Trading Metrics calculated at close of trading on 20-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2009 |
20-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
4,020.0 |
3,936.5 |
-83.5 |
-2.1% |
4,069.0 |
High |
4,029.5 |
3,953.0 |
-76.5 |
-1.9% |
4,084.0 |
Low |
3,947.5 |
3,820.5 |
-127.0 |
-3.2% |
3,820.5 |
Close |
4,004.0 |
3,881.5 |
-122.5 |
-3.1% |
3,881.5 |
Range |
82.0 |
132.5 |
50.5 |
61.6% |
263.5 |
ATR |
137.0 |
140.3 |
3.3 |
2.4% |
0.0 |
Volume |
132,025 |
110,616 |
-21,409 |
-16.2% |
439,847 |
|
Daily Pivots for day following 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,282.5 |
4,214.5 |
3,954.5 |
|
R3 |
4,150.0 |
4,082.0 |
3,918.0 |
|
R2 |
4,017.5 |
4,017.5 |
3,906.0 |
|
R1 |
3,949.5 |
3,949.5 |
3,893.5 |
3,917.0 |
PP |
3,885.0 |
3,885.0 |
3,885.0 |
3,869.0 |
S1 |
3,817.0 |
3,817.0 |
3,869.5 |
3,785.0 |
S2 |
3,752.5 |
3,752.5 |
3,857.0 |
|
S3 |
3,620.0 |
3,684.5 |
3,845.0 |
|
S4 |
3,487.5 |
3,552.0 |
3,808.5 |
|
|
Weekly Pivots for week ending 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,719.0 |
4,564.0 |
4,026.5 |
|
R3 |
4,455.5 |
4,300.5 |
3,954.0 |
|
R2 |
4,192.0 |
4,192.0 |
3,930.0 |
|
R1 |
4,037.0 |
4,037.0 |
3,905.5 |
3,983.0 |
PP |
3,928.5 |
3,928.5 |
3,928.5 |
3,901.5 |
S1 |
3,773.5 |
3,773.5 |
3,857.5 |
3,719.0 |
S2 |
3,665.0 |
3,665.0 |
3,833.0 |
|
S3 |
3,401.5 |
3,510.0 |
3,809.0 |
|
S4 |
3,138.0 |
3,246.5 |
3,736.5 |
|
|
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 |
3,820.5 |
448.0 |
11.5% |
119.5 |
3.1% |
14% |
False |
True |
118,431 |
10 |
4,313.0 |
3,820.5 |
492.5 |
12.7% |
118.5 |
3.1% |
12% |
False |
True |
117,982 |
20 |
4,313.0 |
3,820.5 |
492.5 |
12.7% |
126.0 |
3.2% |
12% |
False |
True |
122,536 |
40 |
4,649.0 |
3,820.5 |
828.5 |
21.3% |
130.0 |
3.3% |
7% |
False |
True |
109,365 |
60 |
4,649.0 |
3,812.0 |
837.0 |
21.6% |
139.0 |
3.6% |
8% |
False |
False |
88,626 |
80 |
4,649.0 |
3,672.5 |
976.5 |
25.2% |
151.0 |
3.9% |
21% |
False |
False |
66,524 |
100 |
5,067.5 |
3,672.5 |
1,395.0 |
35.9% |
171.0 |
4.4% |
15% |
False |
False |
53,322 |
120 |
5,676.0 |
3,672.5 |
2,003.5 |
51.6% |
159.0 |
4.1% |
10% |
False |
False |
44,489 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,516.0 |
2.618 |
4,300.0 |
1.618 |
4,167.5 |
1.000 |
4,085.5 |
0.618 |
4,035.0 |
HIGH |
3,953.0 |
0.618 |
3,902.5 |
0.500 |
3,887.0 |
0.382 |
3,871.0 |
LOW |
3,820.5 |
0.618 |
3,738.5 |
1.000 |
3,688.0 |
1.618 |
3,606.0 |
2.618 |
3,473.5 |
4.250 |
3,257.5 |
|
|
Fisher Pivots for day following 20-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
3,887.0 |
3,932.0 |
PP |
3,885.0 |
3,915.0 |
S1 |
3,883.0 |
3,898.0 |
|