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 |
3,414.0 |
3,484.0 |
70.0 |
2.1% |
3,495.0 |
High |
3,518.0 |
3,524.0 |
6.0 |
0.2% |
3,524.0 |
Low |
3,412.0 |
3,462.0 |
50.0 |
1.5% |
3,354.0 |
Close |
3,470.0 |
3,516.0 |
46.0 |
1.3% |
3,516.0 |
Range |
106.0 |
62.0 |
-44.0 |
-41.5% |
170.0 |
ATR |
95.4 |
93.1 |
-2.4 |
-2.5% |
0.0 |
Volume |
27,123 |
21,262 |
-5,861 |
-21.6% |
117,830 |
|
Daily Pivots for day following 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,686.7 |
3,663.3 |
3,550.1 |
|
R3 |
3,624.7 |
3,601.3 |
3,533.1 |
|
R2 |
3,562.7 |
3,562.7 |
3,527.4 |
|
R1 |
3,539.3 |
3,539.3 |
3,521.7 |
3,551.0 |
PP |
3,500.7 |
3,500.7 |
3,500.7 |
3,506.5 |
S1 |
3,477.3 |
3,477.3 |
3,510.3 |
3,489.0 |
S2 |
3,438.7 |
3,438.7 |
3,504.6 |
|
S3 |
3,376.7 |
3,415.3 |
3,499.0 |
|
S4 |
3,314.7 |
3,353.3 |
3,481.9 |
|
|
Weekly Pivots for week ending 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,974.7 |
3,915.3 |
3,609.5 |
|
R3 |
3,804.7 |
3,745.3 |
3,562.8 |
|
R2 |
3,634.7 |
3,634.7 |
3,547.2 |
|
R1 |
3,575.3 |
3,575.3 |
3,531.6 |
3,605.0 |
PP |
3,464.7 |
3,464.7 |
3,464.7 |
3,479.5 |
S1 |
3,405.3 |
3,405.3 |
3,500.4 |
3,435.0 |
S2 |
3,294.7 |
3,294.7 |
3,484.8 |
|
S3 |
3,124.7 |
3,235.3 |
3,469.3 |
|
S4 |
2,954.7 |
3,065.3 |
3,422.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,524.0 |
3,354.0 |
170.0 |
4.8% |
74.8 |
2.1% |
95% |
True |
False |
23,566 |
10 |
3,551.0 |
3,354.0 |
197.0 |
5.6% |
73.8 |
2.1% |
82% |
False |
False |
25,539 |
20 |
3,575.0 |
3,299.0 |
276.0 |
7.8% |
73.7 |
2.1% |
79% |
False |
False |
25,926 |
40 |
4,002.0 |
3,299.0 |
703.0 |
20.0% |
95.9 |
2.7% |
31% |
False |
False |
27,348 |
60 |
4,002.0 |
3,229.0 |
773.0 |
22.0% |
89.1 |
2.5% |
37% |
False |
False |
19,634 |
80 |
4,326.0 |
3,229.0 |
1,097.0 |
31.2% |
74.5 |
2.1% |
26% |
False |
False |
14,993 |
100 |
5,009.0 |
3,229.0 |
1,780.0 |
50.6% |
66.9 |
1.9% |
16% |
False |
False |
12,679 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,787.5 |
2.618 |
3,686.3 |
1.618 |
3,624.3 |
1.000 |
3,586.0 |
0.618 |
3,562.3 |
HIGH |
3,524.0 |
0.618 |
3,500.3 |
0.500 |
3,493.0 |
0.382 |
3,485.7 |
LOW |
3,462.0 |
0.618 |
3,423.7 |
1.000 |
3,400.0 |
1.618 |
3,361.7 |
2.618 |
3,299.7 |
4.250 |
3,198.5 |
|
|
Fisher Pivots for day following 13-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
3,508.3 |
3,490.3 |
PP |
3,500.7 |
3,464.7 |
S1 |
3,493.0 |
3,439.0 |
|