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 |
971.2 |
987.5 |
16.3 |
1.7% |
912.5 |
High |
991.0 |
989.3 |
-1.7 |
-0.2% |
955.6 |
Low |
964.8 |
972.7 |
7.9 |
0.8% |
893.5 |
Close |
980.4 |
978.7 |
-1.7 |
-0.2% |
944.2 |
Range |
26.2 |
16.6 |
-9.6 |
-36.6% |
62.1 |
ATR |
25.6 |
24.9 |
-0.6 |
-2.5% |
0.0 |
Volume |
5,079 |
2,955 |
-2,124 |
-41.8% |
17,135 |
|
Daily Pivots for day following 19-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,030.0 |
1,021.0 |
987.8 |
|
R3 |
1,013.4 |
1,004.4 |
983.3 |
|
R2 |
996.8 |
996.8 |
981.7 |
|
R1 |
987.8 |
987.8 |
980.2 |
984.0 |
PP |
980.2 |
980.2 |
980.2 |
978.4 |
S1 |
971.2 |
971.2 |
977.2 |
967.4 |
S2 |
963.6 |
963.6 |
975.7 |
|
S3 |
947.0 |
954.6 |
974.1 |
|
S4 |
930.4 |
938.0 |
969.6 |
|
|
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 |
935.7 |
55.3 |
5.7% |
21.8 |
2.2% |
78% |
False |
False |
3,382 |
10 |
991.0 |
893.5 |
97.5 |
10.0% |
23.1 |
2.4% |
87% |
False |
False |
3,066 |
20 |
991.0 |
847.8 |
143.2 |
14.6% |
24.2 |
2.5% |
91% |
False |
False |
3,904 |
40 |
991.0 |
805.2 |
185.8 |
19.0% |
24.1 |
2.5% |
93% |
False |
False |
2,838 |
60 |
991.0 |
748.0 |
243.0 |
24.8% |
23.8 |
2.4% |
95% |
False |
False |
2,563 |
80 |
991.0 |
705.7 |
285.3 |
29.2% |
24.1 |
2.5% |
96% |
False |
False |
2,333 |
100 |
991.0 |
691.8 |
299.2 |
30.6% |
25.9 |
2.6% |
96% |
False |
False |
2,003 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,059.9 |
2.618 |
1,032.8 |
1.618 |
1,016.2 |
1.000 |
1,005.9 |
0.618 |
999.6 |
HIGH |
989.3 |
0.618 |
983.0 |
0.500 |
981.0 |
0.382 |
979.0 |
LOW |
972.7 |
0.618 |
962.4 |
1.000 |
956.1 |
1.618 |
945.8 |
2.618 |
929.2 |
4.250 |
902.2 |
|
|
Fisher Pivots for day following 19-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
981.0 |
974.3 |
PP |
980.2 |
969.9 |
S1 |
979.5 |
965.5 |
|