Trading Metrics calculated at close of trading on 19-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2009 |
19-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
4,242.0 |
4,218.0 |
-24.0 |
-0.6% |
4,632.5 |
High |
4,262.0 |
4,290.0 |
28.0 |
0.7% |
4,703.5 |
Low |
4,145.5 |
4,180.0 |
34.5 |
0.8% |
4,388.5 |
Close |
4,228.5 |
4,231.5 |
3.0 |
0.1% |
4,434.0 |
Range |
116.5 |
110.0 |
-6.5 |
-5.6% |
315.0 |
ATR |
152.3 |
149.2 |
-3.0 |
-2.0% |
0.0 |
Volume |
721 |
1,529 |
808 |
112.1% |
1,900 |
|
Daily Pivots for day following 19-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,563.8 |
4,507.7 |
4,292.0 |
|
R3 |
4,453.8 |
4,397.7 |
4,261.8 |
|
R2 |
4,343.8 |
4,343.8 |
4,251.7 |
|
R1 |
4,287.7 |
4,287.7 |
4,241.6 |
4,315.8 |
PP |
4,233.8 |
4,233.8 |
4,233.8 |
4,247.9 |
S1 |
4,177.7 |
4,177.7 |
4,221.4 |
4,205.8 |
S2 |
4,123.8 |
4,123.8 |
4,211.3 |
|
S3 |
4,013.8 |
4,067.7 |
4,201.3 |
|
S4 |
3,903.8 |
3,957.7 |
4,171.0 |
|
|
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 |
4,525.0 |
4,145.5 |
379.5 |
9.0% |
109.4 |
2.6% |
23% |
False |
False |
717 |
10 |
4,703.5 |
4,145.5 |
558.0 |
13.2% |
121.8 |
2.9% |
15% |
False |
False |
595 |
20 |
4,703.5 |
4,097.0 |
606.5 |
14.3% |
139.0 |
3.3% |
22% |
False |
False |
630 |
40 |
5,151.0 |
4,097.0 |
1,054.0 |
24.9% |
140.3 |
3.3% |
13% |
False |
False |
667 |
60 |
5,151.0 |
4,097.0 |
1,054.0 |
24.9% |
155.8 |
3.7% |
13% |
False |
False |
1,073 |
80 |
5,414.0 |
4,097.0 |
1,317.0 |
31.1% |
185.2 |
4.4% |
10% |
False |
False |
909 |
100 |
6,316.0 |
4,097.0 |
2,219.0 |
52.4% |
193.8 |
4.6% |
6% |
False |
False |
767 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,757.5 |
2.618 |
4,578.0 |
1.618 |
4,468.0 |
1.000 |
4,400.0 |
0.618 |
4,358.0 |
HIGH |
4,290.0 |
0.618 |
4,248.0 |
0.500 |
4,235.0 |
0.382 |
4,222.0 |
LOW |
4,180.0 |
0.618 |
4,112.0 |
1.000 |
4,070.0 |
1.618 |
4,002.0 |
2.618 |
3,892.0 |
4.250 |
3,712.5 |
|
|
Fisher Pivots for day following 19-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
4,235.0 |
4,244.8 |
PP |
4,233.8 |
4,240.3 |
S1 |
4,232.7 |
4,235.9 |
|