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 |
939.5 |
968.4 |
28.9 |
3.1% |
910.0 |
High |
973.8 |
988.0 |
14.2 |
1.5% |
952.8 |
Low |
937.3 |
962.2 |
24.9 |
2.7% |
891.8 |
Close |
967.0 |
977.7 |
10.7 |
1.1% |
941.5 |
Range |
36.5 |
25.8 |
-10.7 |
-29.3% |
61.0 |
ATR |
25.5 |
25.5 |
0.0 |
0.1% |
0.0 |
Volume |
137 |
1,639 |
1,502 |
1,096.4% |
2,797 |
|
Daily Pivots for day following 18-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,053.4 |
1,041.3 |
991.9 |
|
R3 |
1,027.6 |
1,015.5 |
984.8 |
|
R2 |
1,001.8 |
1,001.8 |
982.4 |
|
R1 |
989.7 |
989.7 |
980.1 |
995.8 |
PP |
976.0 |
976.0 |
976.0 |
979.0 |
S1 |
963.9 |
963.9 |
975.3 |
970.0 |
S2 |
950.2 |
950.2 |
973.0 |
|
S3 |
924.4 |
938.1 |
970.6 |
|
S4 |
898.6 |
912.3 |
963.5 |
|
|
Weekly Pivots for week ending 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,111.7 |
1,087.6 |
975.1 |
|
R3 |
1,050.7 |
1,026.6 |
958.3 |
|
R2 |
989.7 |
989.7 |
952.7 |
|
R1 |
965.6 |
965.6 |
947.1 |
977.7 |
PP |
928.7 |
928.7 |
928.7 |
934.7 |
S1 |
904.6 |
904.6 |
935.9 |
916.7 |
S2 |
867.7 |
867.7 |
930.3 |
|
S3 |
806.7 |
843.6 |
924.7 |
|
S4 |
745.7 |
782.6 |
908.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
988.0 |
912.2 |
75.8 |
7.8% |
25.4 |
2.6% |
86% |
True |
False |
651 |
10 |
988.0 |
891.8 |
96.2 |
9.8% |
21.3 |
2.2% |
89% |
True |
False |
725 |
20 |
988.0 |
843.0 |
145.0 |
14.8% |
24.2 |
2.5% |
93% |
True |
False |
54,210 |
40 |
988.0 |
801.5 |
186.5 |
19.1% |
25.3 |
2.6% |
94% |
True |
False |
69,369 |
60 |
988.0 |
733.1 |
254.9 |
26.1% |
26.9 |
2.8% |
96% |
True |
False |
72,415 |
80 |
988.0 |
688.0 |
300.0 |
30.7% |
27.9 |
2.9% |
97% |
True |
False |
56,740 |
100 |
988.0 |
688.0 |
300.0 |
30.7% |
30.9 |
3.2% |
97% |
True |
False |
46,134 |
120 |
988.0 |
688.0 |
300.0 |
30.7% |
30.7 |
3.1% |
97% |
True |
False |
39,035 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,097.7 |
2.618 |
1,055.5 |
1.618 |
1,029.7 |
1.000 |
1,013.8 |
0.618 |
1,003.9 |
HIGH |
988.0 |
0.618 |
978.1 |
0.500 |
975.1 |
0.382 |
972.1 |
LOW |
962.2 |
0.618 |
946.3 |
1.000 |
936.4 |
1.618 |
920.5 |
2.618 |
894.7 |
4.250 |
852.6 |
|
|
Fisher Pivots for day following 18-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
976.8 |
972.2 |
PP |
976.0 |
966.6 |
S1 |
975.1 |
961.1 |
|