Trading Metrics calculated at close of trading on 18-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2009 |
18-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
814.00 |
786.75 |
-27.25 |
-3.3% |
868.00 |
High |
818.75 |
796.25 |
-22.50 |
-2.7% |
873.00 |
Low |
785.50 |
776.50 |
-9.00 |
-1.1% |
805.50 |
Close |
785.50 |
779.50 |
-6.00 |
-0.8% |
820.00 |
Range |
33.25 |
19.75 |
-13.50 |
-40.6% |
67.50 |
ATR |
30.60 |
29.83 |
-0.78 |
-2.5% |
0.00 |
Volume |
2,032,708 |
2,998,314 |
965,606 |
47.5% |
12,876,958 |
|
Daily Pivots for day following 18-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
843.25 |
831.25 |
790.25 |
|
R3 |
823.50 |
811.50 |
785.00 |
|
R2 |
803.75 |
803.75 |
783.00 |
|
R1 |
791.75 |
791.75 |
781.25 |
788.00 |
PP |
784.00 |
784.00 |
784.00 |
782.25 |
S1 |
772.00 |
772.00 |
777.75 |
768.00 |
S2 |
764.25 |
764.25 |
776.00 |
|
S3 |
744.50 |
752.25 |
774.00 |
|
S4 |
724.75 |
732.50 |
768.75 |
|
|
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 |
840.50 |
776.50 |
64.00 |
8.2% |
24.50 |
3.1% |
5% |
False |
True |
2,745,812 |
10 |
873.00 |
776.50 |
96.50 |
12.4% |
27.75 |
3.6% |
3% |
False |
True |
2,483,031 |
20 |
876.00 |
776.50 |
99.50 |
12.8% |
29.50 |
3.8% |
3% |
False |
True |
2,457,873 |
40 |
942.75 |
776.50 |
166.25 |
21.3% |
28.25 |
3.6% |
2% |
False |
True |
2,032,456 |
60 |
942.75 |
737.25 |
205.50 |
26.4% |
35.00 |
4.5% |
21% |
False |
False |
1,572,393 |
80 |
1,006.50 |
737.25 |
269.25 |
34.5% |
40.75 |
5.2% |
16% |
False |
False |
1,180,453 |
100 |
1,227.25 |
737.25 |
490.00 |
62.9% |
47.75 |
6.1% |
9% |
False |
False |
945,666 |
120 |
1,303.75 |
737.25 |
566.50 |
72.7% |
45.25 |
5.8% |
7% |
False |
False |
788,111 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
880.25 |
2.618 |
848.00 |
1.618 |
828.25 |
1.000 |
816.00 |
0.618 |
808.50 |
HIGH |
796.25 |
0.618 |
788.75 |
0.500 |
786.50 |
0.382 |
784.00 |
LOW |
776.50 |
0.618 |
764.25 |
1.000 |
756.75 |
1.618 |
744.50 |
2.618 |
724.75 |
4.250 |
692.50 |
|
|
Fisher Pivots for day following 18-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
786.50 |
808.50 |
PP |
784.00 |
798.75 |
S1 |
781.75 |
789.25 |
|