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 |
4,477.0 |
4,339.5 |
-137.5 |
-3.1% |
4,619.5 |
High |
4,513.5 |
4,345.5 |
-168.0 |
-3.7% |
4,694.0 |
Low |
4,390.5 |
4,198.5 |
-192.0 |
-4.4% |
4,365.5 |
Close |
4,417.5 |
4,236.0 |
-181.5 |
-4.1% |
4,417.5 |
Range |
123.0 |
147.0 |
24.0 |
19.5% |
328.5 |
ATR |
168.8 |
172.4 |
3.6 |
2.1% |
0.0 |
Volume |
154,115 |
181,160 |
27,045 |
17.5% |
840,331 |
|
Daily Pivots for day following 17-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,701.0 |
4,615.5 |
4,316.9 |
|
R3 |
4,554.0 |
4,468.5 |
4,276.4 |
|
R2 |
4,407.0 |
4,407.0 |
4,263.0 |
|
R1 |
4,321.5 |
4,321.5 |
4,249.5 |
4,290.8 |
PP |
4,260.0 |
4,260.0 |
4,260.0 |
4,244.6 |
S1 |
4,174.5 |
4,174.5 |
4,222.5 |
4,143.8 |
S2 |
4,113.0 |
4,113.0 |
4,209.1 |
|
S3 |
3,966.0 |
4,027.5 |
4,195.6 |
|
S4 |
3,819.0 |
3,880.5 |
4,155.2 |
|
|
Weekly Pivots for week ending 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,477.8 |
5,276.2 |
4,598.2 |
|
R3 |
5,149.3 |
4,947.7 |
4,507.8 |
|
R2 |
4,820.8 |
4,820.8 |
4,477.7 |
|
R1 |
4,619.2 |
4,619.2 |
4,447.6 |
4,555.8 |
PP |
4,492.3 |
4,492.3 |
4,492.3 |
4,460.6 |
S1 |
4,290.7 |
4,290.7 |
4,387.4 |
4,227.3 |
S2 |
4,163.8 |
4,163.8 |
4,357.3 |
|
S3 |
3,835.3 |
3,962.2 |
4,327.2 |
|
S4 |
3,506.8 |
3,633.7 |
4,236.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,653.5 |
4,198.5 |
455.0 |
10.7% |
144.8 |
3.4% |
8% |
False |
True |
179,266 |
10 |
4,694.0 |
4,198.5 |
495.5 |
11.7% |
155.6 |
3.7% |
8% |
False |
True |
168,876 |
20 |
4,694.0 |
4,075.0 |
619.0 |
14.6% |
164.9 |
3.9% |
26% |
False |
False |
163,126 |
40 |
5,138.5 |
4,075.0 |
1,063.5 |
25.1% |
157.4 |
3.7% |
15% |
False |
False |
134,227 |
60 |
5,138.5 |
4,066.0 |
1,072.5 |
25.3% |
181.6 |
4.3% |
16% |
False |
False |
90,345 |
80 |
5,385.0 |
4,066.0 |
1,319.0 |
31.1% |
210.5 |
5.0% |
13% |
False |
False |
68,059 |
100 |
6,345.0 |
4,066.0 |
2,279.0 |
53.8% |
226.8 |
5.4% |
7% |
False |
False |
54,609 |
120 |
6,706.5 |
4,066.0 |
2,640.5 |
62.3% |
213.2 |
5.0% |
6% |
False |
False |
45,933 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,970.3 |
2.618 |
4,730.3 |
1.618 |
4,583.3 |
1.000 |
4,492.5 |
0.618 |
4,436.3 |
HIGH |
4,345.5 |
0.618 |
4,289.3 |
0.500 |
4,272.0 |
0.382 |
4,254.7 |
LOW |
4,198.5 |
0.618 |
4,107.7 |
1.000 |
4,051.5 |
1.618 |
3,960.7 |
2.618 |
3,813.7 |
4.250 |
3,573.8 |
|
|
Fisher Pivots for day following 17-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
4,272.0 |
4,362.3 |
PP |
4,260.0 |
4,320.2 |
S1 |
4,248.0 |
4,278.1 |
|