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 |
7,845.63 |
7,546.35 |
-299.28 |
-3.8% |
8,281.38 |
High |
7,845.63 |
7,617.76 |
-227.87 |
-2.9% |
8,315.07 |
Low |
7,551.01 |
7,479.97 |
-71.04 |
-0.9% |
7,693.98 |
Close |
7,552.60 |
7,555.63 |
3.03 |
0.0% |
7,850.41 |
Range |
294.62 |
137.79 |
-156.83 |
-53.2% |
621.09 |
ATR |
233.55 |
226.71 |
-6.84 |
-2.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,964.49 |
7,897.85 |
7,631.41 |
|
R3 |
7,826.70 |
7,760.06 |
7,593.52 |
|
R2 |
7,688.91 |
7,688.91 |
7,580.89 |
|
R1 |
7,622.27 |
7,622.27 |
7,568.26 |
7,655.59 |
PP |
7,551.12 |
7,551.12 |
7,551.12 |
7,567.78 |
S1 |
7,484.48 |
7,484.48 |
7,543.00 |
7,517.80 |
S2 |
7,413.33 |
7,413.33 |
7,530.37 |
|
S3 |
7,275.54 |
7,346.69 |
7,517.74 |
|
S4 |
7,137.75 |
7,208.90 |
7,479.85 |
|
|
Weekly Pivots for week ending 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,816.42 |
9,454.51 |
8,192.01 |
|
R3 |
9,195.33 |
8,833.42 |
8,021.21 |
|
R2 |
8,574.24 |
8,574.24 |
7,964.28 |
|
R1 |
8,212.33 |
8,212.33 |
7,907.34 |
8,082.74 |
PP |
7,953.15 |
7,953.15 |
7,953.15 |
7,888.36 |
S1 |
7,591.24 |
7,591.24 |
7,793.48 |
7,461.65 |
S2 |
7,332.06 |
7,332.06 |
7,736.54 |
|
S3 |
6,710.97 |
6,970.15 |
7,679.61 |
|
S4 |
6,089.88 |
6,349.06 |
7,508.81 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,983.74 |
7,479.97 |
503.77 |
6.7% |
187.84 |
2.5% |
15% |
False |
True |
|
10 |
8,315.07 |
7,479.97 |
835.10 |
11.1% |
223.43 |
3.0% |
9% |
False |
True |
|
20 |
8,405.87 |
7,479.97 |
925.90 |
12.3% |
222.12 |
2.9% |
8% |
False |
True |
|
40 |
9,088.06 |
7,479.97 |
1,608.09 |
21.3% |
212.39 |
2.8% |
5% |
False |
True |
|
60 |
9,088.06 |
7,449.38 |
1,638.68 |
21.7% |
270.58 |
3.6% |
6% |
False |
False |
|
80 |
9,653.95 |
7,449.38 |
2,204.57 |
29.2% |
315.27 |
4.2% |
5% |
False |
False |
|
100 |
11,168.06 |
7,449.38 |
3,718.68 |
49.2% |
372.43 |
4.9% |
3% |
False |
False |
|
120 |
11,790.17 |
7,449.38 |
4,340.79 |
57.5% |
362.30 |
4.8% |
2% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,203.37 |
2.618 |
7,978.49 |
1.618 |
7,840.70 |
1.000 |
7,755.55 |
0.618 |
7,702.91 |
HIGH |
7,617.76 |
0.618 |
7,565.12 |
0.500 |
7,548.87 |
0.382 |
7,532.61 |
LOW |
7,479.97 |
0.618 |
7,394.82 |
1.000 |
7,342.18 |
1.618 |
7,257.03 |
2.618 |
7,119.24 |
4.250 |
6,894.36 |
|
|
Fisher Pivots for day following 18-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
7,553.38 |
7,725.41 |
PP |
7,551.12 |
7,668.81 |
S1 |
7,548.87 |
7,612.22 |
|