Trading Metrics calculated at close of trading on 13-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2009 |
13-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
831.00 |
835.00 |
4.00 |
0.5% |
868.00 |
High |
836.75 |
840.50 |
3.75 |
0.4% |
873.00 |
Low |
805.50 |
818.75 |
13.25 |
1.6% |
805.50 |
Close |
835.50 |
820.00 |
-15.50 |
-1.9% |
820.00 |
Range |
31.25 |
21.75 |
-9.50 |
-30.4% |
67.50 |
ATR |
30.96 |
30.30 |
-0.66 |
-2.1% |
0.00 |
Volume |
2,294,910 |
3,192,534 |
897,624 |
39.1% |
12,876,958 |
|
Daily Pivots for day following 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
891.75 |
877.50 |
832.00 |
|
R3 |
870.00 |
855.75 |
826.00 |
|
R2 |
848.25 |
848.25 |
824.00 |
|
R1 |
834.00 |
834.00 |
822.00 |
830.25 |
PP |
826.50 |
826.50 |
826.50 |
824.50 |
S1 |
812.25 |
812.25 |
818.00 |
808.50 |
S2 |
804.75 |
804.75 |
816.00 |
|
S3 |
783.00 |
790.50 |
814.00 |
|
S4 |
761.25 |
768.75 |
808.00 |
|
|
Weekly Pivots for week ending 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,035.25 |
995.25 |
857.00 |
|
R3 |
967.75 |
927.75 |
838.50 |
|
R2 |
900.25 |
900.25 |
832.50 |
|
R1 |
860.25 |
860.25 |
826.25 |
846.50 |
PP |
832.75 |
832.75 |
832.75 |
826.00 |
S1 |
792.75 |
792.75 |
813.75 |
779.00 |
S2 |
765.25 |
765.25 |
807.50 |
|
S3 |
697.75 |
725.25 |
801.50 |
|
S4 |
630.25 |
657.75 |
783.00 |
|
|
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 |
8.2% |
27.25 |
3.3% |
21% |
False |
False |
2,575,391 |
10 |
873.00 |
805.50 |
67.50 |
8.2% |
27.00 |
3.3% |
21% |
False |
False |
2,423,787 |
20 |
876.00 |
797.50 |
78.50 |
9.6% |
31.75 |
3.9% |
29% |
False |
False |
2,515,801 |
40 |
942.75 |
797.50 |
145.25 |
17.7% |
28.75 |
3.5% |
15% |
False |
False |
2,030,589 |
60 |
942.75 |
737.25 |
205.50 |
25.1% |
36.00 |
4.4% |
40% |
False |
False |
1,488,801 |
80 |
1,006.50 |
737.25 |
269.25 |
32.8% |
41.75 |
5.1% |
31% |
False |
False |
1,117,630 |
100 |
1,227.25 |
737.25 |
490.00 |
59.8% |
47.75 |
5.8% |
17% |
False |
False |
895,387 |
120 |
1,303.75 |
737.25 |
566.50 |
69.1% |
45.00 |
5.5% |
15% |
False |
False |
746,186 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
933.00 |
2.618 |
897.50 |
1.618 |
875.75 |
1.000 |
862.25 |
0.618 |
854.00 |
HIGH |
840.50 |
0.618 |
832.25 |
0.500 |
829.50 |
0.382 |
827.00 |
LOW |
818.75 |
0.618 |
805.25 |
1.000 |
797.00 |
1.618 |
783.50 |
2.618 |
761.75 |
4.250 |
726.25 |
|
|
Fisher Pivots for day following 13-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
829.50 |
823.00 |
PP |
826.50 |
822.00 |
S1 |
823.25 |
821.00 |
|