Trading Metrics calculated at close of trading on 11-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2009 |
11-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
4,236.0 |
4,177.5 |
-58.5 |
-1.4% |
4,057.5 |
High |
4,283.5 |
4,221.5 |
-62.0 |
-1.4% |
4,313.0 |
Low |
4,115.5 |
4,150.0 |
34.5 |
0.8% |
3,994.5 |
Close |
4,215.5 |
4,209.5 |
-6.0 |
-0.1% |
4,261.5 |
Range |
168.0 |
71.5 |
-96.5 |
-57.4% |
318.5 |
ATR |
144.5 |
139.3 |
-5.2 |
-3.6% |
0.0 |
Volume |
77,263 |
143,306 |
66,043 |
85.5% |
627,877 |
|
Daily Pivots for day following 11-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,408.0 |
4,380.5 |
4,249.0 |
|
R3 |
4,336.5 |
4,309.0 |
4,229.0 |
|
R2 |
4,265.0 |
4,265.0 |
4,222.5 |
|
R1 |
4,237.5 |
4,237.5 |
4,216.0 |
4,251.0 |
PP |
4,193.5 |
4,193.5 |
4,193.5 |
4,200.5 |
S1 |
4,166.0 |
4,166.0 |
4,203.0 |
4,180.0 |
S2 |
4,122.0 |
4,122.0 |
4,196.5 |
|
S3 |
4,050.5 |
4,094.5 |
4,190.0 |
|
S4 |
3,979.0 |
4,023.0 |
4,170.0 |
|
|
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% |
122.0 |
2.9% |
51% |
False |
False |
118,851 |
10 |
4,313.0 |
3,994.5 |
318.5 |
7.6% |
123.5 |
2.9% |
68% |
False |
False |
121,884 |
20 |
4,388.5 |
3,916.5 |
472.0 |
11.2% |
142.0 |
3.4% |
62% |
False |
False |
130,427 |
40 |
4,649.0 |
3,916.5 |
732.5 |
17.4% |
133.0 |
3.2% |
40% |
False |
False |
114,207 |
60 |
4,649.0 |
3,672.5 |
976.5 |
23.2% |
145.5 |
3.5% |
55% |
False |
False |
76,900 |
80 |
4,649.0 |
3,672.5 |
976.5 |
23.2% |
157.5 |
3.7% |
55% |
False |
False |
57,715 |
100 |
5,442.5 |
3,672.5 |
1,770.0 |
42.0% |
171.5 |
4.1% |
30% |
False |
False |
46,328 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,525.5 |
2.618 |
4,408.5 |
1.618 |
4,337.0 |
1.000 |
4,293.0 |
0.618 |
4,265.5 |
HIGH |
4,221.5 |
0.618 |
4,194.0 |
0.500 |
4,186.0 |
0.382 |
4,177.5 |
LOW |
4,150.0 |
0.618 |
4,106.0 |
1.000 |
4,078.5 |
1.618 |
4,034.5 |
2.618 |
3,963.0 |
4.250 |
3,846.0 |
|
|
Fisher Pivots for day following 11-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
4,201.5 |
4,213.0 |
PP |
4,193.5 |
4,211.5 |
S1 |
4,186.0 |
4,210.5 |
|