Trading Metrics calculated at close of trading on 16-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2009 |
16-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
4,494.0 |
4,405.0 |
-89.0 |
-2.0% |
4,632.5 |
High |
4,525.0 |
4,437.5 |
-87.5 |
-1.9% |
4,703.5 |
Low |
4,416.0 |
4,350.0 |
-66.0 |
-1.5% |
4,388.5 |
Close |
4,434.0 |
4,387.0 |
-47.0 |
-1.1% |
4,434.0 |
Range |
109.0 |
87.5 |
-21.5 |
-19.7% |
315.0 |
ATR |
159.2 |
154.1 |
-5.1 |
-3.2% |
0.0 |
Volume |
384 |
379 |
-5 |
-1.3% |
1,900 |
|
Daily Pivots for day following 16-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,654.0 |
4,608.0 |
4,435.1 |
|
R3 |
4,566.5 |
4,520.5 |
4,411.1 |
|
R2 |
4,479.0 |
4,479.0 |
4,403.0 |
|
R1 |
4,433.0 |
4,433.0 |
4,395.0 |
4,412.3 |
PP |
4,391.5 |
4,391.5 |
4,391.5 |
4,381.1 |
S1 |
4,345.5 |
4,345.5 |
4,379.0 |
4,324.8 |
S2 |
4,304.0 |
4,304.0 |
4,371.0 |
|
S3 |
4,216.5 |
4,258.0 |
4,362.9 |
|
S4 |
4,129.0 |
4,170.5 |
4,338.9 |
|
|
Weekly Pivots for week ending 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,453.7 |
5,258.8 |
4,607.3 |
|
R3 |
5,138.7 |
4,943.8 |
4,520.6 |
|
R2 |
4,823.7 |
4,823.7 |
4,491.8 |
|
R1 |
4,628.8 |
4,628.8 |
4,462.9 |
4,568.8 |
PP |
4,508.7 |
4,508.7 |
4,508.7 |
4,478.6 |
S1 |
4,313.8 |
4,313.8 |
4,405.1 |
4,253.8 |
S2 |
4,193.7 |
4,193.7 |
4,376.3 |
|
S3 |
3,878.7 |
3,998.8 |
4,347.4 |
|
S4 |
3,563.7 |
3,683.8 |
4,260.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,668.5 |
4,350.0 |
318.5 |
7.3% |
124.2 |
2.8% |
12% |
False |
True |
404 |
10 |
4,703.5 |
4,245.0 |
458.5 |
10.5% |
138.9 |
3.2% |
31% |
False |
False |
589 |
20 |
4,703.5 |
4,097.0 |
606.5 |
13.8% |
150.3 |
3.4% |
48% |
False |
False |
591 |
40 |
5,151.0 |
4,097.0 |
1,054.0 |
24.0% |
143.8 |
3.3% |
28% |
False |
False |
1,084 |
60 |
5,151.0 |
4,097.0 |
1,054.0 |
24.0% |
162.5 |
3.7% |
28% |
False |
False |
1,054 |
80 |
5,414.0 |
4,097.0 |
1,317.0 |
30.0% |
189.8 |
4.3% |
22% |
False |
False |
882 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,809.4 |
2.618 |
4,666.6 |
1.618 |
4,579.1 |
1.000 |
4,525.0 |
0.618 |
4,491.6 |
HIGH |
4,437.5 |
0.618 |
4,404.1 |
0.500 |
4,393.8 |
0.382 |
4,383.4 |
LOW |
4,350.0 |
0.618 |
4,295.9 |
1.000 |
4,262.5 |
1.618 |
4,208.4 |
2.618 |
4,120.9 |
4.250 |
3,978.1 |
|
|
Fisher Pivots for day following 16-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
4,393.8 |
4,442.3 |
PP |
4,391.5 |
4,423.8 |
S1 |
4,389.3 |
4,405.4 |
|