Trading Metrics calculated at close of trading on 20-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2009 |
20-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
7,555.23 |
7,461.49 |
-93.74 |
-1.2% |
7,845.63 |
High |
7,614.97 |
7,469.29 |
-145.68 |
-1.9% |
7,845.63 |
Low |
7,447.55 |
7,249.47 |
-198.08 |
-2.7% |
7,249.47 |
Close |
7,465.95 |
7,365.67 |
-100.28 |
-1.3% |
7,365.67 |
Range |
167.42 |
219.82 |
52.40 |
31.3% |
596.16 |
ATR |
222.47 |
222.28 |
-0.19 |
-0.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,020.94 |
7,913.12 |
7,486.57 |
|
R3 |
7,801.12 |
7,693.30 |
7,426.12 |
|
R2 |
7,581.30 |
7,581.30 |
7,405.97 |
|
R1 |
7,473.48 |
7,473.48 |
7,385.82 |
7,417.48 |
PP |
7,361.48 |
7,361.48 |
7,361.48 |
7,333.48 |
S1 |
7,253.66 |
7,253.66 |
7,345.52 |
7,197.66 |
S2 |
7,141.66 |
7,141.66 |
7,325.37 |
|
S3 |
6,921.84 |
7,033.84 |
7,305.22 |
|
S4 |
6,702.02 |
6,814.02 |
7,244.77 |
|
|
Weekly Pivots for week ending 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,275.40 |
8,916.70 |
7,693.56 |
|
R3 |
8,679.24 |
8,320.54 |
7,529.61 |
|
R2 |
8,083.08 |
8,083.08 |
7,474.97 |
|
R1 |
7,724.38 |
7,724.38 |
7,420.32 |
7,605.65 |
PP |
7,486.92 |
7,486.92 |
7,486.92 |
7,427.56 |
S1 |
7,128.22 |
7,128.22 |
7,311.02 |
7,009.49 |
S2 |
6,890.76 |
6,890.76 |
7,256.37 |
|
S3 |
6,294.60 |
6,532.06 |
7,201.73 |
|
S4 |
5,698.44 |
5,935.90 |
7,037.78 |
|
|
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 |
7,249.47 |
721.37 |
9.8% |
190.01 |
2.6% |
16% |
False |
True |
|
10 |
8,315.07 |
7,249.47 |
1,065.60 |
14.5% |
212.61 |
2.9% |
11% |
False |
True |
|
20 |
8,405.87 |
7,249.47 |
1,156.40 |
15.7% |
212.73 |
2.9% |
10% |
False |
True |
|
40 |
9,088.06 |
7,249.47 |
1,838.59 |
25.0% |
210.42 |
2.9% |
6% |
False |
True |
|
60 |
9,088.06 |
7,249.47 |
1,838.59 |
25.0% |
255.32 |
3.5% |
6% |
False |
True |
|
80 |
9,653.95 |
7,249.47 |
2,404.48 |
32.6% |
307.01 |
4.2% |
5% |
False |
True |
|
100 |
11,139.94 |
7,249.47 |
3,890.47 |
52.8% |
370.29 |
5.0% |
3% |
False |
True |
|
120 |
11,790.17 |
7,249.47 |
4,540.70 |
61.6% |
362.29 |
4.9% |
3% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,403.53 |
2.618 |
8,044.78 |
1.618 |
7,824.96 |
1.000 |
7,689.11 |
0.618 |
7,605.14 |
HIGH |
7,469.29 |
0.618 |
7,385.32 |
0.500 |
7,359.38 |
0.382 |
7,333.44 |
LOW |
7,249.47 |
0.618 |
7,113.62 |
1.000 |
7,029.65 |
1.618 |
6,893.80 |
2.618 |
6,673.98 |
4.250 |
6,315.24 |
|
|
Fisher Pivots for day following 20-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
7,363.57 |
7,433.62 |
PP |
7,361.48 |
7,410.97 |
S1 |
7,359.38 |
7,388.32 |
|