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 |
3,491.0 |
3,470.0 |
-21.0 |
-0.6% |
3,362.0 |
High |
3,551.0 |
3,470.0 |
-81.0 |
-2.3% |
3,530.0 |
Low |
3,435.0 |
3,385.0 |
-50.0 |
-1.5% |
3,355.0 |
Close |
3,452.0 |
3,396.0 |
-56.0 |
-1.6% |
3,492.0 |
Range |
116.0 |
85.0 |
-31.0 |
-26.7% |
175.0 |
ATR |
104.3 |
103.0 |
-1.4 |
-1.3% |
0.0 |
Volume |
43,124 |
32,630 |
-10,494 |
-24.3% |
102,586 |
|
Daily Pivots for day following 04-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,672.0 |
3,619.0 |
3,442.8 |
|
R3 |
3,587.0 |
3,534.0 |
3,419.4 |
|
R2 |
3,502.0 |
3,502.0 |
3,411.6 |
|
R1 |
3,449.0 |
3,449.0 |
3,403.8 |
3,433.0 |
PP |
3,417.0 |
3,417.0 |
3,417.0 |
3,409.0 |
S1 |
3,364.0 |
3,364.0 |
3,388.2 |
3,348.0 |
S2 |
3,332.0 |
3,332.0 |
3,380.4 |
|
S3 |
3,247.0 |
3,279.0 |
3,372.6 |
|
S4 |
3,162.0 |
3,194.0 |
3,349.3 |
|
|
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 |
3,551.0 |
3,385.0 |
166.0 |
4.9% |
83.4 |
2.5% |
7% |
False |
True |
29,073 |
10 |
3,551.0 |
3,299.0 |
252.0 |
7.4% |
81.0 |
2.4% |
38% |
False |
False |
29,188 |
20 |
3,811.0 |
3,299.0 |
512.0 |
15.1% |
73.8 |
2.2% |
19% |
False |
False |
25,078 |
40 |
4,002.0 |
3,299.0 |
703.0 |
20.7% |
101.1 |
3.0% |
14% |
False |
False |
24,832 |
60 |
4,125.0 |
3,229.0 |
896.0 |
26.4% |
84.7 |
2.5% |
19% |
False |
False |
16,989 |
80 |
4,385.0 |
3,229.0 |
1,156.0 |
34.0% |
71.5 |
2.1% |
14% |
False |
False |
13,851 |
100 |
5,073.0 |
3,229.0 |
1,844.0 |
54.3% |
66.0 |
1.9% |
9% |
False |
False |
11,095 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,831.3 |
2.618 |
3,692.5 |
1.618 |
3,607.5 |
1.000 |
3,555.0 |
0.618 |
3,522.5 |
HIGH |
3,470.0 |
0.618 |
3,437.5 |
0.500 |
3,427.5 |
0.382 |
3,417.5 |
LOW |
3,385.0 |
0.618 |
3,332.5 |
1.000 |
3,300.0 |
1.618 |
3,247.5 |
2.618 |
3,162.5 |
4.250 |
3,023.8 |
|
|
Fisher Pivots for day following 04-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
3,427.5 |
3,468.0 |
PP |
3,417.0 |
3,444.0 |
S1 |
3,406.5 |
3,420.0 |
|