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 |
4,037.0 |
4,020.0 |
-17.0 |
-0.4% |
4,250.0 |
High |
4,043.0 |
4,029.5 |
-13.5 |
-0.3% |
4,310.0 |
Low |
3,917.0 |
3,947.5 |
30.5 |
0.8% |
4,100.0 |
Close |
3,989.5 |
4,004.0 |
14.5 |
0.4% |
4,150.5 |
Range |
126.0 |
82.0 |
-44.0 |
-34.9% |
210.0 |
ATR |
141.2 |
137.0 |
-4.2 |
-3.0% |
0.0 |
Volume |
152,541 |
132,025 |
-20,516 |
-13.4% |
606,102 |
|
Daily Pivots for day following 19-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,239.5 |
4,204.0 |
4,049.0 |
|
R3 |
4,157.5 |
4,122.0 |
4,026.5 |
|
R2 |
4,075.5 |
4,075.5 |
4,019.0 |
|
R1 |
4,040.0 |
4,040.0 |
4,011.5 |
4,017.0 |
PP |
3,993.5 |
3,993.5 |
3,993.5 |
3,982.0 |
S1 |
3,958.0 |
3,958.0 |
3,996.5 |
3,935.0 |
S2 |
3,911.5 |
3,911.5 |
3,989.0 |
|
S3 |
3,829.5 |
3,876.0 |
3,981.5 |
|
S4 |
3,747.5 |
3,794.0 |
3,959.0 |
|
|
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% |
120.5 |
3.0% |
25% |
False |
False |
118,953 |
10 |
4,313.0 |
3,917.0 |
396.0 |
9.9% |
121.0 |
3.0% |
22% |
False |
False |
118,902 |
20 |
4,313.0 |
3,916.5 |
396.5 |
9.9% |
126.0 |
3.2% |
22% |
False |
False |
125,329 |
40 |
4,649.0 |
3,916.5 |
732.5 |
18.3% |
130.0 |
3.2% |
12% |
False |
False |
109,475 |
60 |
4,649.0 |
3,699.5 |
949.5 |
23.7% |
140.5 |
3.5% |
32% |
False |
False |
86,794 |
80 |
4,649.0 |
3,672.5 |
976.5 |
24.4% |
152.0 |
3.8% |
34% |
False |
False |
65,143 |
100 |
5,181.0 |
3,672.5 |
1,508.5 |
37.7% |
170.5 |
4.3% |
22% |
False |
False |
52,222 |
120 |
5,690.0 |
3,672.5 |
2,017.5 |
50.4% |
158.5 |
4.0% |
16% |
False |
False |
43,568 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,378.0 |
2.618 |
4,244.0 |
1.618 |
4,162.0 |
1.000 |
4,111.5 |
0.618 |
4,080.0 |
HIGH |
4,029.5 |
0.618 |
3,998.0 |
0.500 |
3,988.5 |
0.382 |
3,979.0 |
LOW |
3,947.5 |
0.618 |
3,897.0 |
1.000 |
3,865.5 |
1.618 |
3,815.0 |
2.618 |
3,733.0 |
4.250 |
3,599.0 |
|
|
Fisher Pivots for day following 19-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
3,999.0 |
4,003.0 |
PP |
3,993.5 |
4,001.5 |
S1 |
3,988.5 |
4,000.5 |
|