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 |
8,269.36 |
7,887.05 |
-382.31 |
-4.6% |
8,000.62 |
High |
8,269.44 |
7,983.74 |
-285.70 |
-3.5% |
8,312.37 |
Low |
7,848.74 |
7,852.16 |
3.42 |
0.0% |
7,845.31 |
Close |
7,888.88 |
7,939.53 |
50.65 |
0.6% |
8,280.59 |
Range |
420.70 |
131.58 |
-289.12 |
-68.7% |
467.06 |
ATR |
243.27 |
235.29 |
-7.98 |
-3.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,319.88 |
8,261.29 |
8,011.90 |
|
R3 |
8,188.30 |
8,129.71 |
7,975.71 |
|
R2 |
8,056.72 |
8,056.72 |
7,963.65 |
|
R1 |
7,998.13 |
7,998.13 |
7,951.59 |
8,027.43 |
PP |
7,925.14 |
7,925.14 |
7,925.14 |
7,939.79 |
S1 |
7,866.55 |
7,866.55 |
7,927.47 |
7,895.85 |
S2 |
7,793.56 |
7,793.56 |
7,915.41 |
|
S3 |
7,661.98 |
7,734.97 |
7,903.35 |
|
S4 |
7,530.40 |
7,603.39 |
7,867.16 |
|
|
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 |
5.9% |
238.75 |
3.0% |
20% |
False |
False |
|
10 |
8,373.14 |
7,845.31 |
527.83 |
6.6% |
223.50 |
2.8% |
18% |
False |
False |
|
20 |
8,446.25 |
7,845.31 |
600.94 |
7.6% |
240.76 |
3.0% |
16% |
False |
False |
|
40 |
9,088.06 |
7,845.31 |
1,242.75 |
15.7% |
220.69 |
2.8% |
8% |
False |
False |
|
60 |
9,088.06 |
7,449.38 |
1,638.68 |
20.6% |
284.91 |
3.6% |
30% |
False |
False |
|
80 |
9,653.95 |
7,449.38 |
2,204.57 |
27.8% |
329.56 |
4.2% |
22% |
False |
False |
|
100 |
11,483.05 |
7,449.38 |
4,033.67 |
50.8% |
377.78 |
4.8% |
12% |
False |
False |
|
120 |
11,790.17 |
7,449.38 |
4,340.79 |
54.7% |
361.61 |
4.6% |
11% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,542.96 |
2.618 |
8,328.22 |
1.618 |
8,196.64 |
1.000 |
8,115.32 |
0.618 |
8,065.06 |
HIGH |
7,983.74 |
0.618 |
7,933.48 |
0.500 |
7,917.95 |
0.382 |
7,902.42 |
LOW |
7,852.16 |
0.618 |
7,770.84 |
1.000 |
7,720.58 |
1.618 |
7,639.26 |
2.618 |
7,507.68 |
4.250 |
7,292.95 |
|
|
Fisher Pivots for day following 11-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
7,932.34 |
8,081.91 |
PP |
7,925.14 |
8,034.45 |
S1 |
7,917.95 |
7,986.99 |
|