Trading Metrics calculated at close of trading on 17-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2009 |
17-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
4,405.0 |
4,344.0 |
-61.0 |
-1.4% |
4,632.5 |
High |
4,437.5 |
4,344.0 |
-93.5 |
-2.1% |
4,703.5 |
Low |
4,350.0 |
4,220.0 |
-130.0 |
-3.0% |
4,388.5 |
Close |
4,387.0 |
4,251.0 |
-136.0 |
-3.1% |
4,434.0 |
Range |
87.5 |
124.0 |
36.5 |
41.7% |
315.0 |
ATR |
154.1 |
155.0 |
0.9 |
0.6% |
0.0 |
Volume |
379 |
572 |
193 |
50.9% |
1,900 |
|
Daily Pivots for day following 17-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,643.7 |
4,571.3 |
4,319.2 |
|
R3 |
4,519.7 |
4,447.3 |
4,285.1 |
|
R2 |
4,395.7 |
4,395.7 |
4,273.7 |
|
R1 |
4,323.3 |
4,323.3 |
4,262.4 |
4,297.5 |
PP |
4,271.7 |
4,271.7 |
4,271.7 |
4,258.8 |
S1 |
4,199.3 |
4,199.3 |
4,239.6 |
4,173.5 |
S2 |
4,147.7 |
4,147.7 |
4,228.3 |
|
S3 |
4,023.7 |
4,075.3 |
4,216.9 |
|
S4 |
3,899.7 |
3,951.3 |
4,182.8 |
|
|
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 |
4,560.0 |
4,220.0 |
340.0 |
8.0% |
107.3 |
2.5% |
9% |
False |
True |
406 |
10 |
4,703.5 |
4,220.0 |
483.5 |
11.4% |
131.6 |
3.1% |
6% |
False |
True |
547 |
20 |
4,703.5 |
4,097.0 |
606.5 |
14.3% |
146.4 |
3.4% |
25% |
False |
False |
592 |
40 |
5,151.0 |
4,097.0 |
1,054.0 |
24.8% |
141.8 |
3.3% |
15% |
False |
False |
939 |
60 |
5,151.0 |
4,097.0 |
1,054.0 |
24.8% |
161.9 |
3.8% |
15% |
False |
False |
1,058 |
80 |
5,414.0 |
4,097.0 |
1,317.0 |
31.0% |
189.0 |
4.4% |
12% |
False |
False |
888 |
100 |
6,394.5 |
4,097.0 |
2,297.5 |
54.0% |
193.2 |
4.5% |
7% |
False |
False |
749 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,871.0 |
2.618 |
4,668.6 |
1.618 |
4,544.6 |
1.000 |
4,468.0 |
0.618 |
4,420.6 |
HIGH |
4,344.0 |
0.618 |
4,296.6 |
0.500 |
4,282.0 |
0.382 |
4,267.4 |
LOW |
4,220.0 |
0.618 |
4,143.4 |
1.000 |
4,096.0 |
1.618 |
4,019.4 |
2.618 |
3,895.4 |
4.250 |
3,693.0 |
|
|
Fisher Pivots for day following 17-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
4,282.0 |
4,372.5 |
PP |
4,271.7 |
4,332.0 |
S1 |
4,261.3 |
4,291.5 |
|