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 |
3,470.0 |
3,395.0 |
-75.0 |
-2.2% |
3,362.0 |
High |
3,470.0 |
3,410.0 |
-60.0 |
-1.7% |
3,530.0 |
Low |
3,385.0 |
3,364.0 |
-21.0 |
-0.6% |
3,355.0 |
Close |
3,396.0 |
3,371.0 |
-25.0 |
-0.7% |
3,492.0 |
Range |
85.0 |
46.0 |
-39.0 |
-45.9% |
175.0 |
ATR |
103.0 |
98.9 |
-4.1 |
-4.0% |
0.0 |
Volume |
32,630 |
21,614 |
-11,016 |
-33.8% |
102,586 |
|
Daily Pivots for day following 05-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,519.7 |
3,491.3 |
3,396.3 |
|
R3 |
3,473.7 |
3,445.3 |
3,383.7 |
|
R2 |
3,427.7 |
3,427.7 |
3,379.4 |
|
R1 |
3,399.3 |
3,399.3 |
3,375.2 |
3,390.5 |
PP |
3,381.7 |
3,381.7 |
3,381.7 |
3,377.3 |
S1 |
3,353.3 |
3,353.3 |
3,366.8 |
3,344.5 |
S2 |
3,335.7 |
3,335.7 |
3,362.6 |
|
S3 |
3,289.7 |
3,307.3 |
3,358.4 |
|
S4 |
3,243.7 |
3,261.3 |
3,345.7 |
|
|
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 |
3,364.0 |
187.0 |
5.5% |
80.2 |
2.4% |
4% |
False |
True |
29,288 |
10 |
3,551.0 |
3,299.0 |
252.0 |
7.5% |
79.3 |
2.4% |
29% |
False |
False |
28,492 |
20 |
3,726.0 |
3,299.0 |
427.0 |
12.7% |
73.1 |
2.2% |
17% |
False |
False |
25,210 |
40 |
4,002.0 |
3,299.0 |
703.0 |
20.9% |
100.2 |
3.0% |
10% |
False |
False |
25,371 |
60 |
4,125.0 |
3,229.0 |
896.0 |
26.6% |
85.3 |
2.5% |
16% |
False |
False |
17,349 |
80 |
4,385.0 |
3,229.0 |
1,156.0 |
34.3% |
71.7 |
2.1% |
12% |
False |
False |
14,120 |
100 |
5,073.0 |
3,229.0 |
1,844.0 |
54.7% |
66.5 |
2.0% |
8% |
False |
False |
11,312 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,605.5 |
2.618 |
3,530.4 |
1.618 |
3,484.4 |
1.000 |
3,456.0 |
0.618 |
3,438.4 |
HIGH |
3,410.0 |
0.618 |
3,392.4 |
0.500 |
3,387.0 |
0.382 |
3,381.6 |
LOW |
3,364.0 |
0.618 |
3,335.6 |
1.000 |
3,318.0 |
1.618 |
3,289.6 |
2.618 |
3,243.6 |
4.250 |
3,168.5 |
|
|
Fisher Pivots for day following 05-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
3,387.0 |
3,457.5 |
PP |
3,381.7 |
3,428.7 |
S1 |
3,376.3 |
3,399.8 |
|