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 |
1,198.79 |
1,215.64 |
16.85 |
1.4% |
1,177.44 |
High |
1,218.91 |
1,243.68 |
24.77 |
2.0% |
1,245.98 |
Low |
1,180.25 |
1,210.98 |
30.73 |
2.6% |
1,169.21 |
Close |
1,215.66 |
1,215.43 |
-0.23 |
0.0% |
1,180.25 |
Range |
38.66 |
32.70 |
-5.96 |
-15.4% |
76.77 |
ATR |
40.28 |
39.74 |
-0.54 |
-1.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,321.46 |
1,301.15 |
1,233.42 |
|
R3 |
1,288.76 |
1,268.45 |
1,224.42 |
|
R2 |
1,256.06 |
1,256.06 |
1,221.43 |
|
R1 |
1,235.75 |
1,235.75 |
1,218.43 |
1,229.56 |
PP |
1,223.36 |
1,223.36 |
1,223.36 |
1,220.27 |
S1 |
1,203.05 |
1,203.05 |
1,212.43 |
1,196.86 |
S2 |
1,190.66 |
1,190.66 |
1,209.44 |
|
S3 |
1,157.96 |
1,170.35 |
1,206.44 |
|
S4 |
1,125.26 |
1,137.65 |
1,197.45 |
|
|
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 |
1,243.68 |
1,167.49 |
76.19 |
6.3% |
33.80 |
2.8% |
63% |
True |
False |
|
10 |
1,245.98 |
1,144.41 |
101.57 |
8.4% |
33.97 |
2.8% |
70% |
False |
False |
|
20 |
1,256.34 |
1,136.61 |
119.73 |
9.9% |
36.18 |
3.0% |
66% |
False |
False |
|
40 |
1,286.08 |
1,136.61 |
149.47 |
12.3% |
35.53 |
2.9% |
53% |
False |
False |
|
60 |
1,298.09 |
1,018.86 |
279.23 |
23.0% |
43.69 |
3.6% |
70% |
False |
False |
|
80 |
1,470.99 |
1,018.86 |
452.13 |
37.2% |
52.63 |
4.3% |
43% |
False |
False |
|
100 |
1,775.47 |
1,018.86 |
756.61 |
62.3% |
56.20 |
4.6% |
26% |
False |
False |
|
120 |
1,973.56 |
1,018.86 |
954.70 |
78.5% |
53.17 |
4.4% |
21% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,382.66 |
2.618 |
1,329.29 |
1.618 |
1,296.59 |
1.000 |
1,276.38 |
0.618 |
1,263.89 |
HIGH |
1,243.68 |
0.618 |
1,231.19 |
0.500 |
1,227.33 |
0.382 |
1,223.47 |
LOW |
1,210.98 |
0.618 |
1,190.77 |
1.000 |
1,178.28 |
1.618 |
1,158.07 |
2.618 |
1,125.37 |
4.250 |
1,072.01 |
|
|
Fisher Pivots for day following 04-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
1,227.33 |
1,212.15 |
PP |
1,223.36 |
1,208.87 |
S1 |
1,219.40 |
1,205.59 |
|