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 |
8,281.38 |
8,269.36 |
-12.02 |
-0.1% |
8,000.62 |
High |
8,315.07 |
8,269.44 |
-45.63 |
-0.5% |
8,312.37 |
Low |
8,196.24 |
7,848.74 |
-347.50 |
-4.2% |
7,845.31 |
Close |
8,270.87 |
7,888.88 |
-381.99 |
-4.6% |
8,280.59 |
Range |
118.83 |
420.70 |
301.87 |
254.0% |
467.06 |
ATR |
229.51 |
243.27 |
13.76 |
6.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,264.45 |
8,997.37 |
8,120.27 |
|
R3 |
8,843.75 |
8,576.67 |
8,004.57 |
|
R2 |
8,423.05 |
8,423.05 |
7,966.01 |
|
R1 |
8,155.97 |
8,155.97 |
7,927.44 |
8,079.16 |
PP |
8,002.35 |
8,002.35 |
8,002.35 |
7,963.95 |
S1 |
7,735.27 |
7,735.27 |
7,850.32 |
7,658.46 |
S2 |
7,581.65 |
7,581.65 |
7,811.75 |
|
S3 |
7,160.95 |
7,314.57 |
7,773.19 |
|
S4 |
6,740.25 |
6,893.87 |
7,657.50 |
|
|
Weekly Pivots for week ending 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,547.27 |
9,380.99 |
8,537.47 |
|
R3 |
9,080.21 |
8,913.93 |
8,409.03 |
|
R2 |
8,613.15 |
8,613.15 |
8,366.22 |
|
R1 |
8,446.87 |
8,446.87 |
8,323.40 |
8,530.01 |
PP |
8,146.09 |
8,146.09 |
8,146.09 |
8,187.66 |
S1 |
7,979.81 |
7,979.81 |
8,237.78 |
8,062.95 |
S2 |
7,679.03 |
7,679.03 |
8,194.96 |
|
S3 |
7,211.97 |
7,512.75 |
8,152.15 |
|
S4 |
6,744.91 |
7,045.69 |
8,023.71 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,315.07 |
7,845.31 |
469.76 |
6.0% |
259.01 |
3.3% |
9% |
False |
False |
|
10 |
8,405.87 |
7,845.31 |
560.56 |
7.1% |
233.34 |
3.0% |
8% |
False |
False |
|
20 |
8,522.08 |
7,845.31 |
676.77 |
8.6% |
241.44 |
3.1% |
6% |
False |
False |
|
40 |
9,088.06 |
7,845.31 |
1,242.75 |
15.8% |
225.77 |
2.9% |
4% |
False |
False |
|
60 |
9,088.06 |
7,449.38 |
1,638.68 |
20.8% |
297.90 |
3.8% |
27% |
False |
False |
|
80 |
9,653.95 |
7,449.38 |
2,204.57 |
27.9% |
338.11 |
4.3% |
20% |
False |
False |
|
100 |
11,483.05 |
7,449.38 |
4,033.67 |
51.1% |
382.63 |
4.9% |
11% |
False |
False |
|
120 |
11,790.17 |
7,449.38 |
4,340.79 |
55.0% |
361.88 |
4.6% |
10% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,057.42 |
2.618 |
9,370.83 |
1.618 |
8,950.13 |
1.000 |
8,690.14 |
0.618 |
8,529.43 |
HIGH |
8,269.44 |
0.618 |
8,108.73 |
0.500 |
8,059.09 |
0.382 |
8,009.45 |
LOW |
7,848.74 |
0.618 |
7,588.75 |
1.000 |
7,428.04 |
1.618 |
7,168.05 |
2.618 |
6,747.35 |
4.250 |
6,060.77 |
|
|
Fisher Pivots for day following 10-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
8,059.09 |
8,081.91 |
PP |
8,002.35 |
8,017.56 |
S1 |
7,945.62 |
7,953.22 |
|