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 |
7,520 |
7,486 |
-34 |
-0.5% |
8,275 |
High |
7,598 |
7,616 |
18 |
0.2% |
8,280 |
Low |
7,443 |
7,424 |
-19 |
-0.3% |
7,662 |
Close |
7,483 |
7,462 |
-21 |
-0.3% |
7,779 |
Range |
155 |
192 |
37 |
23.9% |
618 |
ATR |
252 |
248 |
-4 |
-1.7% |
0 |
Volume |
241,723 |
232,469 |
-9,254 |
-3.8% |
1,046,795 |
|
Daily Pivots for day following 19-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,077 |
7,961 |
7,568 |
|
R3 |
7,885 |
7,769 |
7,515 |
|
R2 |
7,693 |
7,693 |
7,497 |
|
R1 |
7,577 |
7,577 |
7,480 |
7,539 |
PP |
7,501 |
7,501 |
7,501 |
7,482 |
S1 |
7,385 |
7,385 |
7,445 |
7,347 |
S2 |
7,309 |
7,309 |
7,427 |
|
S3 |
7,117 |
7,193 |
7,409 |
|
S4 |
6,925 |
7,001 |
7,357 |
|
|
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 |
7,424 |
541 |
7.3% |
220 |
2.9% |
7% |
False |
True |
219,759 |
10 |
8,280 |
7,424 |
856 |
11.5% |
238 |
3.2% |
4% |
False |
True |
216,265 |
20 |
8,359 |
7,424 |
935 |
12.5% |
241 |
3.2% |
4% |
False |
True |
206,130 |
40 |
9,048 |
7,424 |
1,624 |
21.8% |
237 |
3.2% |
2% |
False |
True |
172,485 |
60 |
9,048 |
7,398 |
1,650 |
22.1% |
291 |
3.9% |
4% |
False |
False |
133,559 |
80 |
9,612 |
7,398 |
2,214 |
29.7% |
348 |
4.7% |
3% |
False |
False |
100,227 |
100 |
11,200 |
7,398 |
3,802 |
51.0% |
409 |
5.5% |
2% |
False |
False |
80,255 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,432 |
2.618 |
8,119 |
1.618 |
7,927 |
1.000 |
7,808 |
0.618 |
7,735 |
HIGH |
7,616 |
0.618 |
7,543 |
0.500 |
7,520 |
0.382 |
7,497 |
LOW |
7,424 |
0.618 |
7,305 |
1.000 |
7,232 |
1.618 |
7,113 |
2.618 |
6,921 |
4.250 |
6,608 |
|
|
Fisher Pivots for day following 19-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
7,520 |
7,598 |
PP |
7,501 |
7,553 |
S1 |
7,481 |
7,507 |
|