Trading Metrics calculated at close of trading on 20-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2009 |
20-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
780.25 |
778.50 |
-1.75 |
-0.2% |
814.00 |
High |
796.75 |
779.50 |
-17.25 |
-2.2% |
818.75 |
Low |
775.00 |
752.50 |
-22.50 |
-2.9% |
752.50 |
Close |
779.50 |
769.50 |
-10.00 |
-1.3% |
769.50 |
Range |
21.75 |
27.00 |
5.25 |
24.1% |
66.25 |
ATR |
29.25 |
29.09 |
-0.16 |
-0.5% |
0.00 |
Volume |
2,732,760 |
2,407,562 |
-325,198 |
-11.9% |
10,171,344 |
|
Daily Pivots for day following 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
848.25 |
835.75 |
784.25 |
|
R3 |
821.25 |
808.75 |
777.00 |
|
R2 |
794.25 |
794.25 |
774.50 |
|
R1 |
781.75 |
781.75 |
772.00 |
774.50 |
PP |
767.25 |
767.25 |
767.25 |
763.50 |
S1 |
754.75 |
754.75 |
767.00 |
747.50 |
S2 |
740.25 |
740.25 |
764.50 |
|
S3 |
713.25 |
727.75 |
762.00 |
|
S4 |
686.25 |
700.75 |
754.75 |
|
|
Weekly Pivots for week ending 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
979.00 |
940.50 |
806.00 |
|
R3 |
912.75 |
874.25 |
787.75 |
|
R2 |
846.50 |
846.50 |
781.75 |
|
R1 |
808.00 |
808.00 |
775.50 |
794.00 |
PP |
780.25 |
780.25 |
780.25 |
773.25 |
S1 |
741.75 |
741.75 |
763.50 |
728.00 |
S2 |
714.00 |
714.00 |
757.25 |
|
S3 |
647.75 |
675.50 |
751.25 |
|
S4 |
581.50 |
609.25 |
733.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
840.50 |
752.50 |
88.00 |
11.4% |
24.75 |
3.2% |
19% |
False |
True |
2,672,775 |
10 |
873.00 |
752.50 |
120.50 |
15.7% |
27.00 |
3.5% |
14% |
False |
True |
2,566,448 |
20 |
876.00 |
752.50 |
123.50 |
16.0% |
28.25 |
3.7% |
14% |
False |
True |
2,429,830 |
40 |
942.75 |
752.50 |
190.25 |
24.7% |
28.00 |
3.6% |
9% |
False |
True |
2,062,658 |
60 |
942.75 |
752.50 |
190.25 |
24.7% |
33.50 |
4.4% |
9% |
False |
True |
1,657,684 |
80 |
1,006.50 |
737.25 |
269.25 |
35.0% |
39.25 |
5.1% |
12% |
False |
False |
1,244,538 |
100 |
1,222.50 |
737.25 |
485.25 |
63.1% |
47.50 |
6.2% |
7% |
False |
False |
996,977 |
120 |
1,303.75 |
737.25 |
566.50 |
73.6% |
45.50 |
5.9% |
6% |
False |
False |
830,947 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
894.25 |
2.618 |
850.25 |
1.618 |
823.25 |
1.000 |
806.50 |
0.618 |
796.25 |
HIGH |
779.50 |
0.618 |
769.25 |
0.500 |
766.00 |
0.382 |
762.75 |
LOW |
752.50 |
0.618 |
735.75 |
1.000 |
725.50 |
1.618 |
708.75 |
2.618 |
681.75 |
4.250 |
637.75 |
|
|
Fisher Pivots for day following 20-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
768.25 |
774.50 |
PP |
767.25 |
773.00 |
S1 |
766.00 |
771.25 |
|