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 |
1,244.43 |
1,276.72 |
32.29 |
2.6% |
1,168.13 |
High |
1,280.40 |
1,286.81 |
6.41 |
0.5% |
1,280.40 |
Low |
1,243.86 |
1,267.86 |
24.00 |
1.9% |
1,167.49 |
Close |
1,277.49 |
1,281.65 |
4.16 |
0.3% |
1,277.49 |
Range |
36.54 |
18.95 |
-17.59 |
-48.1% |
112.91 |
ATR |
40.23 |
38.71 |
-1.52 |
-3.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,335.62 |
1,327.59 |
1,292.07 |
|
R3 |
1,316.67 |
1,308.64 |
1,286.86 |
|
R2 |
1,297.72 |
1,297.72 |
1,285.12 |
|
R1 |
1,289.69 |
1,289.69 |
1,283.39 |
1,293.71 |
PP |
1,278.77 |
1,278.77 |
1,278.77 |
1,280.78 |
S1 |
1,270.74 |
1,270.74 |
1,279.91 |
1,274.76 |
S2 |
1,259.82 |
1,259.82 |
1,278.18 |
|
S3 |
1,240.87 |
1,251.79 |
1,276.44 |
|
S4 |
1,221.92 |
1,232.84 |
1,271.23 |
|
|
Weekly Pivots for week ending 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,580.52 |
1,541.92 |
1,339.59 |
|
R3 |
1,467.61 |
1,429.01 |
1,308.54 |
|
R2 |
1,354.70 |
1,354.70 |
1,298.19 |
|
R1 |
1,316.10 |
1,316.10 |
1,287.84 |
1,335.40 |
PP |
1,241.79 |
1,241.79 |
1,241.79 |
1,251.45 |
S1 |
1,203.19 |
1,203.19 |
1,267.14 |
1,222.49 |
S2 |
1,128.88 |
1,128.88 |
1,256.79 |
|
S3 |
1,015.97 |
1,090.28 |
1,246.44 |
|
S4 |
903.06 |
977.37 |
1,215.39 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,286.81 |
1,180.25 |
106.56 |
8.3% |
35.49 |
2.8% |
95% |
True |
False |
|
10 |
1,286.81 |
1,167.49 |
119.32 |
9.3% |
32.55 |
2.5% |
96% |
True |
False |
|
20 |
1,286.81 |
1,136.61 |
150.20 |
11.7% |
36.88 |
2.9% |
97% |
True |
False |
|
40 |
1,286.81 |
1,136.61 |
150.20 |
11.7% |
35.12 |
2.7% |
97% |
True |
False |
|
60 |
1,286.81 |
1,018.86 |
267.95 |
20.9% |
43.19 |
3.4% |
98% |
True |
False |
|
80 |
1,382.65 |
1,018.86 |
363.79 |
28.4% |
49.56 |
3.9% |
72% |
False |
False |
|
100 |
1,773.83 |
1,018.86 |
754.97 |
58.9% |
55.86 |
4.4% |
35% |
False |
False |
|
120 |
1,937.76 |
1,018.86 |
918.90 |
71.7% |
53.18 |
4.1% |
29% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,367.35 |
2.618 |
1,336.42 |
1.618 |
1,317.47 |
1.000 |
1,305.76 |
0.618 |
1,298.52 |
HIGH |
1,286.81 |
0.618 |
1,279.57 |
0.500 |
1,277.34 |
0.382 |
1,275.10 |
LOW |
1,267.86 |
0.618 |
1,256.15 |
1.000 |
1,248.91 |
1.618 |
1,237.20 |
2.618 |
1,218.25 |
4.250 |
1,187.32 |
|
|
Fisher Pivots for day following 09-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
1,280.21 |
1,268.82 |
PP |
1,278.77 |
1,256.00 |
S1 |
1,277.34 |
1,243.17 |
|