Trading Metrics calculated at close of trading on 03-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2009 |
03-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
1,168.13 |
1,198.79 |
30.66 |
2.6% |
1,177.44 |
High |
1,203.53 |
1,218.91 |
15.38 |
1.3% |
1,245.98 |
Low |
1,167.49 |
1,180.25 |
12.76 |
1.1% |
1,169.21 |
Close |
1,195.75 |
1,215.66 |
19.91 |
1.7% |
1,180.25 |
Range |
36.04 |
38.66 |
2.62 |
7.3% |
76.77 |
ATR |
40.41 |
40.28 |
-0.12 |
-0.3% |
0.00 |
Volume |
|
|
|
|
|
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Daily Pivots for day following 03-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,320.92 |
1,306.95 |
1,236.92 |
|
R3 |
1,282.26 |
1,268.29 |
1,226.29 |
|
R2 |
1,243.60 |
1,243.60 |
1,222.75 |
|
R1 |
1,229.63 |
1,229.63 |
1,219.20 |
1,236.62 |
PP |
1,204.94 |
1,204.94 |
1,204.94 |
1,208.43 |
S1 |
1,190.97 |
1,190.97 |
1,212.12 |
1,197.96 |
S2 |
1,166.28 |
1,166.28 |
1,208.57 |
|
S3 |
1,127.62 |
1,152.31 |
1,205.03 |
|
S4 |
1,088.96 |
1,113.65 |
1,194.40 |
|
|
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 |
6.5% |
33.81 |
2.8% |
61% |
False |
False |
|
10 |
1,245.98 |
1,142.33 |
103.65 |
8.5% |
35.11 |
2.9% |
71% |
False |
False |
|
20 |
1,286.08 |
1,136.61 |
149.47 |
12.3% |
35.57 |
2.9% |
53% |
False |
False |
|
40 |
1,286.08 |
1,096.09 |
189.99 |
15.6% |
36.81 |
3.0% |
63% |
False |
False |
|
60 |
1,298.09 |
1,018.86 |
279.23 |
23.0% |
44.13 |
3.6% |
70% |
False |
False |
|
80 |
1,470.99 |
1,018.86 |
452.13 |
37.2% |
53.58 |
4.4% |
44% |
False |
False |
|
100 |
1,775.47 |
1,018.86 |
756.61 |
62.2% |
56.48 |
4.6% |
26% |
False |
False |
|
120 |
1,973.56 |
1,018.86 |
954.70 |
78.5% |
53.19 |
4.4% |
21% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,383.22 |
2.618 |
1,320.12 |
1.618 |
1,281.46 |
1.000 |
1,257.57 |
0.618 |
1,242.80 |
HIGH |
1,218.91 |
0.618 |
1,204.14 |
0.500 |
1,199.58 |
0.382 |
1,195.02 |
LOW |
1,180.25 |
0.618 |
1,156.36 |
1.000 |
1,141.59 |
1.618 |
1,117.70 |
2.618 |
1,079.04 |
4.250 |
1,015.95 |
|
|
Fisher Pivots for day following 03-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
1,210.30 |
1,208.17 |
PP |
1,204.94 |
1,200.69 |
S1 |
1,199.58 |
1,193.20 |
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