Trading Metrics calculated at close of trading on 12-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2009 |
12-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
826.50 |
831.00 |
4.50 |
0.5% |
823.75 |
High |
836.25 |
836.75 |
0.50 |
0.1% |
869.25 |
Low |
819.50 |
805.50 |
-14.00 |
-1.7% |
806.25 |
Close |
831.50 |
835.50 |
4.00 |
0.5% |
867.75 |
Range |
16.75 |
31.25 |
14.50 |
86.6% |
63.00 |
ATR |
30.94 |
30.96 |
0.02 |
0.1% |
0.00 |
Volume |
3,210,594 |
2,294,910 |
-915,684 |
-28.5% |
11,360,914 |
|
Daily Pivots for day following 12-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
919.75 |
908.75 |
852.75 |
|
R3 |
888.50 |
877.50 |
844.00 |
|
R2 |
857.25 |
857.25 |
841.25 |
|
R1 |
846.25 |
846.25 |
838.25 |
851.75 |
PP |
826.00 |
826.00 |
826.00 |
828.50 |
S1 |
815.00 |
815.00 |
832.75 |
820.50 |
S2 |
794.75 |
794.75 |
829.75 |
|
S3 |
763.50 |
783.75 |
827.00 |
|
S4 |
732.25 |
752.50 |
818.25 |
|
|
Weekly Pivots for week ending 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,036.75 |
1,015.25 |
902.50 |
|
R3 |
973.75 |
952.25 |
885.00 |
|
R2 |
910.75 |
910.75 |
879.25 |
|
R1 |
889.25 |
889.25 |
873.50 |
900.00 |
PP |
847.75 |
847.75 |
847.75 |
853.00 |
S1 |
826.25 |
826.25 |
862.00 |
837.00 |
S2 |
784.75 |
784.75 |
856.25 |
|
S3 |
721.75 |
763.25 |
850.50 |
|
S4 |
658.75 |
700.25 |
833.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
873.00 |
805.50 |
67.50 |
8.1% |
29.50 |
3.5% |
44% |
False |
True |
2,460,120 |
10 |
873.00 |
805.50 |
67.50 |
8.1% |
28.00 |
3.3% |
44% |
False |
True |
2,308,981 |
20 |
876.00 |
797.50 |
78.50 |
9.4% |
32.50 |
3.9% |
48% |
False |
False |
2,493,649 |
40 |
942.75 |
797.50 |
145.25 |
17.4% |
29.50 |
3.5% |
26% |
False |
False |
2,006,928 |
60 |
942.75 |
737.25 |
205.50 |
24.6% |
36.25 |
4.3% |
48% |
False |
False |
1,435,733 |
80 |
1,006.50 |
737.25 |
269.25 |
32.2% |
42.25 |
5.1% |
36% |
False |
False |
1,077,748 |
100 |
1,252.00 |
737.25 |
514.75 |
61.6% |
48.00 |
5.7% |
19% |
False |
False |
863,492 |
120 |
1,303.75 |
737.25 |
566.50 |
67.8% |
44.75 |
5.4% |
17% |
False |
False |
719,581 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
969.50 |
2.618 |
918.50 |
1.618 |
887.25 |
1.000 |
868.00 |
0.618 |
856.00 |
HIGH |
836.75 |
0.618 |
824.75 |
0.500 |
821.00 |
0.382 |
817.50 |
LOW |
805.50 |
0.618 |
786.25 |
1.000 |
774.25 |
1.618 |
755.00 |
2.618 |
723.75 |
4.250 |
672.75 |
|
|
Fisher Pivots for day following 12-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
830.75 |
835.75 |
PP |
826.00 |
835.75 |
S1 |
821.00 |
835.50 |
|