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 |
4,236.0 |
4,250.0 |
14.0 |
0.3% |
4,057.5 |
High |
4,313.0 |
4,310.0 |
-3.0 |
-0.1% |
4,313.0 |
Low |
4,197.0 |
4,216.0 |
19.0 |
0.5% |
3,994.5 |
Close |
4,261.5 |
4,294.5 |
33.0 |
0.8% |
4,261.5 |
Range |
116.0 |
94.0 |
-22.0 |
-19.0% |
318.5 |
ATR |
145.5 |
141.8 |
-3.7 |
-2.5% |
0.0 |
Volume |
133,872 |
119,999 |
-13,873 |
-10.4% |
627,877 |
|
Daily Pivots for day following 09-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,555.5 |
4,519.0 |
4,346.0 |
|
R3 |
4,461.5 |
4,425.0 |
4,320.5 |
|
R2 |
4,367.5 |
4,367.5 |
4,311.5 |
|
R1 |
4,331.0 |
4,331.0 |
4,303.0 |
4,349.0 |
PP |
4,273.5 |
4,273.5 |
4,273.5 |
4,282.5 |
S1 |
4,237.0 |
4,237.0 |
4,286.0 |
4,255.0 |
S2 |
4,179.5 |
4,179.5 |
4,277.5 |
|
S3 |
4,085.5 |
4,143.0 |
4,268.5 |
|
S4 |
3,991.5 |
4,049.0 |
4,243.0 |
|
|
Weekly Pivots for week ending 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,145.0 |
5,022.0 |
4,436.5 |
|
R3 |
4,826.5 |
4,703.5 |
4,349.0 |
|
R2 |
4,508.0 |
4,508.0 |
4,320.0 |
|
R1 |
4,385.0 |
4,385.0 |
4,290.5 |
4,446.5 |
PP |
4,189.5 |
4,189.5 |
4,189.5 |
4,220.5 |
S1 |
4,066.5 |
4,066.5 |
4,232.5 |
4,128.0 |
S2 |
3,871.0 |
3,871.0 |
4,203.0 |
|
S3 |
3,552.5 |
3,748.0 |
4,174.0 |
|
S4 |
3,234.0 |
3,429.5 |
4,086.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,313.0 |
4,002.0 |
311.0 |
7.2% |
133.5 |
3.1% |
94% |
False |
False |
120,615 |
10 |
4,313.0 |
3,994.5 |
318.5 |
7.4% |
118.5 |
2.8% |
94% |
False |
False |
123,640 |
20 |
4,443.0 |
3,916.5 |
526.5 |
12.3% |
140.0 |
3.3% |
72% |
False |
False |
128,866 |
40 |
4,649.0 |
3,916.5 |
732.5 |
17.1% |
132.0 |
3.1% |
52% |
False |
False |
109,277 |
60 |
4,649.0 |
3,672.5 |
976.5 |
22.7% |
149.5 |
3.5% |
64% |
False |
False |
73,229 |
80 |
4,649.0 |
3,672.5 |
976.5 |
22.7% |
163.0 |
3.8% |
64% |
False |
False |
54,965 |
100 |
5,442.5 |
3,672.5 |
1,770.0 |
41.2% |
171.5 |
4.0% |
35% |
False |
False |
44,126 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,709.5 |
2.618 |
4,556.0 |
1.618 |
4,462.0 |
1.000 |
4,404.0 |
0.618 |
4,368.0 |
HIGH |
4,310.0 |
0.618 |
4,274.0 |
0.500 |
4,263.0 |
0.382 |
4,252.0 |
LOW |
4,216.0 |
0.618 |
4,158.0 |
1.000 |
4,122.0 |
1.618 |
4,064.0 |
2.618 |
3,970.0 |
4.250 |
3,816.5 |
|
|
Fisher Pivots for day following 09-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
4,284.0 |
4,265.5 |
PP |
4,273.5 |
4,237.0 |
S1 |
4,263.0 |
4,208.0 |
|