Trading Metrics calculated at close of trading on 17-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2009 |
17-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
7,933.00 |
7,845.63 |
-87.37 |
-1.1% |
8,281.38 |
High |
7,970.84 |
7,845.63 |
-125.21 |
-1.6% |
8,315.07 |
Low |
7,840.45 |
7,551.01 |
-289.44 |
-3.7% |
7,693.98 |
Close |
7,850.41 |
7,552.60 |
-297.81 |
-3.8% |
7,850.41 |
Range |
130.39 |
294.62 |
164.23 |
126.0% |
621.09 |
ATR |
228.48 |
233.55 |
5.07 |
2.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,533.61 |
8,337.72 |
7,714.64 |
|
R3 |
8,238.99 |
8,043.10 |
7,633.62 |
|
R2 |
7,944.37 |
7,944.37 |
7,606.61 |
|
R1 |
7,748.48 |
7,748.48 |
7,579.61 |
7,699.12 |
PP |
7,649.75 |
7,649.75 |
7,649.75 |
7,625.06 |
S1 |
7,453.86 |
7,453.86 |
7,525.59 |
7,404.50 |
S2 |
7,355.13 |
7,355.13 |
7,498.59 |
|
S3 |
7,060.51 |
7,159.24 |
7,471.58 |
|
S4 |
6,765.89 |
6,864.62 |
7,390.56 |
|
|
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 |
8,269.44 |
7,551.01 |
718.43 |
9.5% |
244.43 |
3.2% |
0% |
False |
True |
|
10 |
8,315.07 |
7,551.01 |
764.06 |
10.1% |
230.26 |
3.0% |
0% |
False |
True |
|
20 |
8,405.87 |
7,551.01 |
854.86 |
11.3% |
232.83 |
3.1% |
0% |
False |
True |
|
40 |
9,088.06 |
7,551.01 |
1,537.05 |
20.4% |
217.85 |
2.9% |
0% |
False |
True |
|
60 |
9,088.06 |
7,449.38 |
1,638.68 |
21.7% |
276.91 |
3.7% |
6% |
False |
False |
|
80 |
9,653.95 |
7,449.38 |
2,204.57 |
29.2% |
322.21 |
4.3% |
5% |
False |
False |
|
100 |
11,168.06 |
7,449.38 |
3,718.68 |
49.2% |
372.80 |
4.9% |
3% |
False |
False |
|
120 |
11,790.17 |
7,449.38 |
4,340.79 |
57.5% |
361.95 |
4.8% |
2% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,097.77 |
2.618 |
8,616.95 |
1.618 |
8,322.33 |
1.000 |
8,140.25 |
0.618 |
8,027.71 |
HIGH |
7,845.63 |
0.618 |
7,733.09 |
0.500 |
7,698.32 |
0.382 |
7,663.55 |
LOW |
7,551.01 |
0.618 |
7,368.93 |
1.000 |
7,256.39 |
1.618 |
7,074.31 |
2.618 |
6,779.69 |
4.250 |
6,298.88 |
|
|
Fisher Pivots for day following 17-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
7,698.32 |
7,760.93 |
PP |
7,649.75 |
7,691.48 |
S1 |
7,601.17 |
7,622.04 |
|