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 |
4,415.5 |
4,437.0 |
21.5 |
0.5% |
4,163.5 |
High |
4,557.5 |
4,583.5 |
26.0 |
0.6% |
4,584.5 |
Low |
4,404.5 |
4,411.5 |
7.0 |
0.2% |
4,163.5 |
Close |
4,510.0 |
4,521.5 |
11.5 |
0.3% |
4,356.0 |
Range |
153.0 |
172.0 |
19.0 |
12.4% |
421.0 |
ATR |
170.2 |
170.3 |
0.1 |
0.1% |
0.0 |
Volume |
469 |
1,309 |
840 |
179.1% |
2,550 |
|
Daily Pivots for day following 05-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,021.5 |
4,943.5 |
4,616.1 |
|
R3 |
4,849.5 |
4,771.5 |
4,568.8 |
|
R2 |
4,677.5 |
4,677.5 |
4,553.0 |
|
R1 |
4,599.5 |
4,599.5 |
4,537.3 |
4,638.5 |
PP |
4,505.5 |
4,505.5 |
4,505.5 |
4,525.0 |
S1 |
4,427.5 |
4,427.5 |
4,505.7 |
4,466.5 |
S2 |
4,333.5 |
4,333.5 |
4,490.0 |
|
S3 |
4,161.5 |
4,255.5 |
4,474.2 |
|
S4 |
3,989.5 |
4,083.5 |
4,426.9 |
|
|
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 |
4,583.5 |
4,221.5 |
362.0 |
8.0% |
152.0 |
3.4% |
83% |
True |
False |
687 |
10 |
4,584.5 |
4,097.0 |
487.5 |
10.8% |
156.2 |
3.5% |
87% |
False |
False |
665 |
20 |
4,959.5 |
4,097.0 |
862.5 |
19.1% |
165.5 |
3.7% |
49% |
False |
False |
624 |
40 |
5,151.0 |
4,097.0 |
1,054.0 |
23.3% |
150.4 |
3.3% |
40% |
False |
False |
1,357 |
60 |
5,204.0 |
4,097.0 |
1,107.0 |
24.5% |
178.6 |
4.0% |
38% |
False |
False |
1,065 |
80 |
5,454.5 |
4,097.0 |
1,357.5 |
30.0% |
202.4 |
4.5% |
31% |
False |
False |
857 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,314.5 |
2.618 |
5,033.8 |
1.618 |
4,861.8 |
1.000 |
4,755.5 |
0.618 |
4,689.8 |
HIGH |
4,583.5 |
0.618 |
4,517.8 |
0.500 |
4,497.5 |
0.382 |
4,477.2 |
LOW |
4,411.5 |
0.618 |
4,305.2 |
1.000 |
4,239.5 |
1.618 |
4,133.2 |
2.618 |
3,961.2 |
4.250 |
3,680.5 |
|
|
Fisher Pivots for day following 05-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
4,513.5 |
4,485.8 |
PP |
4,505.5 |
4,450.0 |
S1 |
4,497.5 |
4,414.3 |
|