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 |
7,895 |
7,927 |
32 |
0.4% |
8,275 |
High |
7,944 |
7,965 |
21 |
0.3% |
8,280 |
Low |
7,662 |
7,768 |
106 |
1.4% |
7,662 |
Close |
7,937 |
7,779 |
-158 |
-2.0% |
7,779 |
Range |
282 |
197 |
-85 |
-30.1% |
618 |
ATR |
263 |
258 |
-5 |
-1.8% |
0 |
Volume |
175,321 |
253,064 |
77,743 |
44.3% |
1,046,795 |
|
Daily Pivots for day following 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,428 |
8,301 |
7,887 |
|
R3 |
8,231 |
8,104 |
7,833 |
|
R2 |
8,034 |
8,034 |
7,815 |
|
R1 |
7,907 |
7,907 |
7,797 |
7,872 |
PP |
7,837 |
7,837 |
7,837 |
7,820 |
S1 |
7,710 |
7,710 |
7,761 |
7,675 |
S2 |
7,640 |
7,640 |
7,743 |
|
S3 |
7,443 |
7,513 |
7,725 |
|
S4 |
7,246 |
7,316 |
7,671 |
|
|
Weekly Pivots for week ending 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,761 |
9,388 |
8,119 |
|
R3 |
9,143 |
8,770 |
7,949 |
|
R2 |
8,525 |
8,525 |
7,892 |
|
R1 |
8,152 |
8,152 |
7,836 |
8,030 |
PP |
7,907 |
7,907 |
7,907 |
7,846 |
S1 |
7,534 |
7,534 |
7,722 |
7,412 |
S2 |
7,289 |
7,289 |
7,666 |
|
S3 |
6,671 |
6,916 |
7,609 |
|
S4 |
6,053 |
6,298 |
7,439 |
|
|
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 |
7.9% |
236 |
3.0% |
19% |
False |
False |
209,359 |
10 |
8,280 |
7,662 |
618 |
7.9% |
239 |
3.1% |
19% |
False |
False |
202,874 |
20 |
8,392 |
7,662 |
730 |
9.4% |
265 |
3.4% |
16% |
False |
False |
207,971 |
40 |
9,048 |
7,662 |
1,386 |
17.8% |
245 |
3.1% |
8% |
False |
False |
169,615 |
60 |
9,048 |
7,398 |
1,650 |
21.2% |
308 |
4.0% |
23% |
False |
False |
122,403 |
80 |
9,612 |
7,398 |
2,214 |
28.5% |
361 |
4.6% |
17% |
False |
False |
91,851 |
100 |
11,200 |
7,398 |
3,802 |
48.9% |
412 |
5.3% |
10% |
False |
False |
73,555 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,802 |
2.618 |
8,481 |
1.618 |
8,284 |
1.000 |
8,162 |
0.618 |
8,087 |
HIGH |
7,965 |
0.618 |
7,890 |
0.500 |
7,867 |
0.382 |
7,843 |
LOW |
7,768 |
0.618 |
7,646 |
1.000 |
7,571 |
1.618 |
7,449 |
2.618 |
7,252 |
4.250 |
6,931 |
|
|
Fisher Pivots for day following 13-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
7,867 |
7,814 |
PP |
7,837 |
7,802 |
S1 |
7,808 |
7,791 |
|