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 |
4,222.0 |
4,200.0 |
-22.0 |
-0.5% |
4,619.5 |
High |
4,255.5 |
4,279.0 |
23.5 |
0.6% |
4,694.0 |
Low |
4,125.5 |
4,160.0 |
34.5 |
0.8% |
4,365.5 |
Close |
4,213.5 |
4,216.5 |
3.0 |
0.1% |
4,417.5 |
Range |
130.0 |
119.0 |
-11.0 |
-8.5% |
328.5 |
ATR |
169.4 |
165.8 |
-3.6 |
-2.1% |
0.0 |
Volume |
194,275 |
158,061 |
-36,214 |
-18.6% |
840,331 |
|
Daily Pivots for day following 19-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,575.5 |
4,515.0 |
4,282.0 |
|
R3 |
4,456.5 |
4,396.0 |
4,249.2 |
|
R2 |
4,337.5 |
4,337.5 |
4,238.3 |
|
R1 |
4,277.0 |
4,277.0 |
4,227.4 |
4,307.3 |
PP |
4,218.5 |
4,218.5 |
4,218.5 |
4,233.6 |
S1 |
4,158.0 |
4,158.0 |
4,205.6 |
4,188.3 |
S2 |
4,099.5 |
4,099.5 |
4,194.7 |
|
S3 |
3,980.5 |
4,039.0 |
4,183.8 |
|
S4 |
3,861.5 |
3,920.0 |
4,151.1 |
|
|
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 |
4,526.0 |
4,125.5 |
400.5 |
9.5% |
135.9 |
3.2% |
23% |
False |
False |
178,127 |
10 |
4,694.0 |
4,125.5 |
568.5 |
13.5% |
142.7 |
3.4% |
16% |
False |
False |
172,609 |
20 |
4,694.0 |
4,075.0 |
619.0 |
14.7% |
155.6 |
3.7% |
23% |
False |
False |
170,522 |
40 |
5,138.5 |
4,075.0 |
1,063.5 |
25.2% |
154.3 |
3.7% |
13% |
False |
False |
141,231 |
60 |
5,138.5 |
4,066.0 |
1,072.5 |
25.4% |
179.3 |
4.3% |
14% |
False |
False |
96,182 |
80 |
5,385.0 |
4,066.0 |
1,319.0 |
31.3% |
208.4 |
4.9% |
11% |
False |
False |
72,443 |
100 |
6,318.5 |
4,066.0 |
2,252.5 |
53.4% |
226.0 |
5.4% |
7% |
False |
False |
58,116 |
120 |
6,706.5 |
4,066.0 |
2,640.5 |
62.6% |
213.3 |
5.1% |
6% |
False |
False |
48,861 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,784.8 |
2.618 |
4,590.5 |
1.618 |
4,471.5 |
1.000 |
4,398.0 |
0.618 |
4,352.5 |
HIGH |
4,279.0 |
0.618 |
4,233.5 |
0.500 |
4,219.5 |
0.382 |
4,205.5 |
LOW |
4,160.0 |
0.618 |
4,086.5 |
1.000 |
4,041.0 |
1.618 |
3,967.5 |
2.618 |
3,848.5 |
4.250 |
3,654.3 |
|
|
Fisher Pivots for day following 19-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
4,219.5 |
4,235.5 |
PP |
4,218.5 |
4,229.2 |
S1 |
4,217.5 |
4,222.8 |
|