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 |
4,177.5 |
4,165.0 |
-12.5 |
-0.3% |
4,057.5 |
High |
4,221.5 |
4,236.5 |
15.0 |
0.4% |
4,313.0 |
Low |
4,150.0 |
4,100.0 |
-50.0 |
-1.2% |
3,994.5 |
Close |
4,209.5 |
4,173.0 |
-36.5 |
-0.9% |
4,261.5 |
Range |
71.5 |
136.5 |
65.0 |
90.9% |
318.5 |
ATR |
139.3 |
139.1 |
-0.2 |
-0.1% |
0.0 |
Volume |
143,306 |
113,224 |
-30,082 |
-21.0% |
627,877 |
|
Daily Pivots for day following 12-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,579.5 |
4,512.5 |
4,248.0 |
|
R3 |
4,443.0 |
4,376.0 |
4,210.5 |
|
R2 |
4,306.5 |
4,306.5 |
4,198.0 |
|
R1 |
4,239.5 |
4,239.5 |
4,185.5 |
4,273.0 |
PP |
4,170.0 |
4,170.0 |
4,170.0 |
4,186.5 |
S1 |
4,103.0 |
4,103.0 |
4,160.5 |
4,136.5 |
S2 |
4,033.5 |
4,033.5 |
4,148.0 |
|
S3 |
3,897.0 |
3,966.5 |
4,135.5 |
|
S4 |
3,760.5 |
3,830.0 |
4,098.0 |
|
|
Weekly Pivots for week ending 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,145.0 |
5,022.0 |
4,436.5 |
|
R3 |
4,826.5 |
4,703.5 |
4,349.0 |
|
R2 |
4,508.0 |
4,508.0 |
4,320.0 |
|
R1 |
4,385.0 |
4,385.0 |
4,290.5 |
4,446.5 |
PP |
4,189.5 |
4,189.5 |
4,189.5 |
4,220.5 |
S1 |
4,066.5 |
4,066.5 |
4,232.5 |
4,128.0 |
S2 |
3,871.0 |
3,871.0 |
4,203.0 |
|
S3 |
3,552.5 |
3,748.0 |
4,174.0 |
|
S4 |
3,234.0 |
3,429.5 |
4,086.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,313.0 |
4,100.0 |
213.0 |
5.1% |
117.0 |
2.8% |
34% |
False |
True |
117,532 |
10 |
4,313.0 |
3,994.5 |
318.5 |
7.6% |
123.5 |
3.0% |
56% |
False |
False |
121,007 |
20 |
4,313.0 |
3,916.5 |
396.5 |
9.5% |
133.0 |
3.2% |
65% |
False |
False |
130,255 |
40 |
4,649.0 |
3,916.5 |
732.5 |
17.6% |
133.0 |
3.2% |
35% |
False |
False |
115,464 |
60 |
4,649.0 |
3,672.5 |
976.5 |
23.4% |
146.0 |
3.5% |
51% |
False |
False |
78,786 |
80 |
4,649.0 |
3,672.5 |
976.5 |
23.4% |
155.5 |
3.7% |
51% |
False |
False |
59,126 |
100 |
5,359.0 |
3,672.5 |
1,686.5 |
40.4% |
170.5 |
4.1% |
30% |
False |
False |
47,460 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,816.5 |
2.618 |
4,594.0 |
1.618 |
4,457.5 |
1.000 |
4,373.0 |
0.618 |
4,321.0 |
HIGH |
4,236.5 |
0.618 |
4,184.5 |
0.500 |
4,168.0 |
0.382 |
4,152.0 |
LOW |
4,100.0 |
0.618 |
4,015.5 |
1.000 |
3,963.5 |
1.618 |
3,879.0 |
2.618 |
3,742.5 |
4.250 |
3,520.0 |
|
|
Fisher Pivots for day following 12-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
4,171.5 |
4,192.0 |
PP |
4,170.0 |
4,185.5 |
S1 |
4,168.0 |
4,179.0 |
|