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 |
4,619.5 |
4,626.0 |
6.5 |
0.1% |
4,314.5 |
High |
4,694.0 |
4,653.5 |
-40.5 |
-0.9% |
4,690.0 |
Low |
4,601.0 |
4,439.0 |
-162.0 |
-3.5% |
4,202.5 |
Close |
4,676.0 |
4,550.0 |
-126.0 |
-2.7% |
4,630.0 |
Range |
93.0 |
214.5 |
121.5 |
130.6% |
487.5 |
ATR |
174.9 |
179.3 |
4.4 |
2.5% |
0.0 |
Volume |
125,161 |
196,734 |
71,573 |
57.2% |
815,000 |
|
Daily Pivots for day following 10-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,191.0 |
5,085.0 |
4,668.0 |
|
R3 |
4,976.5 |
4,870.5 |
4,609.0 |
|
R2 |
4,762.0 |
4,762.0 |
4,589.3 |
|
R1 |
4,656.0 |
4,656.0 |
4,569.7 |
4,601.8 |
PP |
4,547.5 |
4,547.5 |
4,547.5 |
4,520.4 |
S1 |
4,441.5 |
4,441.5 |
4,530.3 |
4,387.3 |
S2 |
4,333.0 |
4,333.0 |
4,510.7 |
|
S3 |
4,118.5 |
4,227.0 |
4,491.0 |
|
S4 |
3,904.0 |
4,012.5 |
4,432.0 |
|
|
Weekly Pivots for week ending 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,970.0 |
5,787.5 |
4,898.1 |
|
R3 |
5,482.5 |
5,300.0 |
4,764.1 |
|
R2 |
4,995.0 |
4,995.0 |
4,719.4 |
|
R1 |
4,812.5 |
4,812.5 |
4,674.7 |
4,903.8 |
PP |
4,507.5 |
4,507.5 |
4,507.5 |
4,553.1 |
S1 |
4,325.0 |
4,325.0 |
4,585.3 |
4,416.3 |
S2 |
4,020.0 |
4,020.0 |
4,540.6 |
|
S3 |
3,532.5 |
3,837.5 |
4,495.9 |
|
S4 |
3,045.0 |
3,350.0 |
4,361.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,694.0 |
4,379.0 |
315.0 |
6.9% |
168.6 |
3.7% |
54% |
False |
False |
164,870 |
10 |
4,694.0 |
4,202.5 |
491.5 |
10.8% |
165.8 |
3.6% |
71% |
False |
False |
163,518 |
20 |
4,720.0 |
4,075.0 |
645.0 |
14.2% |
177.0 |
3.9% |
74% |
False |
False |
164,811 |
40 |
5,138.5 |
4,075.0 |
1,063.5 |
23.4% |
161.4 |
3.5% |
45% |
False |
False |
117,363 |
60 |
5,138.5 |
4,066.0 |
1,072.5 |
23.6% |
192.7 |
4.2% |
45% |
False |
False |
78,795 |
80 |
5,458.0 |
4,066.0 |
1,392.0 |
30.6% |
222.3 |
4.9% |
35% |
False |
False |
59,351 |
100 |
6,353.5 |
4,066.0 |
2,287.5 |
50.3% |
229.9 |
5.1% |
21% |
False |
False |
47,871 |
120 |
6,706.5 |
4,066.0 |
2,640.5 |
58.0% |
211.9 |
4.7% |
18% |
False |
False |
40,126 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,565.1 |
2.618 |
5,215.1 |
1.618 |
5,000.6 |
1.000 |
4,868.0 |
0.618 |
4,786.1 |
HIGH |
4,653.5 |
0.618 |
4,571.6 |
0.500 |
4,546.3 |
0.382 |
4,520.9 |
LOW |
4,439.0 |
0.618 |
4,306.4 |
1.000 |
4,224.5 |
1.618 |
4,091.9 |
2.618 |
3,877.4 |
4.250 |
3,527.4 |
|
|
Fisher Pivots for day following 10-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
4,548.8 |
4,566.5 |
PP |
4,547.5 |
4,561.0 |
S1 |
4,546.3 |
4,555.5 |
|