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 |
4,293.0 |
4,415.5 |
122.5 |
2.9% |
4,163.5 |
High |
4,442.0 |
4,557.5 |
115.5 |
2.6% |
4,584.5 |
Low |
4,245.0 |
4,404.5 |
159.5 |
3.8% |
4,163.5 |
Close |
4,390.5 |
4,510.0 |
119.5 |
2.7% |
4,356.0 |
Range |
197.0 |
153.0 |
-44.0 |
-22.3% |
421.0 |
ATR |
170.4 |
170.2 |
-0.2 |
-0.1% |
0.0 |
Volume |
988 |
469 |
-519 |
-52.5% |
2,550 |
|
Daily Pivots for day following 04-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,949.7 |
4,882.8 |
4,594.2 |
|
R3 |
4,796.7 |
4,729.8 |
4,552.1 |
|
R2 |
4,643.7 |
4,643.7 |
4,538.1 |
|
R1 |
4,576.8 |
4,576.8 |
4,524.0 |
4,610.3 |
PP |
4,490.7 |
4,490.7 |
4,490.7 |
4,507.4 |
S1 |
4,423.8 |
4,423.8 |
4,496.0 |
4,457.3 |
S2 |
4,337.7 |
4,337.7 |
4,482.0 |
|
S3 |
4,184.7 |
4,270.8 |
4,467.9 |
|
S4 |
4,031.7 |
4,117.8 |
4,425.9 |
|
|
Weekly Pivots for week ending 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,631.0 |
5,414.5 |
4,587.6 |
|
R3 |
5,210.0 |
4,993.5 |
4,471.8 |
|
R2 |
4,789.0 |
4,789.0 |
4,433.2 |
|
R1 |
4,572.5 |
4,572.5 |
4,394.6 |
4,680.8 |
PP |
4,368.0 |
4,368.0 |
4,368.0 |
4,422.1 |
S1 |
4,151.5 |
4,151.5 |
4,317.4 |
4,259.8 |
S2 |
3,947.0 |
3,947.0 |
4,278.8 |
|
S3 |
3,526.0 |
3,730.5 |
4,240.2 |
|
S4 |
3,105.0 |
3,309.5 |
4,124.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,557.5 |
4,221.5 |
336.0 |
7.5% |
146.7 |
3.3% |
86% |
True |
False |
537 |
10 |
4,584.5 |
4,097.0 |
487.5 |
10.8% |
155.3 |
3.4% |
85% |
False |
False |
557 |
20 |
4,961.0 |
4,097.0 |
864.0 |
19.2% |
161.8 |
3.6% |
48% |
False |
False |
577 |
40 |
5,151.0 |
4,097.0 |
1,054.0 |
23.4% |
151.7 |
3.4% |
39% |
False |
False |
1,334 |
60 |
5,204.0 |
4,097.0 |
1,107.0 |
24.5% |
181.6 |
4.0% |
37% |
False |
False |
1,054 |
80 |
5,454.5 |
4,097.0 |
1,357.5 |
30.1% |
204.8 |
4.5% |
30% |
False |
False |
844 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,207.8 |
2.618 |
4,958.1 |
1.618 |
4,805.1 |
1.000 |
4,710.5 |
0.618 |
4,652.1 |
HIGH |
4,557.5 |
0.618 |
4,499.1 |
0.500 |
4,481.0 |
0.382 |
4,462.9 |
LOW |
4,404.5 |
0.618 |
4,309.9 |
1.000 |
4,251.5 |
1.618 |
4,156.9 |
2.618 |
4,003.9 |
4.250 |
3,754.3 |
|
|
Fisher Pivots for day following 04-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
4,500.3 |
4,469.8 |
PP |
4,490.7 |
4,429.7 |
S1 |
4,481.0 |
4,389.5 |
|