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 |
3,380.0 |
3,368.0 |
-12.0 |
-0.4% |
3,495.0 |
High |
3,381.0 |
3,447.0 |
66.0 |
2.0% |
3,524.0 |
Low |
3,332.0 |
3,353.0 |
21.0 |
0.6% |
3,354.0 |
Close |
3,376.0 |
3,400.0 |
24.0 |
0.7% |
3,516.0 |
Range |
49.0 |
94.0 |
45.0 |
91.8% |
170.0 |
ATR |
92.0 |
92.1 |
0.1 |
0.2% |
0.0 |
Volume |
27,912 |
29,906 |
1,994 |
7.1% |
117,830 |
|
Daily Pivots for day following 19-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,682.0 |
3,635.0 |
3,451.7 |
|
R3 |
3,588.0 |
3,541.0 |
3,425.9 |
|
R2 |
3,494.0 |
3,494.0 |
3,417.2 |
|
R1 |
3,447.0 |
3,447.0 |
3,408.6 |
3,470.5 |
PP |
3,400.0 |
3,400.0 |
3,400.0 |
3,411.8 |
S1 |
3,353.0 |
3,353.0 |
3,391.4 |
3,376.5 |
S2 |
3,306.0 |
3,306.0 |
3,382.8 |
|
S3 |
3,212.0 |
3,259.0 |
3,374.2 |
|
S4 |
3,118.0 |
3,165.0 |
3,348.3 |
|
|
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 |
5.6% |
69.0 |
2.0% |
35% |
False |
False |
25,175 |
10 |
3,524.0 |
3,332.0 |
192.0 |
5.6% |
71.1 |
2.1% |
35% |
False |
False |
24,184 |
20 |
3,551.0 |
3,299.0 |
252.0 |
7.4% |
75.2 |
2.2% |
40% |
False |
False |
26,338 |
40 |
4,002.0 |
3,299.0 |
703.0 |
20.7% |
92.5 |
2.7% |
14% |
False |
False |
22,518 |
60 |
4,002.0 |
3,299.0 |
703.0 |
20.7% |
88.1 |
2.6% |
14% |
False |
False |
21,085 |
80 |
4,326.0 |
3,229.0 |
1,097.0 |
32.3% |
76.5 |
2.3% |
16% |
False |
False |
16,298 |
100 |
4,964.0 |
3,229.0 |
1,735.0 |
51.0% |
68.5 |
2.0% |
10% |
False |
False |
13,719 |
120 |
5,185.0 |
3,229.0 |
1,956.0 |
57.5% |
61.4 |
1.8% |
9% |
False |
False |
11,442 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,846.5 |
2.618 |
3,693.1 |
1.618 |
3,599.1 |
1.000 |
3,541.0 |
0.618 |
3,505.1 |
HIGH |
3,447.0 |
0.618 |
3,411.1 |
0.500 |
3,400.0 |
0.382 |
3,388.9 |
LOW |
3,353.0 |
0.618 |
3,294.9 |
1.000 |
3,259.0 |
1.618 |
3,200.9 |
2.618 |
3,106.9 |
4.250 |
2,953.5 |
|
|
Fisher Pivots for day following 19-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
3,400.0 |
3,420.0 |
PP |
3,400.0 |
3,413.3 |
S1 |
3,400.0 |
3,406.7 |
|