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 |
1,185.25 |
1,178.50 |
-6.75 |
-0.6% |
1,273.00 |
High |
1,204.00 |
1,201.50 |
-2.50 |
-0.2% |
1,286.00 |
Low |
1,171.50 |
1,165.25 |
-6.25 |
-0.5% |
1,202.50 |
Close |
1,180.00 |
1,170.50 |
-9.50 |
-0.8% |
1,229.25 |
Range |
32.50 |
36.25 |
3.75 |
11.5% |
83.50 |
ATR |
44.26 |
43.69 |
-0.57 |
-1.3% |
0.00 |
Volume |
383,318 |
355,522 |
-27,796 |
-7.3% |
1,687,757 |
|
Daily Pivots for day following 19-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,287.75 |
1,265.50 |
1,190.50 |
|
R3 |
1,251.50 |
1,229.25 |
1,180.50 |
|
R2 |
1,215.25 |
1,215.25 |
1,177.25 |
|
R1 |
1,193.00 |
1,193.00 |
1,173.75 |
1,186.00 |
PP |
1,179.00 |
1,179.00 |
1,179.00 |
1,175.50 |
S1 |
1,156.75 |
1,156.75 |
1,167.25 |
1,149.75 |
S2 |
1,142.75 |
1,142.75 |
1,163.75 |
|
S3 |
1,106.50 |
1,120.50 |
1,160.50 |
|
S4 |
1,070.25 |
1,084.25 |
1,150.50 |
|
|
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 |
1,255.00 |
1,165.25 |
89.75 |
7.7% |
38.00 |
3.2% |
6% |
False |
True |
346,746 |
10 |
1,286.00 |
1,165.25 |
120.75 |
10.3% |
42.75 |
3.7% |
4% |
False |
True |
345,303 |
20 |
1,286.00 |
1,141.50 |
144.50 |
12.3% |
43.75 |
3.7% |
20% |
False |
False |
324,485 |
40 |
1,287.00 |
1,132.00 |
155.00 |
13.2% |
42.00 |
3.6% |
25% |
False |
False |
269,499 |
60 |
1,287.00 |
1,021.00 |
266.00 |
22.7% |
47.50 |
4.1% |
56% |
False |
False |
211,576 |
80 |
1,392.00 |
1,021.00 |
371.00 |
31.7% |
54.25 |
4.6% |
40% |
False |
False |
158,719 |
100 |
1,699.00 |
1,021.00 |
678.00 |
57.9% |
64.00 |
5.5% |
22% |
False |
False |
127,005 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,355.50 |
2.618 |
1,296.50 |
1.618 |
1,260.25 |
1.000 |
1,237.75 |
0.618 |
1,224.00 |
HIGH |
1,201.50 |
0.618 |
1,187.75 |
0.500 |
1,183.50 |
0.382 |
1,179.00 |
LOW |
1,165.25 |
0.618 |
1,142.75 |
1.000 |
1,129.00 |
1.618 |
1,106.50 |
2.618 |
1,070.25 |
4.250 |
1,011.25 |
|
|
Fisher Pivots for day following 19-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
1,183.50 |
1,196.00 |
PP |
1,179.00 |
1,187.50 |
S1 |
1,174.75 |
1,179.00 |
|