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 |
4,153.0 |
4,057.5 |
-95.5 |
-2.3% |
4,000.0 |
High |
4,190.5 |
4,077.5 |
-113.0 |
-2.7% |
4,296.0 |
Low |
4,082.0 |
3,994.5 |
-87.5 |
-2.1% |
3,994.5 |
Close |
4,104.0 |
4,034.5 |
-69.5 |
-1.7% |
4,104.0 |
Range |
108.5 |
83.0 |
-25.5 |
-23.5% |
301.5 |
ATR |
148.7 |
145.9 |
-2.8 |
-1.9% |
0.0 |
Volume |
128,404 |
144,799 |
16,395 |
12.8% |
631,337 |
|
Daily Pivots for day following 02-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,284.5 |
4,242.5 |
4,080.0 |
|
R3 |
4,201.5 |
4,159.5 |
4,057.5 |
|
R2 |
4,118.5 |
4,118.5 |
4,049.5 |
|
R1 |
4,076.5 |
4,076.5 |
4,042.0 |
4,056.0 |
PP |
4,035.5 |
4,035.5 |
4,035.5 |
4,025.0 |
S1 |
3,993.5 |
3,993.5 |
4,027.0 |
3,973.0 |
S2 |
3,952.5 |
3,952.5 |
4,019.5 |
|
S3 |
3,869.5 |
3,910.5 |
4,011.5 |
|
S4 |
3,786.5 |
3,827.5 |
3,989.0 |
|
|
Weekly Pivots for week ending 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,036.0 |
4,871.5 |
4,270.0 |
|
R3 |
4,734.5 |
4,570.0 |
4,187.0 |
|
R2 |
4,433.0 |
4,433.0 |
4,159.5 |
|
R1 |
4,268.5 |
4,268.5 |
4,131.5 |
4,351.0 |
PP |
4,131.5 |
4,131.5 |
4,131.5 |
4,172.5 |
S1 |
3,967.0 |
3,967.0 |
4,076.5 |
4,049.0 |
S2 |
3,830.0 |
3,830.0 |
4,048.5 |
|
S3 |
3,528.5 |
3,665.5 |
4,021.0 |
|
S4 |
3,227.0 |
3,364.0 |
3,938.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,296.0 |
3,994.5 |
301.5 |
7.5% |
104.0 |
2.6% |
13% |
False |
True |
126,665 |
10 |
4,296.0 |
3,916.5 |
379.5 |
9.4% |
132.5 |
3.3% |
31% |
False |
False |
132,327 |
20 |
4,649.0 |
3,916.5 |
732.5 |
18.2% |
139.0 |
3.4% |
16% |
False |
False |
124,695 |
40 |
4,649.0 |
3,916.5 |
732.5 |
18.2% |
138.0 |
3.4% |
16% |
False |
False |
94,636 |
60 |
4,649.0 |
3,672.5 |
976.5 |
24.2% |
149.5 |
3.7% |
37% |
False |
False |
63,182 |
80 |
4,670.0 |
3,672.5 |
997.5 |
24.7% |
173.0 |
4.3% |
36% |
False |
False |
47,457 |
100 |
5,442.5 |
3,672.5 |
1,770.0 |
43.9% |
168.5 |
4.2% |
20% |
False |
False |
38,096 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,430.0 |
2.618 |
4,295.0 |
1.618 |
4,212.0 |
1.000 |
4,160.5 |
0.618 |
4,129.0 |
HIGH |
4,077.5 |
0.618 |
4,046.0 |
0.500 |
4,036.0 |
0.382 |
4,026.0 |
LOW |
3,994.5 |
0.618 |
3,943.0 |
1.000 |
3,911.5 |
1.618 |
3,860.0 |
2.618 |
3,777.0 |
4.250 |
3,642.0 |
|
|
Fisher Pivots for day following 02-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
4,036.0 |
4,115.0 |
PP |
4,035.5 |
4,088.0 |
S1 |
4,035.0 |
4,061.5 |
|