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 |
4,250.0 |
4,236.0 |
-14.0 |
-0.3% |
4,057.5 |
High |
4,310.0 |
4,283.5 |
-26.5 |
-0.6% |
4,313.0 |
Low |
4,216.0 |
4,115.5 |
-100.5 |
-2.4% |
3,994.5 |
Close |
4,294.5 |
4,215.5 |
-79.0 |
-1.8% |
4,261.5 |
Range |
94.0 |
168.0 |
74.0 |
78.7% |
318.5 |
ATR |
141.8 |
144.5 |
2.7 |
1.9% |
0.0 |
Volume |
119,999 |
77,263 |
-42,736 |
-35.6% |
627,877 |
|
Daily Pivots for day following 10-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,709.0 |
4,630.0 |
4,308.0 |
|
R3 |
4,541.0 |
4,462.0 |
4,261.5 |
|
R2 |
4,373.0 |
4,373.0 |
4,246.5 |
|
R1 |
4,294.0 |
4,294.0 |
4,231.0 |
4,249.5 |
PP |
4,205.0 |
4,205.0 |
4,205.0 |
4,182.5 |
S1 |
4,126.0 |
4,126.0 |
4,200.0 |
4,081.5 |
S2 |
4,037.0 |
4,037.0 |
4,184.5 |
|
S3 |
3,869.0 |
3,958.0 |
4,169.5 |
|
S4 |
3,701.0 |
3,790.0 |
4,123.0 |
|
|
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 |
4,103.0 |
210.0 |
5.0% |
130.5 |
3.1% |
54% |
False |
False |
115,118 |
10 |
4,313.0 |
3,994.5 |
318.5 |
7.6% |
126.5 |
3.0% |
69% |
False |
False |
118,703 |
20 |
4,388.5 |
3,916.5 |
472.0 |
11.2% |
143.0 |
3.4% |
63% |
False |
False |
127,867 |
40 |
4,649.0 |
3,916.5 |
732.5 |
17.4% |
134.5 |
3.2% |
41% |
False |
False |
111,016 |
60 |
4,649.0 |
3,672.5 |
976.5 |
23.2% |
150.0 |
3.6% |
56% |
False |
False |
74,516 |
80 |
4,649.0 |
3,672.5 |
976.5 |
23.2% |
159.5 |
3.8% |
56% |
False |
False |
55,926 |
100 |
5,442.5 |
3,672.5 |
1,770.0 |
42.0% |
172.5 |
4.1% |
31% |
False |
False |
44,899 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,997.5 |
2.618 |
4,723.5 |
1.618 |
4,555.5 |
1.000 |
4,451.5 |
0.618 |
4,387.5 |
HIGH |
4,283.5 |
0.618 |
4,219.5 |
0.500 |
4,199.5 |
0.382 |
4,179.5 |
LOW |
4,115.5 |
0.618 |
4,011.5 |
1.000 |
3,947.5 |
1.618 |
3,843.5 |
2.618 |
3,675.5 |
4.250 |
3,401.5 |
|
|
Fisher Pivots for day following 10-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
4,210.0 |
4,215.0 |
PP |
4,205.0 |
4,214.5 |
S1 |
4,199.5 |
4,214.0 |
|