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 |
1,231.62 |
1,212.02 |
-19.60 |
-1.6% |
1,168.13 |
High |
1,239.92 |
1,243.59 |
3.67 |
0.3% |
1,280.40 |
Low |
1,208.53 |
1,205.72 |
-2.81 |
-0.2% |
1,167.49 |
Close |
1,227.05 |
1,242.81 |
15.76 |
1.3% |
1,277.49 |
Range |
31.39 |
37.87 |
6.48 |
20.6% |
112.91 |
ATR |
39.82 |
39.68 |
-0.14 |
-0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,344.32 |
1,331.43 |
1,263.64 |
|
R3 |
1,306.45 |
1,293.56 |
1,253.22 |
|
R2 |
1,268.58 |
1,268.58 |
1,249.75 |
|
R1 |
1,255.69 |
1,255.69 |
1,246.28 |
1,262.14 |
PP |
1,230.71 |
1,230.71 |
1,230.71 |
1,233.93 |
S1 |
1,217.82 |
1,217.82 |
1,239.34 |
1,224.27 |
S2 |
1,192.84 |
1,192.84 |
1,235.87 |
|
S3 |
1,154.97 |
1,179.95 |
1,232.40 |
|
S4 |
1,117.10 |
1,142.08 |
1,221.98 |
|
|
Weekly Pivots for week ending 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,580.52 |
1,541.92 |
1,339.59 |
|
R3 |
1,467.61 |
1,429.01 |
1,308.54 |
|
R2 |
1,354.70 |
1,354.70 |
1,298.19 |
|
R1 |
1,316.10 |
1,316.10 |
1,287.84 |
1,335.40 |
PP |
1,241.79 |
1,241.79 |
1,241.79 |
1,251.45 |
S1 |
1,203.19 |
1,203.19 |
1,267.14 |
1,222.49 |
S2 |
1,128.88 |
1,128.88 |
1,256.79 |
|
S3 |
1,015.97 |
1,090.28 |
1,246.44 |
|
S4 |
903.06 |
977.37 |
1,215.39 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,286.90 |
1,205.72 |
81.18 |
6.5% |
37.62 |
3.0% |
46% |
False |
True |
|
10 |
1,286.90 |
1,167.49 |
119.41 |
9.6% |
38.58 |
3.1% |
63% |
False |
False |
|
20 |
1,286.90 |
1,136.61 |
150.29 |
12.1% |
38.40 |
3.1% |
71% |
False |
False |
|
40 |
1,286.90 |
1,136.61 |
150.29 |
12.1% |
34.76 |
2.8% |
71% |
False |
False |
|
60 |
1,286.90 |
1,018.86 |
268.04 |
21.6% |
41.45 |
3.3% |
84% |
False |
False |
|
80 |
1,382.65 |
1,018.86 |
363.79 |
29.3% |
47.19 |
3.8% |
62% |
False |
False |
|
100 |
1,743.34 |
1,018.86 |
724.48 |
58.3% |
54.89 |
4.4% |
31% |
False |
False |
|
120 |
1,937.76 |
1,018.86 |
918.90 |
73.9% |
53.52 |
4.3% |
24% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,404.54 |
2.618 |
1,342.73 |
1.618 |
1,304.86 |
1.000 |
1,281.46 |
0.618 |
1,266.99 |
HIGH |
1,243.59 |
0.618 |
1,229.12 |
0.500 |
1,224.66 |
0.382 |
1,220.19 |
LOW |
1,205.72 |
0.618 |
1,182.32 |
1.000 |
1,167.85 |
1.618 |
1,144.45 |
2.618 |
1,106.58 |
4.250 |
1,044.77 |
|
|
Fisher Pivots for day following 12-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
1,236.76 |
1,246.31 |
PP |
1,230.71 |
1,245.14 |
S1 |
1,224.66 |
1,243.98 |
|