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 |
4,069.0 |
4,037.0 |
-32.0 |
-0.8% |
4,250.0 |
High |
4,084.0 |
4,043.0 |
-41.0 |
-1.0% |
4,310.0 |
Low |
3,963.0 |
3,917.0 |
-46.0 |
-1.2% |
4,100.0 |
Close |
4,002.0 |
3,989.5 |
-12.5 |
-0.3% |
4,150.5 |
Range |
121.0 |
126.0 |
5.0 |
4.1% |
210.0 |
ATR |
142.4 |
141.2 |
-1.2 |
-0.8% |
0.0 |
Volume |
44,665 |
152,541 |
107,876 |
241.5% |
606,102 |
|
Daily Pivots for day following 18-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,361.0 |
4,301.5 |
4,059.0 |
|
R3 |
4,235.0 |
4,175.5 |
4,024.0 |
|
R2 |
4,109.0 |
4,109.0 |
4,012.5 |
|
R1 |
4,049.5 |
4,049.5 |
4,001.0 |
4,016.0 |
PP |
3,983.0 |
3,983.0 |
3,983.0 |
3,966.5 |
S1 |
3,923.5 |
3,923.5 |
3,978.0 |
3,890.0 |
S2 |
3,857.0 |
3,857.0 |
3,966.5 |
|
S3 |
3,731.0 |
3,797.5 |
3,955.0 |
|
S4 |
3,605.0 |
3,671.5 |
3,920.0 |
|
|
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 |
4,268.5 |
3,917.0 |
351.5 |
8.8% |
118.5 |
3.0% |
21% |
False |
True |
121,209 |
10 |
4,313.0 |
3,917.0 |
396.0 |
9.9% |
124.5 |
3.1% |
18% |
False |
True |
118,163 |
20 |
4,313.0 |
3,916.5 |
396.5 |
9.9% |
128.0 |
3.2% |
18% |
False |
False |
126,327 |
40 |
4,649.0 |
3,916.5 |
732.5 |
18.4% |
131.0 |
3.3% |
10% |
False |
False |
110,740 |
60 |
4,649.0 |
3,672.5 |
976.5 |
24.5% |
143.5 |
3.6% |
32% |
False |
False |
84,597 |
80 |
4,649.0 |
3,672.5 |
976.5 |
24.5% |
153.0 |
3.8% |
32% |
False |
False |
63,493 |
100 |
5,279.5 |
3,672.5 |
1,607.0 |
40.3% |
171.5 |
4.3% |
20% |
False |
False |
50,947 |
120 |
5,690.0 |
3,672.5 |
2,017.5 |
50.6% |
158.5 |
4.0% |
16% |
False |
False |
42,468 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,578.5 |
2.618 |
4,373.0 |
1.618 |
4,247.0 |
1.000 |
4,169.0 |
0.618 |
4,121.0 |
HIGH |
4,043.0 |
0.618 |
3,995.0 |
0.500 |
3,980.0 |
0.382 |
3,965.0 |
LOW |
3,917.0 |
0.618 |
3,839.0 |
1.000 |
3,791.0 |
1.618 |
3,713.0 |
2.618 |
3,587.0 |
4.250 |
3,381.5 |
|
|
Fisher Pivots for day following 18-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
3,986.5 |
4,093.0 |
PP |
3,983.0 |
4,058.5 |
S1 |
3,980.0 |
4,024.0 |
|