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 |
1,273.00 |
1,274.25 |
1.25 |
0.1% |
1,181.00 |
High |
1,285.50 |
1,286.00 |
0.50 |
0.0% |
1,279.50 |
Low |
1,258.00 |
1,221.50 |
-36.50 |
-2.9% |
1,153.50 |
Close |
1,275.75 |
1,232.50 |
-43.25 |
-3.4% |
1,275.75 |
Range |
27.50 |
64.50 |
37.00 |
134.5% |
126.00 |
ATR |
45.81 |
47.14 |
1.34 |
2.9% |
0.00 |
Volume |
337,645 |
218,398 |
-119,247 |
-35.3% |
1,634,196 |
|
Daily Pivots for day following 10-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,440.25 |
1,400.75 |
1,268.00 |
|
R3 |
1,375.75 |
1,336.25 |
1,250.25 |
|
R2 |
1,311.25 |
1,311.25 |
1,244.25 |
|
R1 |
1,271.75 |
1,271.75 |
1,238.50 |
1,259.25 |
PP |
1,246.75 |
1,246.75 |
1,246.75 |
1,240.50 |
S1 |
1,207.25 |
1,207.25 |
1,226.50 |
1,194.75 |
S2 |
1,182.25 |
1,182.25 |
1,220.75 |
|
S3 |
1,117.75 |
1,142.75 |
1,214.75 |
|
S4 |
1,053.25 |
1,078.25 |
1,197.00 |
|
|
Weekly Pivots for week ending 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,614.25 |
1,571.00 |
1,345.00 |
|
R3 |
1,488.25 |
1,445.00 |
1,310.50 |
|
R2 |
1,362.25 |
1,362.25 |
1,298.75 |
|
R1 |
1,319.00 |
1,319.00 |
1,287.25 |
1,340.50 |
PP |
1,236.25 |
1,236.25 |
1,236.25 |
1,247.00 |
S1 |
1,193.00 |
1,193.00 |
1,264.25 |
1,214.50 |
S2 |
1,110.25 |
1,110.25 |
1,252.75 |
|
S3 |
984.25 |
1,067.00 |
1,241.00 |
|
S4 |
858.25 |
941.00 |
1,206.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,286.00 |
1,185.00 |
101.00 |
8.2% |
49.00 |
4.0% |
47% |
True |
False |
320,343 |
10 |
1,286.00 |
1,153.50 |
132.50 |
10.8% |
47.00 |
3.8% |
60% |
True |
False |
302,873 |
20 |
1,286.00 |
1,132.00 |
154.00 |
12.5% |
48.25 |
3.9% |
65% |
True |
False |
307,659 |
40 |
1,287.00 |
1,132.00 |
155.00 |
12.6% |
44.00 |
3.6% |
65% |
False |
False |
262,416 |
60 |
1,287.00 |
1,021.00 |
266.00 |
21.6% |
52.00 |
4.2% |
80% |
False |
False |
175,645 |
80 |
1,392.00 |
1,021.00 |
371.00 |
30.1% |
58.50 |
4.7% |
57% |
False |
False |
131,763 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,560.00 |
2.618 |
1,454.75 |
1.618 |
1,390.25 |
1.000 |
1,350.50 |
0.618 |
1,325.75 |
HIGH |
1,286.00 |
0.618 |
1,261.25 |
0.500 |
1,253.75 |
0.382 |
1,246.25 |
LOW |
1,221.50 |
0.618 |
1,181.75 |
1.000 |
1,157.00 |
1.618 |
1,117.25 |
2.618 |
1,052.75 |
4.250 |
947.50 |
|
|
Fisher Pivots for day following 10-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
1,253.75 |
1,253.75 |
PP |
1,246.75 |
1,246.75 |
S1 |
1,239.50 |
1,239.50 |
|