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 |
1,245.25 |
1,224.25 |
-21.00 |
-1.7% |
1,273.00 |
High |
1,255.00 |
1,227.00 |
-28.00 |
-2.2% |
1,286.00 |
Low |
1,226.00 |
1,179.50 |
-46.50 |
-3.8% |
1,202.50 |
Close |
1,229.25 |
1,182.50 |
-46.75 |
-3.8% |
1,229.25 |
Range |
29.00 |
47.50 |
18.50 |
63.8% |
83.50 |
ATR |
44.82 |
45.17 |
0.35 |
0.8% |
0.00 |
Volume |
412,704 |
286,592 |
-126,112 |
-30.6% |
1,687,757 |
|
Daily Pivots for day following 17-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,338.75 |
1,308.25 |
1,208.50 |
|
R3 |
1,291.25 |
1,260.75 |
1,195.50 |
|
R2 |
1,243.75 |
1,243.75 |
1,191.25 |
|
R1 |
1,213.25 |
1,213.25 |
1,186.75 |
1,204.75 |
PP |
1,196.25 |
1,196.25 |
1,196.25 |
1,192.00 |
S1 |
1,165.75 |
1,165.75 |
1,178.25 |
1,157.25 |
S2 |
1,148.75 |
1,148.75 |
1,173.75 |
|
S3 |
1,101.25 |
1,118.25 |
1,169.50 |
|
S4 |
1,053.75 |
1,070.75 |
1,156.50 |
|
|
Weekly Pivots for week ending 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,489.75 |
1,443.00 |
1,275.25 |
|
R3 |
1,406.25 |
1,359.50 |
1,252.25 |
|
R2 |
1,322.75 |
1,322.75 |
1,244.50 |
|
R1 |
1,276.00 |
1,276.00 |
1,237.00 |
1,257.50 |
PP |
1,239.25 |
1,239.25 |
1,239.25 |
1,230.00 |
S1 |
1,192.50 |
1,192.50 |
1,221.50 |
1,174.00 |
S2 |
1,155.75 |
1,155.75 |
1,214.00 |
|
S3 |
1,072.25 |
1,109.00 |
1,206.25 |
|
S4 |
988.75 |
1,025.50 |
1,183.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,286.00 |
1,179.50 |
106.50 |
9.0% |
43.75 |
3.7% |
3% |
False |
True |
327,340 |
10 |
1,286.00 |
1,177.50 |
108.50 |
9.2% |
44.00 |
3.7% |
5% |
False |
False |
330,958 |
20 |
1,286.00 |
1,132.00 |
154.00 |
13.0% |
47.00 |
4.0% |
33% |
False |
False |
319,368 |
40 |
1,287.00 |
1,132.00 |
155.00 |
13.1% |
42.00 |
3.6% |
33% |
False |
False |
265,540 |
60 |
1,287.00 |
1,021.00 |
266.00 |
22.5% |
49.25 |
4.2% |
61% |
False |
False |
199,269 |
80 |
1,392.00 |
1,021.00 |
371.00 |
31.4% |
55.75 |
4.7% |
44% |
False |
False |
149,487 |
100 |
1,719.75 |
1,021.00 |
698.75 |
59.1% |
64.00 |
5.4% |
23% |
False |
False |
119,617 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,429.00 |
2.618 |
1,351.25 |
1.618 |
1,303.75 |
1.000 |
1,274.50 |
0.618 |
1,256.25 |
HIGH |
1,227.00 |
0.618 |
1,208.75 |
0.500 |
1,203.25 |
0.382 |
1,197.75 |
LOW |
1,179.50 |
0.618 |
1,150.25 |
1.000 |
1,132.00 |
1.618 |
1,102.75 |
2.618 |
1,055.25 |
4.250 |
977.50 |
|
|
Fisher Pivots for day following 17-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
1,203.25 |
1,217.25 |
PP |
1,196.25 |
1,205.75 |
S1 |
1,189.50 |
1,194.00 |
|