Trading Metrics calculated at close of trading on 09-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2009 |
09-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
841.25 |
868.00 |
26.75 |
3.2% |
823.75 |
High |
869.25 |
873.00 |
3.75 |
0.4% |
869.25 |
Low |
836.75 |
852.75 |
16.00 |
1.9% |
806.25 |
Close |
867.75 |
865.00 |
-2.75 |
-0.3% |
867.75 |
Range |
32.50 |
20.25 |
-12.25 |
-37.7% |
63.00 |
ATR |
31.74 |
30.92 |
-0.82 |
-2.6% |
0.00 |
Volume |
2,616,179 |
2,419,130 |
-197,049 |
-7.5% |
11,360,914 |
|
Daily Pivots for day following 09-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
924.25 |
915.00 |
876.25 |
|
R3 |
904.00 |
894.75 |
870.50 |
|
R2 |
883.75 |
883.75 |
868.75 |
|
R1 |
874.50 |
874.50 |
866.75 |
869.00 |
PP |
863.50 |
863.50 |
863.50 |
861.00 |
S1 |
854.25 |
854.25 |
863.25 |
848.75 |
S2 |
843.25 |
843.25 |
861.25 |
|
S3 |
823.00 |
834.00 |
859.50 |
|
S4 |
802.75 |
813.75 |
853.75 |
|
|
Weekly Pivots for week ending 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,036.75 |
1,015.25 |
902.50 |
|
R3 |
973.75 |
952.25 |
885.00 |
|
R2 |
910.75 |
910.75 |
879.25 |
|
R1 |
889.25 |
889.25 |
873.50 |
900.00 |
PP |
847.75 |
847.75 |
847.75 |
853.00 |
S1 |
826.25 |
826.25 |
862.00 |
837.00 |
S2 |
784.75 |
784.75 |
856.25 |
|
S3 |
721.75 |
763.25 |
850.50 |
|
S4 |
658.75 |
700.25 |
833.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
873.00 |
816.00 |
57.00 |
6.6% |
26.50 |
3.1% |
86% |
True |
False |
2,262,508 |
10 |
876.00 |
806.25 |
69.75 |
8.1% |
27.00 |
3.1% |
84% |
False |
False |
2,231,030 |
20 |
885.50 |
797.50 |
88.00 |
10.2% |
32.00 |
3.7% |
77% |
False |
False |
2,429,949 |
40 |
942.75 |
797.50 |
145.25 |
16.8% |
30.25 |
3.5% |
46% |
False |
False |
1,957,932 |
60 |
942.75 |
737.25 |
205.50 |
23.8% |
38.25 |
4.4% |
62% |
False |
False |
1,314,949 |
80 |
1,007.75 |
737.25 |
270.50 |
31.3% |
44.50 |
5.1% |
47% |
False |
False |
987,219 |
100 |
1,281.75 |
737.25 |
544.50 |
62.9% |
49.00 |
5.7% |
23% |
False |
False |
790,843 |
120 |
1,303.75 |
737.25 |
566.50 |
65.5% |
44.25 |
5.1% |
23% |
False |
False |
659,037 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
959.00 |
2.618 |
926.00 |
1.618 |
905.75 |
1.000 |
893.25 |
0.618 |
885.50 |
HIGH |
873.00 |
0.618 |
865.25 |
0.500 |
863.00 |
0.382 |
860.50 |
LOW |
852.75 |
0.618 |
840.25 |
1.000 |
832.50 |
1.618 |
820.00 |
2.618 |
799.75 |
4.250 |
766.75 |
|
|
Fisher Pivots for day following 09-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
864.25 |
858.25 |
PP |
863.50 |
851.50 |
S1 |
863.00 |
845.00 |
|