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 |
940.8 |
970.2 |
29.4 |
3.1% |
913.4 |
High |
975.4 |
988.7 |
13.3 |
1.4% |
954.0 |
Low |
937.3 |
961.6 |
24.3 |
2.6% |
891.9 |
Close |
967.5 |
978.2 |
10.7 |
1.1% |
942.2 |
Range |
38.1 |
27.1 |
-11.0 |
-28.9% |
62.1 |
ATR |
26.2 |
26.2 |
0.1 |
0.3% |
0.0 |
Volume |
77,272 |
137,885 |
60,613 |
78.4% |
571,662 |
|
Daily Pivots for day following 18-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,057.5 |
1,044.9 |
993.1 |
|
R3 |
1,030.4 |
1,017.8 |
985.7 |
|
R2 |
1,003.3 |
1,003.3 |
983.2 |
|
R1 |
990.7 |
990.7 |
980.7 |
997.0 |
PP |
976.2 |
976.2 |
976.2 |
979.3 |
S1 |
963.6 |
963.6 |
975.7 |
969.9 |
S2 |
949.1 |
949.1 |
973.2 |
|
S3 |
922.0 |
936.5 |
970.7 |
|
S4 |
894.9 |
909.4 |
963.3 |
|
|
Weekly Pivots for week ending 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,115.7 |
1,091.0 |
976.4 |
|
R3 |
1,053.6 |
1,028.9 |
959.3 |
|
R2 |
991.5 |
991.5 |
953.6 |
|
R1 |
966.8 |
966.8 |
947.9 |
979.2 |
PP |
929.4 |
929.4 |
929.4 |
935.5 |
S1 |
904.7 |
904.7 |
936.5 |
917.1 |
S2 |
867.3 |
867.3 |
930.8 |
|
S3 |
805.2 |
842.6 |
925.1 |
|
S4 |
743.1 |
780.5 |
908.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
988.7 |
912.0 |
76.7 |
7.8% |
26.7 |
2.7% |
86% |
True |
False |
125,536 |
10 |
988.7 |
891.9 |
96.8 |
9.9% |
23.7 |
2.4% |
89% |
True |
False |
107,061 |
20 |
988.7 |
844.7 |
144.0 |
14.7% |
25.4 |
2.6% |
93% |
True |
False |
85,635 |
40 |
988.7 |
803.6 |
185.1 |
18.9% |
25.4 |
2.6% |
94% |
True |
False |
46,612 |
60 |
988.7 |
743.5 |
245.2 |
25.1% |
25.8 |
2.6% |
96% |
True |
False |
31,523 |
80 |
988.7 |
689.7 |
299.0 |
30.6% |
25.3 |
2.6% |
96% |
True |
False |
23,886 |
100 |
988.7 |
689.7 |
299.0 |
30.6% |
27.4 |
2.8% |
96% |
True |
False |
19,243 |
120 |
988.7 |
689.7 |
299.0 |
30.6% |
25.1 |
2.6% |
96% |
True |
False |
16,201 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,103.9 |
2.618 |
1,059.6 |
1.618 |
1,032.5 |
1.000 |
1,015.8 |
0.618 |
1,005.4 |
HIGH |
988.7 |
0.618 |
978.3 |
0.500 |
975.2 |
0.382 |
972.0 |
LOW |
961.6 |
0.618 |
944.9 |
1.000 |
934.5 |
1.618 |
917.8 |
2.618 |
890.7 |
4.250 |
846.4 |
|
|
Fisher Pivots for day following 18-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
977.2 |
972.4 |
PP |
976.2 |
966.6 |
S1 |
975.2 |
960.9 |
|