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 |
3,368.0 |
3,409.0 |
41.0 |
1.2% |
3,492.0 |
High |
3,447.0 |
3,409.0 |
-38.0 |
-1.1% |
3,508.0 |
Low |
3,353.0 |
3,346.0 |
-7.0 |
-0.2% |
3,332.0 |
Close |
3,400.0 |
3,360.0 |
-40.0 |
-1.2% |
3,360.0 |
Range |
94.0 |
63.0 |
-31.0 |
-33.0% |
176.0 |
ATR |
92.1 |
90.1 |
-2.1 |
-2.3% |
0.0 |
Volume |
29,906 |
19,312 |
-10,594 |
-35.4% |
123,929 |
|
Daily Pivots for day following 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,560.7 |
3,523.3 |
3,394.7 |
|
R3 |
3,497.7 |
3,460.3 |
3,377.3 |
|
R2 |
3,434.7 |
3,434.7 |
3,371.6 |
|
R1 |
3,397.3 |
3,397.3 |
3,365.8 |
3,384.5 |
PP |
3,371.7 |
3,371.7 |
3,371.7 |
3,365.3 |
S1 |
3,334.3 |
3,334.3 |
3,354.2 |
3,321.5 |
S2 |
3,308.7 |
3,308.7 |
3,348.5 |
|
S3 |
3,245.7 |
3,271.3 |
3,342.7 |
|
S4 |
3,182.7 |
3,208.3 |
3,325.4 |
|
|
Weekly Pivots for week ending 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,928.0 |
3,820.0 |
3,456.8 |
|
R3 |
3,752.0 |
3,644.0 |
3,408.4 |
|
R2 |
3,576.0 |
3,576.0 |
3,392.3 |
|
R1 |
3,468.0 |
3,468.0 |
3,376.1 |
3,434.0 |
PP |
3,400.0 |
3,400.0 |
3,400.0 |
3,383.0 |
S1 |
3,292.0 |
3,292.0 |
3,343.9 |
3,258.0 |
S2 |
3,224.0 |
3,224.0 |
3,327.7 |
|
S3 |
3,048.0 |
3,116.0 |
3,311.6 |
|
S4 |
2,872.0 |
2,940.0 |
3,263.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,508.0 |
3,332.0 |
176.0 |
5.2% |
69.2 |
2.1% |
16% |
False |
False |
24,785 |
10 |
3,524.0 |
3,332.0 |
192.0 |
5.7% |
72.0 |
2.1% |
15% |
False |
False |
24,175 |
20 |
3,551.0 |
3,299.0 |
252.0 |
7.5% |
75.7 |
2.3% |
24% |
False |
False |
25,879 |
40 |
4,002.0 |
3,299.0 |
703.0 |
20.9% |
91.7 |
2.7% |
9% |
False |
False |
22,668 |
60 |
4,002.0 |
3,299.0 |
703.0 |
20.9% |
88.4 |
2.6% |
9% |
False |
False |
21,280 |
80 |
4,326.0 |
3,229.0 |
1,097.0 |
32.6% |
77.3 |
2.3% |
12% |
False |
False |
16,537 |
100 |
4,841.0 |
3,229.0 |
1,612.0 |
48.0% |
68.0 |
2.0% |
8% |
False |
False |
13,911 |
120 |
5,185.0 |
3,229.0 |
1,956.0 |
58.2% |
61.8 |
1.8% |
7% |
False |
False |
11,603 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,676.8 |
2.618 |
3,573.9 |
1.618 |
3,510.9 |
1.000 |
3,472.0 |
0.618 |
3,447.9 |
HIGH |
3,409.0 |
0.618 |
3,384.9 |
0.500 |
3,377.5 |
0.382 |
3,370.1 |
LOW |
3,346.0 |
0.618 |
3,307.1 |
1.000 |
3,283.0 |
1.618 |
3,244.1 |
2.618 |
3,181.1 |
4.250 |
3,078.3 |
|
|
Fisher Pivots for day following 20-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
3,377.5 |
3,389.5 |
PP |
3,371.7 |
3,379.7 |
S1 |
3,365.8 |
3,369.8 |
|