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 |
7,546.35 |
7,555.23 |
8.88 |
0.1% |
8,281.38 |
High |
7,617.76 |
7,614.97 |
-2.79 |
0.0% |
8,315.07 |
Low |
7,479.97 |
7,447.55 |
-32.42 |
-0.4% |
7,693.98 |
Close |
7,555.63 |
7,465.95 |
-89.68 |
-1.2% |
7,850.41 |
Range |
137.79 |
167.42 |
29.63 |
21.5% |
621.09 |
ATR |
226.71 |
222.47 |
-4.23 |
-1.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,011.75 |
7,906.27 |
7,558.03 |
|
R3 |
7,844.33 |
7,738.85 |
7,511.99 |
|
R2 |
7,676.91 |
7,676.91 |
7,496.64 |
|
R1 |
7,571.43 |
7,571.43 |
7,481.30 |
7,540.46 |
PP |
7,509.49 |
7,509.49 |
7,509.49 |
7,494.01 |
S1 |
7,404.01 |
7,404.01 |
7,450.60 |
7,373.04 |
S2 |
7,342.07 |
7,342.07 |
7,435.26 |
|
S3 |
7,174.65 |
7,236.59 |
7,419.91 |
|
S4 |
7,007.23 |
7,069.17 |
7,373.87 |
|
|
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 |
7,970.84 |
7,447.55 |
523.29 |
7.0% |
195.01 |
2.6% |
4% |
False |
True |
|
10 |
8,315.07 |
7,447.55 |
867.52 |
11.6% |
216.88 |
2.9% |
2% |
False |
True |
|
20 |
8,405.87 |
7,447.55 |
958.32 |
12.8% |
215.12 |
2.9% |
2% |
False |
True |
|
40 |
9,088.06 |
7,447.55 |
1,640.51 |
22.0% |
210.66 |
2.8% |
1% |
False |
True |
|
60 |
9,088.06 |
7,447.55 |
1,640.51 |
22.0% |
262.03 |
3.5% |
1% |
False |
True |
|
80 |
9,653.95 |
7,447.55 |
2,206.40 |
29.6% |
310.46 |
4.2% |
1% |
False |
True |
|
100 |
11,168.06 |
7,447.55 |
3,720.51 |
49.8% |
371.08 |
5.0% |
0% |
False |
True |
|
120 |
11,790.17 |
7,447.55 |
4,342.62 |
58.2% |
362.26 |
4.9% |
0% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,326.51 |
2.618 |
8,053.28 |
1.618 |
7,885.86 |
1.000 |
7,782.39 |
0.618 |
7,718.44 |
HIGH |
7,614.97 |
0.618 |
7,551.02 |
0.500 |
7,531.26 |
0.382 |
7,511.50 |
LOW |
7,447.55 |
0.618 |
7,344.08 |
1.000 |
7,280.13 |
1.618 |
7,176.66 |
2.618 |
7,009.24 |
4.250 |
6,736.02 |
|
|
Fisher Pivots for day following 19-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
7,531.26 |
7,646.59 |
PP |
7,509.49 |
7,586.38 |
S1 |
7,487.72 |
7,526.16 |
|