Trading Metrics calculated at close of trading on 16-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2009 |
16-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
3,484.0 |
3,492.0 |
8.0 |
0.2% |
3,495.0 |
High |
3,524.0 |
3,506.0 |
-18.0 |
-0.5% |
3,524.0 |
Low |
3,462.0 |
3,463.0 |
1.0 |
0.0% |
3,354.0 |
Close |
3,516.0 |
3,497.0 |
-19.0 |
-0.5% |
3,516.0 |
Range |
62.0 |
43.0 |
-19.0 |
-30.6% |
170.0 |
ATR |
93.1 |
90.2 |
-2.9 |
-3.1% |
0.0 |
Volume |
21,262 |
17,785 |
-3,477 |
-16.4% |
117,830 |
|
Daily Pivots for day following 16-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,617.7 |
3,600.3 |
3,520.7 |
|
R3 |
3,574.7 |
3,557.3 |
3,508.8 |
|
R2 |
3,531.7 |
3,531.7 |
3,504.9 |
|
R1 |
3,514.3 |
3,514.3 |
3,500.9 |
3,523.0 |
PP |
3,488.7 |
3,488.7 |
3,488.7 |
3,493.0 |
S1 |
3,471.3 |
3,471.3 |
3,493.1 |
3,480.0 |
S2 |
3,445.7 |
3,445.7 |
3,489.1 |
|
S3 |
3,402.7 |
3,428.3 |
3,485.2 |
|
S4 |
3,359.7 |
3,385.3 |
3,473.4 |
|
|
Weekly Pivots for week ending 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,974.7 |
3,915.3 |
3,609.5 |
|
R3 |
3,804.7 |
3,745.3 |
3,562.8 |
|
R2 |
3,634.7 |
3,634.7 |
3,547.2 |
|
R1 |
3,575.3 |
3,575.3 |
3,531.6 |
3,605.0 |
PP |
3,464.7 |
3,464.7 |
3,464.7 |
3,479.5 |
S1 |
3,405.3 |
3,405.3 |
3,500.4 |
3,435.0 |
S2 |
3,294.7 |
3,294.7 |
3,484.8 |
|
S3 |
3,124.7 |
3,235.3 |
3,469.3 |
|
S4 |
2,954.7 |
3,065.3 |
3,422.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,524.0 |
3,354.0 |
170.0 |
4.9% |
72.6 |
2.1% |
84% |
False |
False |
23,091 |
10 |
3,551.0 |
3,354.0 |
197.0 |
5.6% |
71.8 |
2.1% |
73% |
False |
False |
25,238 |
20 |
3,575.0 |
3,299.0 |
276.0 |
7.9% |
73.4 |
2.1% |
72% |
False |
False |
25,882 |
40 |
4,002.0 |
3,299.0 |
703.0 |
20.1% |
95.0 |
2.7% |
28% |
False |
False |
24,602 |
60 |
4,002.0 |
3,229.0 |
773.0 |
22.1% |
89.1 |
2.5% |
35% |
False |
False |
19,927 |
80 |
4,326.0 |
3,229.0 |
1,097.0 |
31.4% |
75.0 |
2.1% |
24% |
False |
False |
15,214 |
100 |
5,009.0 |
3,229.0 |
1,780.0 |
50.9% |
67.1 |
1.9% |
15% |
False |
False |
12,855 |
120 |
5,188.0 |
3,229.0 |
1,959.0 |
56.0% |
59.4 |
1.7% |
14% |
False |
False |
10,720 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,688.8 |
2.618 |
3,618.6 |
1.618 |
3,575.6 |
1.000 |
3,549.0 |
0.618 |
3,532.6 |
HIGH |
3,506.0 |
0.618 |
3,489.6 |
0.500 |
3,484.5 |
0.382 |
3,479.4 |
LOW |
3,463.0 |
0.618 |
3,436.4 |
1.000 |
3,420.0 |
1.618 |
3,393.4 |
2.618 |
3,350.4 |
4.250 |
3,280.3 |
|
|
Fisher Pivots for day following 16-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
3,492.8 |
3,487.3 |
PP |
3,488.7 |
3,477.7 |
S1 |
3,484.5 |
3,468.0 |
|