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 |
1,178.50 |
1,170.50 |
-8.00 |
-0.7% |
1,224.25 |
High |
1,201.50 |
1,183.50 |
-18.00 |
-1.5% |
1,227.00 |
Low |
1,165.25 |
1,150.00 |
-15.25 |
-1.3% |
1,150.00 |
Close |
1,170.50 |
1,171.75 |
1.25 |
0.1% |
1,171.75 |
Range |
36.25 |
33.50 |
-2.75 |
-7.6% |
77.00 |
ATR |
43.69 |
42.96 |
-0.73 |
-1.7% |
0.00 |
Volume |
355,522 |
339,233 |
-16,289 |
-4.6% |
1,364,665 |
|
Daily Pivots for day following 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,269.00 |
1,253.75 |
1,190.25 |
|
R3 |
1,235.50 |
1,220.25 |
1,181.00 |
|
R2 |
1,202.00 |
1,202.00 |
1,178.00 |
|
R1 |
1,186.75 |
1,186.75 |
1,174.75 |
1,194.50 |
PP |
1,168.50 |
1,168.50 |
1,168.50 |
1,172.25 |
S1 |
1,153.25 |
1,153.25 |
1,168.75 |
1,161.00 |
S2 |
1,135.00 |
1,135.00 |
1,165.50 |
|
S3 |
1,101.50 |
1,119.75 |
1,162.50 |
|
S4 |
1,068.00 |
1,086.25 |
1,153.25 |
|
|
Weekly Pivots for week ending 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,414.00 |
1,369.75 |
1,214.00 |
|
R3 |
1,337.00 |
1,292.75 |
1,193.00 |
|
R2 |
1,260.00 |
1,260.00 |
1,185.75 |
|
R1 |
1,215.75 |
1,215.75 |
1,178.75 |
1,199.50 |
PP |
1,183.00 |
1,183.00 |
1,183.00 |
1,174.75 |
S1 |
1,138.75 |
1,138.75 |
1,164.75 |
1,122.50 |
S2 |
1,106.00 |
1,106.00 |
1,157.75 |
|
S3 |
1,029.00 |
1,061.75 |
1,150.50 |
|
S4 |
952.00 |
984.75 |
1,129.50 |
|
|
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 |
1,150.00 |
105.00 |
9.0% |
35.75 |
3.1% |
21% |
False |
True |
355,473 |
10 |
1,286.00 |
1,150.00 |
136.00 |
11.6% |
39.75 |
3.4% |
16% |
False |
True |
348,131 |
20 |
1,286.00 |
1,141.50 |
144.50 |
12.3% |
42.75 |
3.6% |
21% |
False |
False |
326,478 |
40 |
1,287.00 |
1,132.00 |
155.00 |
13.2% |
41.50 |
3.5% |
26% |
False |
False |
272,197 |
60 |
1,287.00 |
1,075.75 |
211.25 |
18.0% |
46.75 |
4.0% |
45% |
False |
False |
217,224 |
80 |
1,392.00 |
1,021.00 |
371.00 |
31.7% |
53.50 |
4.6% |
41% |
False |
False |
162,958 |
100 |
1,660.00 |
1,021.00 |
639.00 |
54.5% |
63.75 |
5.4% |
24% |
False |
False |
130,398 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,326.00 |
2.618 |
1,271.25 |
1.618 |
1,237.75 |
1.000 |
1,217.00 |
0.618 |
1,204.25 |
HIGH |
1,183.50 |
0.618 |
1,170.75 |
0.500 |
1,166.75 |
0.382 |
1,162.75 |
LOW |
1,150.00 |
0.618 |
1,129.25 |
1.000 |
1,116.50 |
1.618 |
1,095.75 |
2.618 |
1,062.25 |
4.250 |
1,007.50 |
|
|
Fisher Pivots for day following 20-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
1,170.00 |
1,177.00 |
PP |
1,168.50 |
1,175.25 |
S1 |
1,166.75 |
1,173.50 |
|