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 |
4,165.0 |
4,229.0 |
64.0 |
1.5% |
4,250.0 |
High |
4,236.5 |
4,268.5 |
32.0 |
0.8% |
4,310.0 |
Low |
4,100.0 |
4,132.0 |
32.0 |
0.8% |
4,100.0 |
Close |
4,173.0 |
4,150.5 |
-22.5 |
-0.5% |
4,150.5 |
Range |
136.5 |
136.5 |
0.0 |
0.0% |
210.0 |
ATR |
139.1 |
138.9 |
-0.2 |
-0.1% |
0.0 |
Volume |
113,224 |
152,310 |
39,086 |
34.5% |
606,102 |
|
Daily Pivots for day following 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,593.0 |
4,508.5 |
4,225.5 |
|
R3 |
4,456.5 |
4,372.0 |
4,188.0 |
|
R2 |
4,320.0 |
4,320.0 |
4,175.5 |
|
R1 |
4,235.5 |
4,235.5 |
4,163.0 |
4,209.5 |
PP |
4,183.5 |
4,183.5 |
4,183.5 |
4,171.0 |
S1 |
4,099.0 |
4,099.0 |
4,138.0 |
4,073.0 |
S2 |
4,047.0 |
4,047.0 |
4,125.5 |
|
S3 |
3,910.5 |
3,962.5 |
4,113.0 |
|
S4 |
3,774.0 |
3,826.0 |
4,075.5 |
|
|
Weekly Pivots for week ending 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,817.0 |
4,693.5 |
4,266.0 |
|
R3 |
4,607.0 |
4,483.5 |
4,208.0 |
|
R2 |
4,397.0 |
4,397.0 |
4,189.0 |
|
R1 |
4,273.5 |
4,273.5 |
4,170.0 |
4,230.0 |
PP |
4,187.0 |
4,187.0 |
4,187.0 |
4,165.0 |
S1 |
4,063.5 |
4,063.5 |
4,131.0 |
4,020.0 |
S2 |
3,977.0 |
3,977.0 |
4,112.0 |
|
S3 |
3,767.0 |
3,853.5 |
4,093.0 |
|
S4 |
3,557.0 |
3,643.5 |
4,035.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,310.0 |
4,100.0 |
210.0 |
5.1% |
121.5 |
2.9% |
24% |
False |
False |
121,220 |
10 |
4,313.0 |
3,994.5 |
318.5 |
7.7% |
126.0 |
3.0% |
49% |
False |
False |
123,397 |
20 |
4,313.0 |
3,916.5 |
396.5 |
9.6% |
133.5 |
3.2% |
59% |
False |
False |
129,018 |
40 |
4,649.0 |
3,916.5 |
732.5 |
17.6% |
133.5 |
3.2% |
32% |
False |
False |
118,293 |
60 |
4,649.0 |
3,672.5 |
976.5 |
23.5% |
146.0 |
3.5% |
49% |
False |
False |
81,319 |
80 |
4,649.0 |
3,672.5 |
976.5 |
23.5% |
154.5 |
3.7% |
49% |
False |
False |
61,029 |
100 |
5,279.5 |
3,672.5 |
1,607.0 |
38.7% |
170.5 |
4.1% |
30% |
False |
False |
48,983 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,848.5 |
2.618 |
4,626.0 |
1.618 |
4,489.5 |
1.000 |
4,405.0 |
0.618 |
4,353.0 |
HIGH |
4,268.5 |
0.618 |
4,216.5 |
0.500 |
4,200.0 |
0.382 |
4,184.0 |
LOW |
4,132.0 |
0.618 |
4,047.5 |
1.000 |
3,995.5 |
1.618 |
3,911.0 |
2.618 |
3,774.5 |
4.250 |
3,552.0 |
|
|
Fisher Pivots for day following 13-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
4,200.0 |
4,184.0 |
PP |
4,183.5 |
4,173.0 |
S1 |
4,167.0 |
4,162.0 |
|