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 |
1,269.48 |
1,231.62 |
-37.86 |
-3.0% |
1,168.13 |
High |
1,286.90 |
1,239.92 |
-46.98 |
-3.7% |
1,280.40 |
Low |
1,223.54 |
1,208.53 |
-15.01 |
-1.2% |
1,167.49 |
Close |
1,229.29 |
1,227.05 |
-2.24 |
-0.2% |
1,277.49 |
Range |
63.36 |
31.39 |
-31.97 |
-50.5% |
112.91 |
ATR |
40.47 |
39.82 |
-0.65 |
-1.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,319.34 |
1,304.58 |
1,244.31 |
|
R3 |
1,287.95 |
1,273.19 |
1,235.68 |
|
R2 |
1,256.56 |
1,256.56 |
1,232.80 |
|
R1 |
1,241.80 |
1,241.80 |
1,229.93 |
1,233.49 |
PP |
1,225.17 |
1,225.17 |
1,225.17 |
1,221.01 |
S1 |
1,210.41 |
1,210.41 |
1,224.17 |
1,202.10 |
S2 |
1,193.78 |
1,193.78 |
1,221.30 |
|
S3 |
1,162.39 |
1,179.02 |
1,218.42 |
|
S4 |
1,131.00 |
1,147.63 |
1,209.79 |
|
|
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 |
1,286.90 |
1,199.53 |
87.37 |
7.1% |
40.17 |
3.3% |
31% |
False |
False |
|
10 |
1,286.90 |
1,167.49 |
119.41 |
9.7% |
36.99 |
3.0% |
50% |
False |
False |
|
20 |
1,286.90 |
1,136.61 |
150.29 |
12.2% |
38.13 |
3.1% |
60% |
False |
False |
|
40 |
1,286.90 |
1,136.61 |
150.29 |
12.2% |
34.80 |
2.8% |
60% |
False |
False |
|
60 |
1,286.90 |
1,018.86 |
268.04 |
21.8% |
41.81 |
3.4% |
78% |
False |
False |
|
80 |
1,382.65 |
1,018.86 |
363.79 |
29.6% |
47.83 |
3.9% |
57% |
False |
False |
|
100 |
1,773.83 |
1,018.86 |
754.97 |
61.5% |
55.07 |
4.5% |
28% |
False |
False |
|
120 |
1,937.76 |
1,018.86 |
918.90 |
74.9% |
53.43 |
4.4% |
23% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,373.33 |
2.618 |
1,322.10 |
1.618 |
1,290.71 |
1.000 |
1,271.31 |
0.618 |
1,259.32 |
HIGH |
1,239.92 |
0.618 |
1,227.93 |
0.500 |
1,224.23 |
0.382 |
1,220.52 |
LOW |
1,208.53 |
0.618 |
1,189.13 |
1.000 |
1,177.14 |
1.618 |
1,157.74 |
2.618 |
1,126.35 |
4.250 |
1,075.12 |
|
|
Fisher Pivots for day following 11-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
1,226.11 |
1,247.72 |
PP |
1,225.17 |
1,240.83 |
S1 |
1,224.23 |
1,233.94 |
|