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 |
4,507.0 |
4,477.0 |
-30.0 |
-0.7% |
4,619.5 |
High |
4,526.0 |
4,513.5 |
-12.5 |
-0.3% |
4,694.0 |
Low |
4,365.5 |
4,390.5 |
25.0 |
0.6% |
4,365.5 |
Close |
4,417.5 |
4,417.5 |
0.0 |
0.0% |
4,417.5 |
Range |
160.5 |
123.0 |
-37.5 |
-23.4% |
328.5 |
ATR |
172.3 |
168.8 |
-3.5 |
-2.0% |
0.0 |
Volume |
203,024 |
154,115 |
-48,909 |
-24.1% |
840,331 |
|
Daily Pivots for day following 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,809.5 |
4,736.5 |
4,485.2 |
|
R3 |
4,686.5 |
4,613.5 |
4,451.3 |
|
R2 |
4,563.5 |
4,563.5 |
4,440.1 |
|
R1 |
4,490.5 |
4,490.5 |
4,428.8 |
4,465.5 |
PP |
4,440.5 |
4,440.5 |
4,440.5 |
4,428.0 |
S1 |
4,367.5 |
4,367.5 |
4,406.2 |
4,342.5 |
S2 |
4,317.5 |
4,317.5 |
4,395.0 |
|
S3 |
4,194.5 |
4,244.5 |
4,383.7 |
|
S4 |
4,071.5 |
4,121.5 |
4,349.9 |
|
|
Weekly Pivots for week ending 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,477.8 |
5,276.2 |
4,598.2 |
|
R3 |
5,149.3 |
4,947.7 |
4,507.8 |
|
R2 |
4,820.8 |
4,820.8 |
4,477.7 |
|
R1 |
4,619.2 |
4,619.2 |
4,447.6 |
4,555.8 |
PP |
4,492.3 |
4,492.3 |
4,492.3 |
4,460.6 |
S1 |
4,290.7 |
4,290.7 |
4,387.4 |
4,227.3 |
S2 |
4,163.8 |
4,163.8 |
4,357.3 |
|
S3 |
3,835.3 |
3,962.2 |
4,327.2 |
|
S4 |
3,506.8 |
3,633.7 |
4,236.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,694.0 |
4,365.5 |
328.5 |
7.4% |
134.0 |
3.0% |
16% |
False |
False |
168,066 |
10 |
4,694.0 |
4,202.5 |
491.5 |
11.1% |
152.2 |
3.4% |
44% |
False |
False |
165,533 |
20 |
4,694.0 |
4,075.0 |
619.0 |
14.0% |
166.4 |
3.8% |
55% |
False |
False |
162,952 |
40 |
5,138.5 |
4,075.0 |
1,063.5 |
24.1% |
159.5 |
3.6% |
32% |
False |
False |
129,961 |
60 |
5,138.5 |
4,066.0 |
1,072.5 |
24.3% |
183.0 |
4.1% |
33% |
False |
False |
87,350 |
80 |
5,385.0 |
4,066.0 |
1,319.0 |
29.9% |
213.0 |
4.8% |
27% |
False |
False |
65,801 |
100 |
6,353.5 |
4,066.0 |
2,287.5 |
51.8% |
226.9 |
5.1% |
15% |
False |
False |
52,816 |
120 |
6,706.5 |
4,066.0 |
2,640.5 |
59.8% |
213.1 |
4.8% |
13% |
False |
False |
44,428 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,036.3 |
2.618 |
4,835.5 |
1.618 |
4,712.5 |
1.000 |
4,636.5 |
0.618 |
4,589.5 |
HIGH |
4,513.5 |
0.618 |
4,466.5 |
0.500 |
4,452.0 |
0.382 |
4,437.5 |
LOW |
4,390.5 |
0.618 |
4,314.5 |
1.000 |
4,267.5 |
1.618 |
4,191.5 |
2.618 |
4,068.5 |
4.250 |
3,867.8 |
|
|
Fisher Pivots for day following 13-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
4,452.0 |
4,456.8 |
PP |
4,440.5 |
4,443.7 |
S1 |
4,429.0 |
4,430.6 |
|