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 |
8,056.38 |
8,281.38 |
225.00 |
2.8% |
8,000.62 |
High |
8,312.37 |
8,315.07 |
2.70 |
0.0% |
8,312.37 |
Low |
8,052.24 |
8,196.24 |
144.00 |
1.8% |
7,845.31 |
Close |
8,280.59 |
8,270.87 |
-9.72 |
-0.1% |
8,280.59 |
Range |
260.13 |
118.83 |
-141.30 |
-54.3% |
467.06 |
ATR |
238.03 |
229.51 |
-8.51 |
-3.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,617.22 |
8,562.87 |
8,336.23 |
|
R3 |
8,498.39 |
8,444.04 |
8,303.55 |
|
R2 |
8,379.56 |
8,379.56 |
8,292.66 |
|
R1 |
8,325.21 |
8,325.21 |
8,281.76 |
8,292.97 |
PP |
8,260.73 |
8,260.73 |
8,260.73 |
8,244.61 |
S1 |
8,206.38 |
8,206.38 |
8,259.98 |
8,174.14 |
S2 |
8,141.90 |
8,141.90 |
8,249.08 |
|
S3 |
8,023.07 |
8,087.55 |
8,238.19 |
|
S4 |
7,904.24 |
7,968.72 |
8,205.51 |
|
|
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 |
5.7% |
216.08 |
2.6% |
91% |
True |
False |
|
10 |
8,405.87 |
7,845.31 |
560.56 |
6.8% |
205.53 |
2.5% |
76% |
False |
False |
|
20 |
8,602.60 |
7,845.31 |
757.29 |
9.2% |
229.48 |
2.8% |
56% |
False |
False |
|
40 |
9,088.06 |
7,845.31 |
1,242.75 |
15.0% |
222.67 |
2.7% |
34% |
False |
False |
|
60 |
9,088.06 |
7,449.38 |
1,638.68 |
19.8% |
297.88 |
3.6% |
50% |
False |
False |
|
80 |
9,653.95 |
7,449.38 |
2,204.57 |
26.7% |
342.58 |
4.1% |
37% |
False |
False |
|
100 |
11,483.05 |
7,449.38 |
4,033.67 |
48.8% |
383.04 |
4.6% |
20% |
False |
False |
|
120 |
11,790.17 |
7,449.38 |
4,340.79 |
52.5% |
359.71 |
4.3% |
19% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,820.10 |
2.618 |
8,626.17 |
1.618 |
8,507.34 |
1.000 |
8,433.90 |
0.618 |
8,388.51 |
HIGH |
8,315.07 |
0.618 |
8,269.68 |
0.500 |
8,255.66 |
0.382 |
8,241.63 |
LOW |
8,196.24 |
0.618 |
8,122.80 |
1.000 |
8,077.41 |
1.618 |
8,003.97 |
2.618 |
7,885.14 |
4.250 |
7,691.21 |
|
|
Fisher Pivots for day following 09-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
8,265.80 |
8,207.31 |
PP |
8,260.73 |
8,143.75 |
S1 |
8,255.66 |
8,080.19 |
|