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 |
4,057.5 |
4,056.0 |
-1.5 |
0.0% |
4,000.0 |
High |
4,077.5 |
4,184.5 |
107.0 |
2.6% |
4,296.0 |
Low |
3,994.5 |
4,002.0 |
7.5 |
0.2% |
3,994.5 |
Close |
4,034.5 |
4,128.0 |
93.5 |
2.3% |
4,104.0 |
Range |
83.0 |
182.5 |
99.5 |
119.9% |
301.5 |
ATR |
145.9 |
148.5 |
2.6 |
1.8% |
0.0 |
Volume |
144,799 |
104,748 |
-40,051 |
-27.7% |
631,337 |
|
Daily Pivots for day following 03-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,652.5 |
4,572.5 |
4,228.5 |
|
R3 |
4,470.0 |
4,390.0 |
4,178.0 |
|
R2 |
4,287.5 |
4,287.5 |
4,161.5 |
|
R1 |
4,207.5 |
4,207.5 |
4,144.5 |
4,247.5 |
PP |
4,105.0 |
4,105.0 |
4,105.0 |
4,125.0 |
S1 |
4,025.0 |
4,025.0 |
4,111.5 |
4,065.0 |
S2 |
3,922.5 |
3,922.5 |
4,094.5 |
|
S3 |
3,740.0 |
3,842.5 |
4,078.0 |
|
S4 |
3,557.5 |
3,660.0 |
4,027.5 |
|
|
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 |
7.3% |
123.0 |
3.0% |
44% |
False |
False |
122,288 |
10 |
4,296.0 |
3,916.5 |
379.5 |
9.2% |
131.5 |
3.2% |
56% |
False |
False |
134,491 |
20 |
4,649.0 |
3,916.5 |
732.5 |
17.7% |
143.0 |
3.5% |
29% |
False |
False |
127,337 |
40 |
4,649.0 |
3,916.5 |
732.5 |
17.7% |
138.5 |
3.4% |
29% |
False |
False |
97,254 |
60 |
4,649.0 |
3,672.5 |
976.5 |
23.7% |
150.5 |
3.6% |
47% |
False |
False |
64,927 |
80 |
4,649.0 |
3,672.5 |
976.5 |
23.7% |
171.0 |
4.1% |
47% |
False |
False |
48,766 |
100 |
5,442.5 |
3,672.5 |
1,770.0 |
42.9% |
170.0 |
4.1% |
26% |
False |
False |
39,143 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,960.0 |
2.618 |
4,662.5 |
1.618 |
4,480.0 |
1.000 |
4,367.0 |
0.618 |
4,297.5 |
HIGH |
4,184.5 |
0.618 |
4,115.0 |
0.500 |
4,093.0 |
0.382 |
4,071.5 |
LOW |
4,002.0 |
0.618 |
3,889.0 |
1.000 |
3,819.5 |
1.618 |
3,706.5 |
2.618 |
3,524.0 |
4.250 |
3,226.5 |
|
|
Fisher Pivots for day following 03-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
4,116.5 |
4,116.0 |
PP |
4,105.0 |
4,104.5 |
S1 |
4,093.0 |
4,092.5 |
|