Trading Metrics calculated at close of trading on 10-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2009 |
10-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
868.00 |
864.25 |
-3.75 |
-0.4% |
823.75 |
High |
873.00 |
866.00 |
-7.00 |
-0.8% |
869.25 |
Low |
852.75 |
819.50 |
-33.25 |
-3.9% |
806.25 |
Close |
865.00 |
827.00 |
-38.00 |
-4.4% |
867.75 |
Range |
20.25 |
46.50 |
26.25 |
129.6% |
63.00 |
ATR |
30.92 |
32.03 |
1.11 |
3.6% |
0.00 |
Volume |
2,419,130 |
1,759,790 |
-659,340 |
-27.3% |
11,360,914 |
|
Daily Pivots for day following 10-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
977.00 |
948.50 |
852.50 |
|
R3 |
930.50 |
902.00 |
839.75 |
|
R2 |
884.00 |
884.00 |
835.50 |
|
R1 |
855.50 |
855.50 |
831.25 |
846.50 |
PP |
837.50 |
837.50 |
837.50 |
833.00 |
S1 |
809.00 |
809.00 |
822.75 |
800.00 |
S2 |
791.00 |
791.00 |
818.50 |
|
S3 |
744.50 |
762.50 |
814.25 |
|
S4 |
698.00 |
716.00 |
801.50 |
|
|
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 |
816.75 |
56.25 |
6.8% |
31.00 |
3.7% |
18% |
False |
False |
2,220,251 |
10 |
876.00 |
806.25 |
69.75 |
8.4% |
30.00 |
3.6% |
30% |
False |
False |
2,181,585 |
20 |
876.00 |
797.50 |
78.50 |
9.5% |
33.00 |
4.0% |
38% |
False |
False |
2,415,302 |
40 |
942.75 |
797.50 |
145.25 |
17.6% |
30.50 |
3.7% |
20% |
False |
False |
1,992,585 |
60 |
942.75 |
737.25 |
205.50 |
24.8% |
38.00 |
4.6% |
44% |
False |
False |
1,344,195 |
80 |
1,006.50 |
737.25 |
269.25 |
32.6% |
43.75 |
5.3% |
33% |
False |
False |
1,009,142 |
100 |
1,281.75 |
737.25 |
544.50 |
65.8% |
48.75 |
5.9% |
16% |
False |
False |
808,439 |
120 |
1,303.75 |
737.25 |
566.50 |
68.5% |
44.50 |
5.4% |
16% |
False |
False |
673,702 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,063.50 |
2.618 |
987.75 |
1.618 |
941.25 |
1.000 |
912.50 |
0.618 |
894.75 |
HIGH |
866.00 |
0.618 |
848.25 |
0.500 |
842.75 |
0.382 |
837.25 |
LOW |
819.50 |
0.618 |
790.75 |
1.000 |
773.00 |
1.618 |
744.25 |
2.618 |
697.75 |
4.250 |
622.00 |
|
|
Fisher Pivots for day following 10-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
842.75 |
846.25 |
PP |
837.50 |
839.75 |
S1 |
832.25 |
833.50 |
|