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 |
3,480.0 |
3,380.0 |
-100.0 |
-2.9% |
3,495.0 |
High |
3,508.0 |
3,381.0 |
-127.0 |
-3.6% |
3,524.0 |
Low |
3,411.0 |
3,332.0 |
-79.0 |
-2.3% |
3,354.0 |
Close |
3,441.0 |
3,376.0 |
-65.0 |
-1.9% |
3,516.0 |
Range |
97.0 |
49.0 |
-48.0 |
-49.5% |
170.0 |
ATR |
90.7 |
92.0 |
1.3 |
1.4% |
0.0 |
Volume |
29,014 |
27,912 |
-1,102 |
-3.8% |
117,830 |
|
Daily Pivots for day following 18-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,510.0 |
3,492.0 |
3,403.0 |
|
R3 |
3,461.0 |
3,443.0 |
3,389.5 |
|
R2 |
3,412.0 |
3,412.0 |
3,385.0 |
|
R1 |
3,394.0 |
3,394.0 |
3,380.5 |
3,378.5 |
PP |
3,363.0 |
3,363.0 |
3,363.0 |
3,355.3 |
S1 |
3,345.0 |
3,345.0 |
3,371.5 |
3,329.5 |
S2 |
3,314.0 |
3,314.0 |
3,367.0 |
|
S3 |
3,265.0 |
3,296.0 |
3,362.5 |
|
S4 |
3,216.0 |
3,247.0 |
3,349.1 |
|
|
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 |
3,332.0 |
192.0 |
5.7% |
71.4 |
2.1% |
23% |
False |
True |
24,619 |
10 |
3,524.0 |
3,332.0 |
192.0 |
5.7% |
66.3 |
2.0% |
23% |
False |
True |
23,355 |
20 |
3,551.0 |
3,299.0 |
252.0 |
7.5% |
73.7 |
2.2% |
31% |
False |
False |
26,272 |
40 |
4,002.0 |
3,299.0 |
703.0 |
20.8% |
93.5 |
2.8% |
11% |
False |
False |
22,303 |
60 |
4,002.0 |
3,229.0 |
773.0 |
22.9% |
89.3 |
2.6% |
19% |
False |
False |
20,875 |
80 |
4,326.0 |
3,229.0 |
1,097.0 |
32.5% |
76.2 |
2.3% |
13% |
False |
False |
15,925 |
100 |
4,964.0 |
3,229.0 |
1,735.0 |
51.4% |
68.0 |
2.0% |
8% |
False |
False |
13,420 |
120 |
5,188.0 |
3,229.0 |
1,959.0 |
58.0% |
60.6 |
1.8% |
8% |
False |
False |
11,193 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,589.3 |
2.618 |
3,509.3 |
1.618 |
3,460.3 |
1.000 |
3,430.0 |
0.618 |
3,411.3 |
HIGH |
3,381.0 |
0.618 |
3,362.3 |
0.500 |
3,356.5 |
0.382 |
3,350.7 |
LOW |
3,332.0 |
0.618 |
3,301.7 |
1.000 |
3,283.0 |
1.618 |
3,252.7 |
2.618 |
3,203.7 |
4.250 |
3,123.8 |
|
|
Fisher Pivots for day following 18-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
3,369.5 |
3,420.0 |
PP |
3,363.0 |
3,405.3 |
S1 |
3,356.5 |
3,390.7 |
|