Trading Metrics calculated at close of trading on 17-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2009 |
17-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
946.8 |
942.5 |
-4.3 |
-0.5% |
912.5 |
High |
947.8 |
977.2 |
29.4 |
3.1% |
955.6 |
Low |
935.7 |
940.0 |
4.3 |
0.5% |
893.5 |
Close |
944.2 |
969.6 |
25.4 |
2.7% |
944.2 |
Range |
12.1 |
37.2 |
25.1 |
207.4% |
62.1 |
ATR |
24.6 |
25.5 |
0.9 |
3.7% |
0.0 |
Volume |
2,301 |
1,809 |
-492 |
-21.4% |
17,135 |
|
Daily Pivots for day following 17-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,073.9 |
1,058.9 |
990.1 |
|
R3 |
1,036.7 |
1,021.7 |
979.8 |
|
R2 |
999.5 |
999.5 |
976.4 |
|
R1 |
984.5 |
984.5 |
973.0 |
992.0 |
PP |
962.3 |
962.3 |
962.3 |
966.0 |
S1 |
947.3 |
947.3 |
966.2 |
954.8 |
S2 |
925.1 |
925.1 |
962.8 |
|
S3 |
887.9 |
910.1 |
959.4 |
|
S4 |
850.7 |
872.9 |
949.1 |
|
|
Weekly Pivots for week ending 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,117.4 |
1,092.9 |
978.4 |
|
R3 |
1,055.3 |
1,030.8 |
961.3 |
|
R2 |
993.2 |
993.2 |
955.6 |
|
R1 |
968.7 |
968.7 |
949.9 |
981.0 |
PP |
931.1 |
931.1 |
931.1 |
937.2 |
S1 |
906.6 |
906.6 |
938.5 |
918.9 |
S2 |
869.0 |
869.0 |
932.8 |
|
S3 |
806.9 |
844.5 |
927.1 |
|
S4 |
744.8 |
782.4 |
910.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
977.2 |
894.5 |
82.7 |
8.5% |
26.1 |
2.7% |
91% |
True |
False |
3,348 |
10 |
977.2 |
892.7 |
84.5 |
8.7% |
22.4 |
2.3% |
91% |
True |
False |
2,904 |
20 |
977.2 |
828.2 |
149.0 |
15.4% |
25.1 |
2.6% |
95% |
True |
False |
3,737 |
40 |
977.2 |
805.2 |
172.0 |
17.7% |
24.2 |
2.5% |
96% |
True |
False |
2,714 |
60 |
977.2 |
739.9 |
237.3 |
24.5% |
24.3 |
2.5% |
97% |
True |
False |
2,498 |
80 |
977.2 |
691.8 |
285.4 |
29.4% |
24.6 |
2.5% |
97% |
True |
False |
2,267 |
100 |
977.2 |
691.8 |
285.4 |
29.4% |
25.9 |
2.7% |
97% |
True |
False |
1,928 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,135.3 |
2.618 |
1,074.6 |
1.618 |
1,037.4 |
1.000 |
1,014.4 |
0.618 |
1,000.2 |
HIGH |
977.2 |
0.618 |
963.0 |
0.500 |
958.6 |
0.382 |
954.2 |
LOW |
940.0 |
0.618 |
917.0 |
1.000 |
902.8 |
1.618 |
879.8 |
2.618 |
842.6 |
4.250 |
781.9 |
|
|
Fisher Pivots for day following 17-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
965.9 |
965.2 |
PP |
962.3 |
960.8 |
S1 |
958.6 |
956.5 |
|