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 |
942.5 |
971.2 |
28.7 |
3.0% |
912.5 |
High |
977.2 |
991.0 |
13.8 |
1.4% |
955.6 |
Low |
940.0 |
964.8 |
24.8 |
2.6% |
893.5 |
Close |
969.6 |
980.4 |
10.8 |
1.1% |
944.2 |
Range |
37.2 |
26.2 |
-11.0 |
-29.6% |
62.1 |
ATR |
25.5 |
25.6 |
0.0 |
0.2% |
0.0 |
Volume |
1,809 |
5,079 |
3,270 |
180.8% |
17,135 |
|
Daily Pivots for day following 18-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,057.3 |
1,045.1 |
994.8 |
|
R3 |
1,031.1 |
1,018.9 |
987.6 |
|
R2 |
1,004.9 |
1,004.9 |
985.2 |
|
R1 |
992.7 |
992.7 |
982.8 |
998.8 |
PP |
978.7 |
978.7 |
978.7 |
981.8 |
S1 |
966.5 |
966.5 |
978.0 |
972.6 |
S2 |
952.5 |
952.5 |
975.6 |
|
S3 |
926.3 |
940.3 |
973.2 |
|
S4 |
900.1 |
914.1 |
966.0 |
|
|
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 |
991.0 |
914.5 |
76.5 |
7.8% |
26.0 |
2.6% |
86% |
True |
False |
3,793 |
10 |
991.0 |
893.5 |
97.5 |
9.9% |
22.7 |
2.3% |
89% |
True |
False |
3,140 |
20 |
991.0 |
846.6 |
144.4 |
14.7% |
24.4 |
2.5% |
93% |
True |
False |
3,885 |
40 |
991.0 |
805.2 |
185.8 |
19.0% |
24.2 |
2.5% |
94% |
True |
False |
2,805 |
60 |
991.0 |
745.1 |
245.9 |
25.1% |
24.5 |
2.5% |
96% |
True |
False |
2,558 |
80 |
991.0 |
691.8 |
299.2 |
30.5% |
24.6 |
2.5% |
96% |
True |
False |
2,324 |
100 |
991.0 |
691.8 |
299.2 |
30.5% |
26.0 |
2.7% |
96% |
True |
False |
1,977 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,102.4 |
2.618 |
1,059.6 |
1.618 |
1,033.4 |
1.000 |
1,017.2 |
0.618 |
1,007.2 |
HIGH |
991.0 |
0.618 |
981.0 |
0.500 |
977.9 |
0.382 |
974.8 |
LOW |
964.8 |
0.618 |
948.6 |
1.000 |
938.6 |
1.618 |
922.4 |
2.618 |
896.2 |
4.250 |
853.5 |
|
|
Fisher Pivots for day following 18-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
979.6 |
974.7 |
PP |
978.7 |
969.0 |
S1 |
977.9 |
963.4 |
|