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 |
7,876 |
7,895 |
19 |
0.2% |
7,959 |
High |
7,952 |
7,944 |
-8 |
-0.1% |
8,280 |
Low |
7,818 |
7,662 |
-156 |
-2.0% |
7,799 |
Close |
7,896 |
7,937 |
41 |
0.5% |
8,254 |
Range |
134 |
282 |
148 |
110.4% |
481 |
ATR |
261 |
263 |
1 |
0.6% |
0 |
Volume |
274,274 |
175,321 |
-98,953 |
-36.1% |
981,948 |
|
Daily Pivots for day following 12-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,694 |
8,597 |
8,092 |
|
R3 |
8,412 |
8,315 |
8,015 |
|
R2 |
8,130 |
8,130 |
7,989 |
|
R1 |
8,033 |
8,033 |
7,963 |
8,082 |
PP |
7,848 |
7,848 |
7,848 |
7,872 |
S1 |
7,751 |
7,751 |
7,911 |
7,800 |
S2 |
7,566 |
7,566 |
7,885 |
|
S3 |
7,284 |
7,469 |
7,860 |
|
S4 |
7,002 |
7,187 |
7,782 |
|
|
Weekly Pivots for week ending 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,554 |
9,385 |
8,519 |
|
R3 |
9,073 |
8,904 |
8,386 |
|
R2 |
8,592 |
8,592 |
8,342 |
|
R1 |
8,423 |
8,423 |
8,298 |
8,508 |
PP |
8,111 |
8,111 |
8,111 |
8,153 |
S1 |
7,942 |
7,942 |
8,210 |
8,027 |
S2 |
7,630 |
7,630 |
8,166 |
|
S3 |
7,149 |
7,461 |
8,122 |
|
S4 |
6,668 |
6,980 |
7,990 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,280 |
7,662 |
618 |
7.8% |
259 |
3.3% |
44% |
False |
True |
208,250 |
10 |
8,280 |
7,662 |
618 |
7.8% |
245 |
3.1% |
44% |
False |
True |
193,935 |
20 |
8,392 |
7,662 |
730 |
9.2% |
270 |
3.4% |
38% |
False |
True |
205,456 |
40 |
9,048 |
7,662 |
1,386 |
17.5% |
250 |
3.1% |
20% |
False |
True |
167,709 |
60 |
9,048 |
7,398 |
1,650 |
20.8% |
310 |
3.9% |
33% |
False |
False |
118,190 |
80 |
9,612 |
7,398 |
2,214 |
27.9% |
365 |
4.6% |
24% |
False |
False |
88,689 |
100 |
11,395 |
7,398 |
3,997 |
50.4% |
414 |
5.2% |
13% |
False |
False |
71,025 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,143 |
2.618 |
8,682 |
1.618 |
8,400 |
1.000 |
8,226 |
0.618 |
8,118 |
HIGH |
7,944 |
0.618 |
7,836 |
0.500 |
7,803 |
0.382 |
7,770 |
LOW |
7,662 |
0.618 |
7,488 |
1.000 |
7,380 |
1.618 |
7,206 |
2.618 |
6,924 |
4.250 |
6,464 |
|
|
Fisher Pivots for day following 12-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
7,892 |
7,944 |
PP |
7,848 |
7,941 |
S1 |
7,803 |
7,939 |
|