Trading Metrics calculated at close of trading on 17-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2009 |
17-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
835.00 |
814.00 |
-21.00 |
-2.5% |
868.00 |
High |
840.50 |
818.75 |
-21.75 |
-2.6% |
873.00 |
Low |
818.75 |
785.50 |
-33.25 |
-4.1% |
805.50 |
Close |
820.00 |
785.50 |
-34.50 |
-4.2% |
820.00 |
Range |
21.75 |
33.25 |
11.50 |
52.9% |
67.50 |
ATR |
30.30 |
30.60 |
0.30 |
1.0% |
0.00 |
Volume |
3,192,534 |
2,032,708 |
-1,159,826 |
-36.3% |
12,876,958 |
|
Daily Pivots for day following 17-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
896.25 |
874.25 |
803.75 |
|
R3 |
863.00 |
841.00 |
794.75 |
|
R2 |
829.75 |
829.75 |
791.50 |
|
R1 |
807.75 |
807.75 |
788.50 |
802.00 |
PP |
796.50 |
796.50 |
796.50 |
793.75 |
S1 |
774.50 |
774.50 |
782.50 |
769.00 |
S2 |
763.25 |
763.25 |
779.50 |
|
S3 |
730.00 |
741.25 |
776.25 |
|
S4 |
696.75 |
708.00 |
767.25 |
|
|
Weekly Pivots for week ending 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,035.25 |
995.25 |
857.00 |
|
R3 |
967.75 |
927.75 |
838.50 |
|
R2 |
900.25 |
900.25 |
832.50 |
|
R1 |
860.25 |
860.25 |
826.25 |
846.50 |
PP |
832.75 |
832.75 |
832.75 |
826.00 |
S1 |
792.75 |
792.75 |
813.75 |
779.00 |
S2 |
765.25 |
765.25 |
807.50 |
|
S3 |
697.75 |
725.25 |
801.50 |
|
S4 |
630.25 |
657.75 |
783.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
866.00 |
785.50 |
80.50 |
10.2% |
30.00 |
3.8% |
0% |
False |
True |
2,498,107 |
10 |
873.00 |
785.50 |
87.50 |
11.1% |
28.25 |
3.6% |
0% |
False |
True |
2,380,307 |
20 |
876.00 |
785.50 |
90.50 |
11.5% |
32.00 |
4.1% |
0% |
False |
True |
2,448,867 |
40 |
942.75 |
785.50 |
157.25 |
20.0% |
28.75 |
3.7% |
0% |
False |
True |
2,015,804 |
60 |
942.75 |
737.25 |
205.50 |
26.2% |
35.75 |
4.6% |
23% |
False |
False |
1,522,542 |
80 |
1,006.50 |
737.25 |
269.25 |
34.3% |
41.75 |
5.3% |
18% |
False |
False |
1,143,007 |
100 |
1,227.25 |
737.25 |
490.00 |
62.4% |
47.75 |
6.1% |
10% |
False |
False |
915,704 |
120 |
1,303.75 |
737.25 |
566.50 |
72.1% |
45.00 |
5.7% |
9% |
False |
False |
763,125 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
960.00 |
2.618 |
905.75 |
1.618 |
872.50 |
1.000 |
852.00 |
0.618 |
839.25 |
HIGH |
818.75 |
0.618 |
806.00 |
0.500 |
802.00 |
0.382 |
798.25 |
LOW |
785.50 |
0.618 |
765.00 |
1.000 |
752.25 |
1.618 |
731.75 |
2.618 |
698.50 |
4.250 |
644.25 |
|
|
Fisher Pivots for day following 17-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
802.00 |
813.00 |
PP |
796.50 |
803.75 |
S1 |
791.00 |
794.75 |
|