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 |
4,650.5 |
4,492.0 |
-158.5 |
-3.4% |
4,326.5 |
High |
4,668.5 |
4,560.0 |
-108.5 |
-2.3% |
4,703.0 |
Low |
4,460.0 |
4,490.0 |
30.0 |
0.7% |
4,221.5 |
Close |
4,566.5 |
4,554.5 |
-12.0 |
-0.3% |
4,647.0 |
Range |
208.5 |
70.0 |
-138.5 |
-66.4% |
481.5 |
ATR |
169.5 |
162.8 |
-6.6 |
-3.9% |
0.0 |
Volume |
562 |
131 |
-431 |
-76.7% |
4,072 |
|
Daily Pivots for day following 11-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,744.8 |
4,719.7 |
4,593.0 |
|
R3 |
4,674.8 |
4,649.7 |
4,573.8 |
|
R2 |
4,604.8 |
4,604.8 |
4,567.3 |
|
R1 |
4,579.7 |
4,579.7 |
4,560.9 |
4,592.3 |
PP |
4,534.8 |
4,534.8 |
4,534.8 |
4,541.1 |
S1 |
4,509.7 |
4,509.7 |
4,548.1 |
4,522.3 |
S2 |
4,464.8 |
4,464.8 |
4,541.7 |
|
S3 |
4,394.8 |
4,439.7 |
4,535.3 |
|
S4 |
4,324.8 |
4,369.7 |
4,516.0 |
|
|
Weekly Pivots for week ending 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,968.3 |
5,789.2 |
4,911.8 |
|
R3 |
5,486.8 |
5,307.7 |
4,779.4 |
|
R2 |
5,005.3 |
5,005.3 |
4,735.3 |
|
R1 |
4,826.2 |
4,826.2 |
4,691.1 |
4,915.8 |
PP |
4,523.8 |
4,523.8 |
4,523.8 |
4,568.6 |
S1 |
4,344.7 |
4,344.7 |
4,602.9 |
4,434.3 |
S2 |
4,042.3 |
4,042.3 |
4,558.7 |
|
S3 |
3,560.8 |
3,863.2 |
4,514.6 |
|
S4 |
3,079.3 |
3,381.7 |
4,382.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,703.5 |
4,411.5 |
292.0 |
6.4% |
139.3 |
3.1% |
49% |
False |
False |
621 |
10 |
4,703.5 |
4,221.5 |
482.0 |
10.6% |
143.0 |
3.1% |
69% |
False |
False |
579 |
20 |
4,703.5 |
4,097.0 |
606.5 |
13.3% |
158.4 |
3.5% |
75% |
False |
False |
619 |
40 |
5,151.0 |
4,097.0 |
1,054.0 |
23.1% |
146.9 |
3.2% |
43% |
False |
False |
1,308 |
60 |
5,151.0 |
4,097.0 |
1,054.0 |
23.1% |
170.4 |
3.7% |
43% |
False |
False |
1,068 |
80 |
5,414.0 |
4,097.0 |
1,317.0 |
28.9% |
192.6 |
4.2% |
35% |
False |
False |
870 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,857.5 |
2.618 |
4,743.3 |
1.618 |
4,673.3 |
1.000 |
4,630.0 |
0.618 |
4,603.3 |
HIGH |
4,560.0 |
0.618 |
4,533.3 |
0.500 |
4,525.0 |
0.382 |
4,516.7 |
LOW |
4,490.0 |
0.618 |
4,446.7 |
1.000 |
4,420.0 |
1.618 |
4,376.7 |
2.618 |
4,306.7 |
4.250 |
4,192.5 |
|
|
Fisher Pivots for day following 11-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
4,544.7 |
4,581.8 |
PP |
4,534.8 |
4,572.7 |
S1 |
4,525.0 |
4,563.6 |
|