Trading Metrics calculated at close of trading on 19-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2009 |
19-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
786.75 |
780.25 |
-6.50 |
-0.8% |
868.00 |
High |
796.25 |
796.75 |
0.50 |
0.1% |
873.00 |
Low |
776.50 |
775.00 |
-1.50 |
-0.2% |
805.50 |
Close |
779.50 |
779.50 |
0.00 |
0.0% |
820.00 |
Range |
19.75 |
21.75 |
2.00 |
10.1% |
67.50 |
ATR |
29.83 |
29.25 |
-0.58 |
-1.9% |
0.00 |
Volume |
2,998,314 |
2,732,760 |
-265,554 |
-8.9% |
12,876,958 |
|
Daily Pivots for day following 19-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
849.00 |
836.00 |
791.50 |
|
R3 |
827.25 |
814.25 |
785.50 |
|
R2 |
805.50 |
805.50 |
783.50 |
|
R1 |
792.50 |
792.50 |
781.50 |
788.00 |
PP |
783.75 |
783.75 |
783.75 |
781.50 |
S1 |
770.75 |
770.75 |
777.50 |
766.50 |
S2 |
762.00 |
762.00 |
775.50 |
|
S3 |
740.25 |
749.00 |
773.50 |
|
S4 |
718.50 |
727.25 |
767.50 |
|
|
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 |
775.00 |
65.50 |
8.4% |
25.50 |
3.3% |
7% |
False |
True |
2,650,245 |
10 |
873.00 |
775.00 |
98.00 |
12.6% |
27.50 |
3.5% |
5% |
False |
True |
2,546,986 |
20 |
876.00 |
775.00 |
101.00 |
13.0% |
28.75 |
3.7% |
4% |
False |
True |
2,452,427 |
40 |
942.75 |
775.00 |
167.75 |
21.5% |
28.25 |
3.6% |
3% |
False |
True |
2,048,580 |
60 |
942.75 |
737.25 |
205.50 |
26.4% |
34.25 |
4.4% |
21% |
False |
False |
1,617,829 |
80 |
1,006.50 |
737.25 |
269.25 |
34.5% |
40.25 |
5.2% |
16% |
False |
False |
1,214,528 |
100 |
1,222.75 |
737.25 |
485.50 |
62.3% |
47.50 |
6.1% |
9% |
False |
False |
972,987 |
120 |
1,303.75 |
737.25 |
566.50 |
72.7% |
45.25 |
5.8% |
7% |
False |
False |
810,884 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
889.25 |
2.618 |
853.75 |
1.618 |
832.00 |
1.000 |
818.50 |
0.618 |
810.25 |
HIGH |
796.75 |
0.618 |
788.50 |
0.500 |
786.00 |
0.382 |
783.25 |
LOW |
775.00 |
0.618 |
761.50 |
1.000 |
753.25 |
1.618 |
739.75 |
2.618 |
718.00 |
4.250 |
682.50 |
|
|
Fisher Pivots for day following 19-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
786.00 |
797.00 |
PP |
783.75 |
791.00 |
S1 |
781.50 |
785.25 |
|