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 |
4,218.0 |
4,179.0 |
-39.0 |
-0.9% |
4,405.0 |
High |
4,290.0 |
4,179.0 |
-111.0 |
-2.6% |
4,437.5 |
Low |
4,180.0 |
3,991.0 |
-189.0 |
-4.5% |
3,991.0 |
Close |
4,231.5 |
4,064.0 |
-167.5 |
-4.0% |
4,064.0 |
Range |
110.0 |
188.0 |
78.0 |
70.9% |
446.5 |
ATR |
149.2 |
155.8 |
6.5 |
4.4% |
0.0 |
Volume |
1,529 |
403 |
-1,126 |
-73.6% |
3,604 |
|
Daily Pivots for day following 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,642.0 |
4,541.0 |
4,167.4 |
|
R3 |
4,454.0 |
4,353.0 |
4,115.7 |
|
R2 |
4,266.0 |
4,266.0 |
4,098.5 |
|
R1 |
4,165.0 |
4,165.0 |
4,081.2 |
4,121.5 |
PP |
4,078.0 |
4,078.0 |
4,078.0 |
4,056.3 |
S1 |
3,977.0 |
3,977.0 |
4,046.8 |
3,933.5 |
S2 |
3,890.0 |
3,890.0 |
4,029.5 |
|
S3 |
3,702.0 |
3,789.0 |
4,012.3 |
|
S4 |
3,514.0 |
3,601.0 |
3,960.6 |
|
|
Weekly Pivots for week ending 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,503.7 |
5,230.3 |
4,309.6 |
|
R3 |
5,057.2 |
4,783.8 |
4,186.8 |
|
R2 |
4,610.7 |
4,610.7 |
4,145.9 |
|
R1 |
4,337.3 |
4,337.3 |
4,104.9 |
4,250.8 |
PP |
4,164.2 |
4,164.2 |
4,164.2 |
4,120.9 |
S1 |
3,890.8 |
3,890.8 |
4,023.1 |
3,804.3 |
S2 |
3,717.7 |
3,717.7 |
3,982.1 |
|
S3 |
3,271.2 |
3,444.3 |
3,941.2 |
|
S4 |
2,824.7 |
2,997.8 |
3,818.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,437.5 |
3,991.0 |
446.5 |
11.0% |
125.2 |
3.1% |
16% |
False |
True |
720 |
10 |
4,703.5 |
3,991.0 |
712.5 |
17.5% |
124.0 |
3.0% |
10% |
False |
True |
550 |
20 |
4,703.5 |
3,991.0 |
712.5 |
17.5% |
140.7 |
3.5% |
10% |
False |
True |
606 |
40 |
5,151.0 |
3,991.0 |
1,160.0 |
28.5% |
141.5 |
3.5% |
6% |
False |
True |
583 |
60 |
5,151.0 |
3,991.0 |
1,160.0 |
28.5% |
154.6 |
3.8% |
6% |
False |
True |
1,062 |
80 |
5,414.0 |
3,991.0 |
1,423.0 |
35.0% |
183.4 |
4.5% |
5% |
False |
True |
912 |
100 |
6,099.5 |
3,991.0 |
2,108.5 |
51.9% |
194.9 |
4.8% |
3% |
False |
True |
767 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,978.0 |
2.618 |
4,671.2 |
1.618 |
4,483.2 |
1.000 |
4,367.0 |
0.618 |
4,295.2 |
HIGH |
4,179.0 |
0.618 |
4,107.2 |
0.500 |
4,085.0 |
0.382 |
4,062.8 |
LOW |
3,991.0 |
0.618 |
3,874.8 |
1.000 |
3,803.0 |
1.618 |
3,686.8 |
2.618 |
3,498.8 |
4.250 |
3,192.0 |
|
|
Fisher Pivots for day following 20-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
4,085.0 |
4,140.5 |
PP |
4,078.0 |
4,115.0 |
S1 |
4,071.0 |
4,089.5 |
|