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 |
7,887.05 |
7,931.97 |
44.92 |
0.6% |
8,000.62 |
High |
7,983.74 |
7,938.82 |
-44.92 |
-0.6% |
8,312.37 |
Low |
7,852.16 |
7,693.98 |
-158.18 |
-2.0% |
7,845.31 |
Close |
7,939.53 |
7,932.76 |
-6.77 |
-0.1% |
8,280.59 |
Range |
131.58 |
244.84 |
113.26 |
86.1% |
467.06 |
ATR |
235.29 |
236.03 |
0.73 |
0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,589.71 |
8,506.07 |
8,067.42 |
|
R3 |
8,344.87 |
8,261.23 |
8,000.09 |
|
R2 |
8,100.03 |
8,100.03 |
7,977.65 |
|
R1 |
8,016.39 |
8,016.39 |
7,955.20 |
8,058.21 |
PP |
7,855.19 |
7,855.19 |
7,855.19 |
7,876.10 |
S1 |
7,771.55 |
7,771.55 |
7,910.32 |
7,813.37 |
S2 |
7,610.35 |
7,610.35 |
7,887.87 |
|
S3 |
7,365.51 |
7,526.71 |
7,865.43 |
|
S4 |
7,120.67 |
7,281.87 |
7,798.10 |
|
|
Weekly Pivots for week ending 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,547.27 |
9,380.99 |
8,537.47 |
|
R3 |
9,080.21 |
8,913.93 |
8,409.03 |
|
R2 |
8,613.15 |
8,613.15 |
8,366.22 |
|
R1 |
8,446.87 |
8,446.87 |
8,323.40 |
8,530.01 |
PP |
8,146.09 |
8,146.09 |
8,146.09 |
8,187.66 |
S1 |
7,979.81 |
7,979.81 |
8,237.78 |
8,062.95 |
S2 |
7,679.03 |
7,679.03 |
8,194.96 |
|
S3 |
7,211.97 |
7,512.75 |
8,152.15 |
|
S4 |
6,744.91 |
7,045.69 |
8,023.71 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,315.07 |
7,693.98 |
621.09 |
7.8% |
235.22 |
3.0% |
38% |
False |
True |
|
10 |
8,315.07 |
7,693.98 |
621.09 |
7.8% |
224.46 |
2.8% |
38% |
False |
True |
|
20 |
8,405.87 |
7,693.98 |
711.89 |
9.0% |
237.72 |
3.0% |
34% |
False |
True |
|
40 |
9,088.06 |
7,693.98 |
1,394.08 |
17.6% |
221.63 |
2.8% |
17% |
False |
True |
|
60 |
9,088.06 |
7,449.38 |
1,638.68 |
20.7% |
281.44 |
3.5% |
29% |
False |
False |
|
80 |
9,653.95 |
7,449.38 |
2,204.57 |
27.8% |
325.58 |
4.1% |
22% |
False |
False |
|
100 |
11,394.58 |
7,449.38 |
3,945.20 |
49.7% |
375.67 |
4.7% |
12% |
False |
False |
|
120 |
11,790.17 |
7,449.38 |
4,340.79 |
54.7% |
362.32 |
4.6% |
11% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,979.39 |
2.618 |
8,579.81 |
1.618 |
8,334.97 |
1.000 |
8,183.66 |
0.618 |
8,090.13 |
HIGH |
7,938.82 |
0.618 |
7,845.29 |
0.500 |
7,816.40 |
0.382 |
7,787.51 |
LOW |
7,693.98 |
0.618 |
7,542.67 |
1.000 |
7,449.14 |
1.618 |
7,297.83 |
2.618 |
7,052.99 |
4.250 |
6,653.41 |
|
|
Fisher Pivots for day following 12-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
7,893.97 |
7,981.71 |
PP |
7,855.19 |
7,965.39 |
S1 |
7,816.40 |
7,949.08 |
|