Trading Metrics calculated at close of trading on 18-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2009 |
18-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
4,339.5 |
4,222.0 |
-117.5 |
-2.7% |
4,619.5 |
High |
4,345.5 |
4,255.5 |
-90.0 |
-2.1% |
4,694.0 |
Low |
4,198.5 |
4,125.5 |
-73.0 |
-1.7% |
4,365.5 |
Close |
4,236.0 |
4,213.5 |
-22.5 |
-0.5% |
4,417.5 |
Range |
147.0 |
130.0 |
-17.0 |
-11.6% |
328.5 |
ATR |
172.4 |
169.4 |
-3.0 |
-1.8% |
0.0 |
Volume |
181,160 |
194,275 |
13,115 |
7.2% |
840,331 |
|
Daily Pivots for day following 18-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,588.2 |
4,530.8 |
4,285.0 |
|
R3 |
4,458.2 |
4,400.8 |
4,249.3 |
|
R2 |
4,328.2 |
4,328.2 |
4,237.3 |
|
R1 |
4,270.8 |
4,270.8 |
4,225.4 |
4,234.5 |
PP |
4,198.2 |
4,198.2 |
4,198.2 |
4,180.0 |
S1 |
4,140.8 |
4,140.8 |
4,201.6 |
4,104.5 |
S2 |
4,068.2 |
4,068.2 |
4,189.7 |
|
S3 |
3,938.2 |
4,010.8 |
4,177.8 |
|
S4 |
3,808.2 |
3,880.8 |
4,142.0 |
|
|
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 |
4,548.0 |
4,125.5 |
422.5 |
10.0% |
127.9 |
3.0% |
21% |
False |
True |
178,774 |
10 |
4,694.0 |
4,125.5 |
568.5 |
13.5% |
148.3 |
3.5% |
15% |
False |
True |
171,822 |
20 |
4,694.0 |
4,075.0 |
619.0 |
14.7% |
161.0 |
3.8% |
22% |
False |
False |
172,840 |
40 |
5,138.5 |
4,075.0 |
1,063.5 |
25.2% |
156.5 |
3.7% |
13% |
False |
False |
138,231 |
60 |
5,138.5 |
4,066.0 |
1,072.5 |
25.5% |
180.1 |
4.3% |
14% |
False |
False |
93,559 |
80 |
5,385.0 |
4,066.0 |
1,319.0 |
31.3% |
209.8 |
5.0% |
11% |
False |
False |
70,472 |
100 |
6,318.5 |
4,066.0 |
2,252.5 |
53.5% |
226.0 |
5.4% |
7% |
False |
False |
56,542 |
120 |
6,706.5 |
4,066.0 |
2,640.5 |
62.7% |
213.5 |
5.1% |
6% |
False |
False |
47,548 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,808.0 |
2.618 |
4,595.8 |
1.618 |
4,465.8 |
1.000 |
4,385.5 |
0.618 |
4,335.8 |
HIGH |
4,255.5 |
0.618 |
4,205.8 |
0.500 |
4,190.5 |
0.382 |
4,175.2 |
LOW |
4,125.5 |
0.618 |
4,045.2 |
1.000 |
3,995.5 |
1.618 |
3,915.2 |
2.618 |
3,785.2 |
4.250 |
3,573.0 |
|
|
Fisher Pivots for day following 18-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
4,205.8 |
4,319.5 |
PP |
4,198.2 |
4,284.2 |
S1 |
4,190.5 |
4,248.8 |
|