |
|
R1 |
3,490.3 |
3,490.3 |
3,465.8 |
3,505.5 |
PP |
3,457.7 |
3,457.7 |
3,457.7 |
3,465.3 |
S1 |
3,427.3 |
3,427.3 |
3,454.2 |
3,442.5 |
S2 |
3,394.7 |
3,394.7 |
3,448.5 |
|
S3 |
3,331.7 |
3,364.3 |
3,442.7 |
|
S4 |
3,268.7 |
3,301.3 |
3,425.4 |
|
|
Weekly Pivots for week ending 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,984.0 |
3,913.0 |
3,588.3 |
|
R3 |
3,809.0 |
3,738.0 |
3,540.1 |
|
R2 |
3,634.0 |
3,634.0 |
3,524.1 |
|
R1 |
3,563.0 |
3,563.0 |
3,508.0 |
3,598.5 |
PP |
3,459.0 |
3,459.0 |
3,459.0 |
3,476.8 |
S1 |
3,388.0 |
3,388.0 |
3,476.0 |
3,423.5 |
S2 |
3,284.0 |
3,284.0 |
3,459.9 |
|
S3 |
3,109.0 |
3,213.0 |
3,443.9 |
|
S4 |
2,934.0 |
3,038.0 |
3,395.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,530.0 |
3,355.0 |
175.0 |
5.1% |
74.8 |
2.2% |
60% |
False |
False |
24,676 |
10 |
3,575.0 |
3,299.0 |
276.0 |
8.0% |
74.9 |
2.2% |
58% |
False |
False |
26,527 |
20 |
3,811.0 |
3,299.0 |
512.0 |
14.8% |
74.4 |
2.2% |
31% |
False |
False |
23,345 |
40 |
4,002.0 |
3,299.0 |
703.0 |
20.3% |
100.1 |
2.9% |
23% |
False |
False |
22,944 |
60 |
4,326.0 |
3,229.0 |
1,097.0 |
31.7% |
82.9 |
2.4% |
21% |
False |
False |
15,731 |
80 |
4,385.0 |
3,229.0 |
1,156.0 |
33.4% |
69.2 |
2.0% |
20% |
False |
False |
12,904 |
100 |
5,073.0 |
3,229.0 |
1,844.0 |
53.3% |
64.0 |
1.8% |
13% |
False |
False |
10,338 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,755.8 |
2.618 |
3,652.9 |
1.618 |
3,589.9 |
1.000 |
3,551.0 |
0.618 |
3,526.9 |
HIGH |
3,488.0 |
0.618 |
3,463.9 |
0.500 |
3,456.5 |
0.382 |
3,449.1 |
LOW |
3,425.0 |
0.618 |
3,386.1 |
1.000 |
3,362.0 |
1.618 |
3,323.1 |
2.618 |
3,260.1 |
4.250 |
3,157.3 |
|
|
Fisher Pivots for day following 02-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
3,458.8 |
3,477.5 |
PP |
3,457.7 |
3,471.7 |
S1 |
3,456.5 |
3,465.8 |
|