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 |
4,344.0 |
4,242.0 |
-102.0 |
-2.3% |
4,632.5 |
High |
4,344.0 |
4,262.0 |
-82.0 |
-1.9% |
4,703.5 |
Low |
4,220.0 |
4,145.5 |
-74.5 |
-1.8% |
4,388.5 |
Close |
4,251.0 |
4,228.5 |
-22.5 |
-0.5% |
4,434.0 |
Range |
124.0 |
116.5 |
-7.5 |
-6.0% |
315.0 |
ATR |
155.0 |
152.3 |
-2.8 |
-1.8% |
0.0 |
Volume |
572 |
721 |
149 |
26.0% |
1,900 |
|
Daily Pivots for day following 18-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,561.5 |
4,511.5 |
4,292.6 |
|
R3 |
4,445.0 |
4,395.0 |
4,260.5 |
|
R2 |
4,328.5 |
4,328.5 |
4,249.9 |
|
R1 |
4,278.5 |
4,278.5 |
4,239.2 |
4,245.3 |
PP |
4,212.0 |
4,212.0 |
4,212.0 |
4,195.4 |
S1 |
4,162.0 |
4,162.0 |
4,217.8 |
4,128.8 |
S2 |
4,095.5 |
4,095.5 |
4,207.1 |
|
S3 |
3,979.0 |
4,045.5 |
4,196.5 |
|
S4 |
3,862.5 |
3,929.0 |
4,164.4 |
|
|
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 |
4,534.5 |
4,145.5 |
389.0 |
9.2% |
116.6 |
2.8% |
21% |
False |
True |
524 |
10 |
4,703.5 |
4,145.5 |
558.0 |
13.2% |
128.0 |
3.0% |
15% |
False |
True |
573 |
20 |
4,703.5 |
4,097.0 |
606.5 |
14.3% |
141.6 |
3.3% |
22% |
False |
False |
565 |
40 |
5,151.0 |
4,097.0 |
1,054.0 |
24.9% |
140.8 |
3.3% |
12% |
False |
False |
835 |
60 |
5,151.0 |
4,097.0 |
1,054.0 |
24.9% |
158.4 |
3.7% |
12% |
False |
False |
1,060 |
80 |
5,414.0 |
4,097.0 |
1,317.0 |
31.1% |
186.5 |
4.4% |
10% |
False |
False |
894 |
100 |
6,394.5 |
4,097.0 |
2,297.5 |
54.3% |
194.0 |
4.6% |
6% |
False |
False |
754 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,757.1 |
2.618 |
4,567.0 |
1.618 |
4,450.5 |
1.000 |
4,378.5 |
0.618 |
4,334.0 |
HIGH |
4,262.0 |
0.618 |
4,217.5 |
0.500 |
4,203.8 |
0.382 |
4,190.0 |
LOW |
4,145.5 |
0.618 |
4,073.5 |
1.000 |
4,029.0 |
1.618 |
3,957.0 |
2.618 |
3,840.5 |
4.250 |
3,650.4 |
|
|
Fisher Pivots for day following 18-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
4,220.3 |
4,291.5 |
PP |
4,212.0 |
4,270.5 |
S1 |
4,203.8 |
4,249.5 |
|