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 |
1,212.31 |
1,168.13 |
-44.18 |
-3.6% |
1,177.44 |
High |
1,216.46 |
1,203.53 |
-12.93 |
-1.1% |
1,245.98 |
Low |
1,176.82 |
1,167.49 |
-9.33 |
-0.8% |
1,169.21 |
Close |
1,180.25 |
1,195.75 |
15.50 |
1.3% |
1,180.25 |
Range |
39.64 |
36.04 |
-3.60 |
-9.1% |
76.77 |
ATR |
40.74 |
40.41 |
-0.34 |
-0.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,297.04 |
1,282.44 |
1,215.57 |
|
R3 |
1,261.00 |
1,246.40 |
1,205.66 |
|
R2 |
1,224.96 |
1,224.96 |
1,202.36 |
|
R1 |
1,210.36 |
1,210.36 |
1,199.05 |
1,217.66 |
PP |
1,188.92 |
1,188.92 |
1,188.92 |
1,192.58 |
S1 |
1,174.32 |
1,174.32 |
1,192.45 |
1,181.62 |
S2 |
1,152.88 |
1,152.88 |
1,189.14 |
|
S3 |
1,116.84 |
1,138.28 |
1,185.84 |
|
S4 |
1,080.80 |
1,102.24 |
1,175.93 |
|
|
Weekly Pivots for week ending 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,428.79 |
1,381.29 |
1,222.47 |
|
R3 |
1,352.02 |
1,304.52 |
1,201.36 |
|
R2 |
1,275.25 |
1,275.25 |
1,194.32 |
|
R1 |
1,227.75 |
1,227.75 |
1,187.29 |
1,251.50 |
PP |
1,198.48 |
1,198.48 |
1,198.48 |
1,210.36 |
S1 |
1,150.98 |
1,150.98 |
1,173.21 |
1,174.73 |
S2 |
1,121.71 |
1,121.71 |
1,166.18 |
|
S3 |
1,044.94 |
1,074.21 |
1,159.14 |
|
S4 |
968.17 |
997.44 |
1,138.03 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,245.98 |
1,167.49 |
78.49 |
6.6% |
29.60 |
2.5% |
36% |
False |
True |
|
10 |
1,245.98 |
1,136.61 |
109.37 |
9.1% |
37.18 |
3.1% |
54% |
False |
False |
|
20 |
1,286.08 |
1,136.61 |
149.47 |
12.5% |
35.10 |
2.9% |
40% |
False |
False |
|
40 |
1,286.08 |
1,096.09 |
189.99 |
15.9% |
37.30 |
3.1% |
52% |
False |
False |
|
60 |
1,365.28 |
1,018.86 |
346.42 |
29.0% |
44.60 |
3.7% |
51% |
False |
False |
|
80 |
1,470.99 |
1,018.86 |
452.13 |
37.8% |
54.22 |
4.5% |
39% |
False |
False |
|
100 |
1,775.47 |
1,018.86 |
756.61 |
63.3% |
56.37 |
4.7% |
23% |
False |
False |
|
120 |
1,973.56 |
1,018.86 |
954.70 |
79.8% |
53.08 |
4.4% |
19% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,356.70 |
2.618 |
1,297.88 |
1.618 |
1,261.84 |
1.000 |
1,239.57 |
0.618 |
1,225.80 |
HIGH |
1,203.53 |
0.618 |
1,189.76 |
0.500 |
1,185.51 |
0.382 |
1,181.26 |
LOW |
1,167.49 |
0.618 |
1,145.22 |
1.000 |
1,131.45 |
1.618 |
1,109.18 |
2.618 |
1,073.14 |
4.250 |
1,014.32 |
|
|
Fisher Pivots for day following 02-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
1,192.34 |
1,195.20 |
PP |
1,188.92 |
1,194.65 |
S1 |
1,185.51 |
1,194.11 |
|