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 |
7,931.97 |
7,933.00 |
1.03 |
0.0% |
8,281.38 |
High |
7,938.82 |
7,970.84 |
32.02 |
0.4% |
8,315.07 |
Low |
7,693.98 |
7,840.45 |
146.47 |
1.9% |
7,693.98 |
Close |
7,932.76 |
7,850.41 |
-82.35 |
-1.0% |
7,850.41 |
Range |
244.84 |
130.39 |
-114.45 |
-46.7% |
621.09 |
ATR |
236.03 |
228.48 |
-7.55 |
-3.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,278.40 |
8,194.80 |
7,922.12 |
|
R3 |
8,148.01 |
8,064.41 |
7,886.27 |
|
R2 |
8,017.62 |
8,017.62 |
7,874.31 |
|
R1 |
7,934.02 |
7,934.02 |
7,862.36 |
7,910.63 |
PP |
7,887.23 |
7,887.23 |
7,887.23 |
7,875.54 |
S1 |
7,803.63 |
7,803.63 |
7,838.46 |
7,780.24 |
S2 |
7,756.84 |
7,756.84 |
7,826.51 |
|
S3 |
7,626.45 |
7,673.24 |
7,814.55 |
|
S4 |
7,496.06 |
7,542.85 |
7,778.70 |
|
|
Weekly Pivots for week ending 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,816.42 |
9,454.51 |
8,192.01 |
|
R3 |
9,195.33 |
8,833.42 |
8,021.21 |
|
R2 |
8,574.24 |
8,574.24 |
7,964.28 |
|
R1 |
8,212.33 |
8,212.33 |
7,907.34 |
8,082.74 |
PP |
7,953.15 |
7,953.15 |
7,953.15 |
7,888.36 |
S1 |
7,591.24 |
7,591.24 |
7,793.48 |
7,461.65 |
S2 |
7,332.06 |
7,332.06 |
7,736.54 |
|
S3 |
6,710.97 |
6,970.15 |
7,679.61 |
|
S4 |
6,089.88 |
6,349.06 |
7,508.81 |
|
|
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 |
7.9% |
209.27 |
2.7% |
25% |
False |
False |
|
10 |
8,315.07 |
7,693.98 |
621.09 |
7.9% |
214.12 |
2.7% |
25% |
False |
False |
|
20 |
8,405.87 |
7,693.98 |
711.89 |
9.1% |
229.69 |
2.9% |
22% |
False |
False |
|
40 |
9,088.06 |
7,693.98 |
1,394.08 |
17.8% |
215.06 |
2.7% |
11% |
False |
False |
|
60 |
9,088.06 |
7,449.38 |
1,638.68 |
20.9% |
278.20 |
3.5% |
24% |
False |
False |
|
80 |
9,653.95 |
7,449.38 |
2,204.57 |
28.1% |
322.03 |
4.1% |
18% |
False |
False |
|
100 |
11,168.06 |
7,449.38 |
3,718.68 |
47.4% |
372.95 |
4.8% |
11% |
False |
False |
|
120 |
11,790.17 |
7,449.38 |
4,340.79 |
55.3% |
361.69 |
4.6% |
9% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,525.00 |
2.618 |
8,312.20 |
1.618 |
8,181.81 |
1.000 |
8,101.23 |
0.618 |
8,051.42 |
HIGH |
7,970.84 |
0.618 |
7,921.03 |
0.500 |
7,905.65 |
0.382 |
7,890.26 |
LOW |
7,840.45 |
0.618 |
7,759.87 |
1.000 |
7,710.06 |
1.618 |
7,629.48 |
2.618 |
7,499.09 |
4.250 |
7,286.29 |
|
|
Fisher Pivots for day following 13-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
7,905.65 |
7,846.56 |
PP |
7,887.23 |
7,842.71 |
S1 |
7,868.82 |
7,838.86 |
|