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 |
7,751 |
7,520 |
-231 |
-3.0% |
8,275 |
High |
7,772 |
7,598 |
-174 |
-2.2% |
8,280 |
Low |
7,500 |
7,443 |
-57 |
-0.8% |
7,662 |
Close |
7,507 |
7,483 |
-24 |
-0.3% |
7,779 |
Range |
272 |
155 |
-117 |
-43.0% |
618 |
ATR |
260 |
252 |
-7 |
-2.9% |
0 |
Volume |
196,222 |
241,723 |
45,501 |
23.2% |
1,046,795 |
|
Daily Pivots for day following 18-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,973 |
7,883 |
7,568 |
|
R3 |
7,818 |
7,728 |
7,526 |
|
R2 |
7,663 |
7,663 |
7,512 |
|
R1 |
7,573 |
7,573 |
7,497 |
7,541 |
PP |
7,508 |
7,508 |
7,508 |
7,492 |
S1 |
7,418 |
7,418 |
7,469 |
7,386 |
S2 |
7,353 |
7,353 |
7,455 |
|
S3 |
7,198 |
7,263 |
7,441 |
|
S4 |
7,043 |
7,108 |
7,398 |
|
|
Weekly Pivots for week ending 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,761 |
9,388 |
8,119 |
|
R3 |
9,143 |
8,770 |
7,949 |
|
R2 |
8,525 |
8,525 |
7,892 |
|
R1 |
8,152 |
8,152 |
7,836 |
8,030 |
PP |
7,907 |
7,907 |
7,907 |
7,846 |
S1 |
7,534 |
7,534 |
7,722 |
7,412 |
S2 |
7,289 |
7,289 |
7,666 |
|
S3 |
6,671 |
6,916 |
7,609 |
|
S4 |
6,053 |
6,298 |
7,439 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,965 |
7,443 |
522 |
7.0% |
208 |
2.8% |
8% |
False |
True |
228,120 |
10 |
8,280 |
7,443 |
837 |
11.2% |
243 |
3.2% |
5% |
False |
True |
210,876 |
20 |
8,359 |
7,443 |
916 |
12.2% |
247 |
3.3% |
4% |
False |
True |
206,224 |
40 |
9,048 |
7,443 |
1,605 |
21.4% |
240 |
3.2% |
2% |
False |
True |
171,120 |
60 |
9,048 |
7,398 |
1,650 |
22.0% |
299 |
4.0% |
5% |
False |
False |
129,690 |
80 |
9,612 |
7,398 |
2,214 |
29.6% |
353 |
4.7% |
4% |
False |
False |
97,323 |
100 |
11,200 |
7,398 |
3,802 |
50.8% |
411 |
5.5% |
2% |
False |
False |
77,933 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,257 |
2.618 |
8,004 |
1.618 |
7,849 |
1.000 |
7,753 |
0.618 |
7,694 |
HIGH |
7,598 |
0.618 |
7,539 |
0.500 |
7,521 |
0.382 |
7,502 |
LOW |
7,443 |
0.618 |
7,347 |
1.000 |
7,288 |
1.618 |
7,192 |
2.618 |
7,037 |
4.250 |
6,784 |
|
|
Fisher Pivots for day following 18-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
7,521 |
7,704 |
PP |
7,508 |
7,630 |
S1 |
7,496 |
7,557 |
|