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 |
987.0 |
973.2 |
-13.8 |
-1.4% |
940.8 |
High |
987.9 |
1,007.7 |
19.8 |
2.0% |
1,007.7 |
Low |
969.5 |
971.5 |
2.0 |
0.2% |
937.3 |
Close |
976.5 |
1,002.2 |
25.7 |
2.6% |
1,002.2 |
Range |
18.4 |
36.2 |
17.8 |
96.7% |
70.4 |
ATR |
25.7 |
26.4 |
0.8 |
2.9% |
0.0 |
Volume |
117,775 |
116,161 |
-1,614 |
-1.4% |
449,093 |
|
Daily Pivots for day following 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,102.4 |
1,088.5 |
1,022.1 |
|
R3 |
1,066.2 |
1,052.3 |
1,012.2 |
|
R2 |
1,030.0 |
1,030.0 |
1,008.8 |
|
R1 |
1,016.1 |
1,016.1 |
1,005.5 |
1,023.1 |
PP |
993.8 |
993.8 |
993.8 |
997.3 |
S1 |
979.9 |
979.9 |
998.9 |
986.9 |
S2 |
957.6 |
957.6 |
995.6 |
|
S3 |
921.4 |
943.7 |
992.2 |
|
S4 |
885.2 |
907.5 |
982.3 |
|
|
Weekly Pivots for week ending 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,193.6 |
1,168.3 |
1,040.9 |
|
R3 |
1,123.2 |
1,097.9 |
1,021.6 |
|
R2 |
1,052.8 |
1,052.8 |
1,015.1 |
|
R1 |
1,027.5 |
1,027.5 |
1,008.7 |
1,040.2 |
PP |
982.4 |
982.4 |
982.4 |
988.7 |
S1 |
957.1 |
957.1 |
995.7 |
969.8 |
S2 |
912.0 |
912.0 |
989.3 |
|
S3 |
841.6 |
886.7 |
982.8 |
|
S4 |
771.2 |
816.3 |
963.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,007.7 |
933.0 |
74.7 |
7.5% |
26.7 |
2.7% |
93% |
True |
False |
114,796 |
10 |
1,007.7 |
891.9 |
115.8 |
11.6% |
25.4 |
2.5% |
95% |
True |
False |
112,094 |
20 |
1,007.7 |
853.8 |
153.9 |
15.4% |
26.1 |
2.6% |
96% |
True |
False |
94,858 |
40 |
1,007.7 |
803.6 |
204.1 |
20.4% |
25.8 |
2.6% |
97% |
True |
False |
52,379 |
60 |
1,007.7 |
743.5 |
264.2 |
26.4% |
25.0 |
2.5% |
98% |
True |
False |
35,391 |
80 |
1,007.7 |
703.5 |
304.2 |
30.4% |
24.9 |
2.5% |
98% |
True |
False |
26,787 |
100 |
1,007.7 |
689.7 |
318.0 |
31.7% |
27.5 |
2.7% |
98% |
True |
False |
21,573 |
120 |
1,007.7 |
689.7 |
318.0 |
31.7% |
25.5 |
2.5% |
98% |
True |
False |
18,149 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,161.6 |
2.618 |
1,102.5 |
1.618 |
1,066.3 |
1.000 |
1,043.9 |
0.618 |
1,030.1 |
HIGH |
1,007.7 |
0.618 |
993.9 |
0.500 |
989.6 |
0.382 |
985.3 |
LOW |
971.5 |
0.618 |
949.1 |
1.000 |
935.3 |
1.618 |
912.9 |
2.618 |
876.7 |
4.250 |
817.7 |
|
|
Fisher Pivots for day following 20-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
998.0 |
996.4 |
PP |
993.8 |
990.5 |
S1 |
989.6 |
984.7 |
|