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 |
4,229.0 |
4,069.0 |
-160.0 |
-3.8% |
4,250.0 |
High |
4,268.5 |
4,084.0 |
-184.5 |
-4.3% |
4,310.0 |
Low |
4,132.0 |
3,963.0 |
-169.0 |
-4.1% |
4,100.0 |
Close |
4,150.5 |
4,002.0 |
-148.5 |
-3.6% |
4,150.5 |
Range |
136.5 |
121.0 |
-15.5 |
-11.4% |
210.0 |
ATR |
138.9 |
142.4 |
3.5 |
2.5% |
0.0 |
Volume |
152,310 |
44,665 |
-107,645 |
-70.7% |
606,102 |
|
Daily Pivots for day following 17-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,379.5 |
4,311.5 |
4,068.5 |
|
R3 |
4,258.5 |
4,190.5 |
4,035.5 |
|
R2 |
4,137.5 |
4,137.5 |
4,024.0 |
|
R1 |
4,069.5 |
4,069.5 |
4,013.0 |
4,043.0 |
PP |
4,016.5 |
4,016.5 |
4,016.5 |
4,003.0 |
S1 |
3,948.5 |
3,948.5 |
3,991.0 |
3,922.0 |
S2 |
3,895.5 |
3,895.5 |
3,980.0 |
|
S3 |
3,774.5 |
3,827.5 |
3,968.5 |
|
S4 |
3,653.5 |
3,706.5 |
3,935.5 |
|
|
Weekly Pivots for week ending 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,817.0 |
4,693.5 |
4,266.0 |
|
R3 |
4,607.0 |
4,483.5 |
4,208.0 |
|
R2 |
4,397.0 |
4,397.0 |
4,189.0 |
|
R1 |
4,273.5 |
4,273.5 |
4,170.0 |
4,230.0 |
PP |
4,187.0 |
4,187.0 |
4,187.0 |
4,165.0 |
S1 |
4,063.5 |
4,063.5 |
4,131.0 |
4,020.0 |
S2 |
3,977.0 |
3,977.0 |
4,112.0 |
|
S3 |
3,767.0 |
3,853.5 |
4,093.0 |
|
S4 |
3,557.0 |
3,643.5 |
4,035.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,283.5 |
3,963.0 |
320.5 |
8.0% |
126.5 |
3.2% |
12% |
False |
True |
106,153 |
10 |
4,313.0 |
3,963.0 |
350.0 |
8.7% |
130.0 |
3.2% |
11% |
False |
True |
113,384 |
20 |
4,313.0 |
3,916.5 |
396.5 |
9.9% |
131.0 |
3.3% |
22% |
False |
False |
122,855 |
40 |
4,649.0 |
3,916.5 |
732.5 |
18.3% |
132.0 |
3.3% |
12% |
False |
False |
114,224 |
60 |
4,649.0 |
3,672.5 |
976.5 |
24.4% |
144.5 |
3.6% |
34% |
False |
False |
82,060 |
80 |
4,649.0 |
3,672.5 |
976.5 |
24.4% |
153.5 |
3.8% |
34% |
False |
False |
61,587 |
100 |
5,279.5 |
3,672.5 |
1,607.0 |
40.2% |
171.0 |
4.3% |
21% |
False |
False |
49,421 |
120 |
5,690.0 |
3,672.5 |
2,017.5 |
50.4% |
158.0 |
3.9% |
16% |
False |
False |
41,198 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,598.0 |
2.618 |
4,401.0 |
1.618 |
4,280.0 |
1.000 |
4,205.0 |
0.618 |
4,159.0 |
HIGH |
4,084.0 |
0.618 |
4,038.0 |
0.500 |
4,023.5 |
0.382 |
4,009.0 |
LOW |
3,963.0 |
0.618 |
3,888.0 |
1.000 |
3,842.0 |
1.618 |
3,767.0 |
2.618 |
3,646.0 |
4.250 |
3,449.0 |
|
|
Fisher Pivots for day following 17-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
4,023.5 |
4,116.0 |
PP |
4,016.5 |
4,078.0 |
S1 |
4,009.0 |
4,040.0 |
|