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 |
982.7 |
974.0 |
-8.7 |
-0.9% |
939.5 |
High |
986.2 |
1,004.9 |
18.7 |
1.9% |
1,004.9 |
Low |
972.0 |
971.6 |
-0.4 |
0.0% |
937.3 |
Close |
976.1 |
1,001.8 |
25.7 |
2.6% |
1,001.8 |
Range |
14.2 |
33.3 |
19.1 |
134.5% |
67.6 |
ATR |
24.7 |
25.3 |
0.6 |
2.5% |
0.0 |
Volume |
421 |
202 |
-219 |
-52.0% |
2,399 |
|
Daily Pivots for day following 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,092.7 |
1,080.5 |
1,020.1 |
|
R3 |
1,059.4 |
1,047.2 |
1,011.0 |
|
R2 |
1,026.1 |
1,026.1 |
1,007.9 |
|
R1 |
1,013.9 |
1,013.9 |
1,004.9 |
1,020.0 |
PP |
992.8 |
992.8 |
992.8 |
995.8 |
S1 |
980.6 |
980.6 |
998.7 |
986.7 |
S2 |
959.5 |
959.5 |
995.7 |
|
S3 |
926.2 |
947.3 |
992.6 |
|
S4 |
892.9 |
914.0 |
983.5 |
|
|
Weekly Pivots for week ending 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,184.1 |
1,160.6 |
1,039.0 |
|
R3 |
1,116.5 |
1,093.0 |
1,020.4 |
|
R2 |
1,048.9 |
1,048.9 |
1,014.2 |
|
R1 |
1,025.4 |
1,025.4 |
1,008.0 |
1,037.2 |
PP |
981.3 |
981.3 |
981.3 |
987.2 |
S1 |
957.8 |
957.8 |
995.6 |
969.6 |
S2 |
913.7 |
913.7 |
989.4 |
|
S3 |
846.1 |
890.2 |
983.2 |
|
S4 |
778.5 |
822.6 |
964.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,004.9 |
934.2 |
70.7 |
7.1% |
24.6 |
2.5% |
96% |
True |
False |
546 |
10 |
1,004.9 |
891.8 |
113.1 |
11.3% |
22.8 |
2.3% |
97% |
True |
False |
596 |
20 |
1,004.9 |
852.1 |
152.8 |
15.3% |
24.5 |
2.4% |
98% |
True |
False |
39,610 |
40 |
1,004.9 |
801.5 |
203.4 |
20.3% |
25.5 |
2.5% |
98% |
True |
False |
64,632 |
60 |
1,004.9 |
741.2 |
263.7 |
26.3% |
26.4 |
2.6% |
99% |
True |
False |
71,691 |
80 |
1,004.9 |
699.6 |
305.3 |
30.5% |
27.4 |
2.7% |
99% |
True |
False |
56,655 |
100 |
1,004.9 |
688.0 |
316.9 |
31.6% |
30.6 |
3.1% |
99% |
True |
False |
46,034 |
120 |
1,004.9 |
688.0 |
316.9 |
31.6% |
30.8 |
3.1% |
99% |
True |
False |
39,027 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,146.4 |
2.618 |
1,092.1 |
1.618 |
1,058.8 |
1.000 |
1,038.2 |
0.618 |
1,025.5 |
HIGH |
1,004.9 |
0.618 |
992.2 |
0.500 |
988.3 |
0.382 |
984.3 |
LOW |
971.6 |
0.618 |
951.0 |
1.000 |
938.3 |
1.618 |
917.7 |
2.618 |
884.4 |
4.250 |
830.1 |
|
|
Fisher Pivots for day following 20-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
997.3 |
995.7 |
PP |
992.8 |
989.6 |
S1 |
988.3 |
983.6 |
|