Trading Metrics calculated at close of trading on 23-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2009 |
23-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
775.87 |
773.25 |
-2.62 |
-0.3% |
818.61 |
High |
778.69 |
777.85 |
-0.84 |
-0.1% |
818.61 |
Low |
754.25 |
742.37 |
-11.88 |
-1.6% |
754.25 |
Close |
770.05 |
743.33 |
-26.72 |
-3.5% |
770.05 |
Range |
24.44 |
35.48 |
11.04 |
45.2% |
64.36 |
ATR |
25.68 |
26.38 |
0.70 |
2.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
860.96 |
837.62 |
762.84 |
|
R3 |
825.48 |
802.14 |
753.09 |
|
R2 |
790.00 |
790.00 |
749.83 |
|
R1 |
766.66 |
766.66 |
746.58 |
760.59 |
PP |
754.52 |
754.52 |
754.52 |
751.48 |
S1 |
731.18 |
731.18 |
740.08 |
725.11 |
S2 |
719.04 |
719.04 |
736.83 |
|
S3 |
683.56 |
695.70 |
733.57 |
|
S4 |
648.08 |
660.22 |
723.82 |
|
|
Weekly Pivots for week ending 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
974.05 |
936.41 |
805.45 |
|
R3 |
909.69 |
872.05 |
787.75 |
|
R2 |
845.33 |
845.33 |
781.85 |
|
R1 |
807.69 |
807.69 |
775.95 |
794.33 |
PP |
780.97 |
780.97 |
780.97 |
774.29 |
S1 |
743.33 |
743.33 |
764.15 |
729.97 |
S2 |
716.61 |
716.61 |
758.25 |
|
S3 |
652.25 |
678.97 |
752.35 |
|
S4 |
587.89 |
614.61 |
734.65 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
818.61 |
742.37 |
76.24 |
10.3% |
25.13 |
3.4% |
1% |
False |
True |
|
10 |
875.01 |
742.37 |
132.64 |
17.8% |
24.16 |
3.3% |
1% |
False |
True |
|
20 |
877.86 |
742.37 |
135.49 |
18.2% |
24.28 |
3.3% |
1% |
False |
True |
|
40 |
943.85 |
742.37 |
201.48 |
27.1% |
24.17 |
3.3% |
0% |
False |
True |
|
60 |
943.85 |
742.37 |
201.48 |
27.1% |
27.89 |
3.8% |
0% |
False |
True |
|
80 |
1,007.51 |
741.02 |
266.49 |
35.9% |
33.27 |
4.5% |
1% |
False |
False |
|
100 |
1,168.03 |
741.02 |
427.01 |
57.4% |
39.67 |
5.3% |
1% |
False |
False |
|
120 |
1,303.04 |
741.02 |
562.02 |
75.6% |
39.88 |
5.4% |
0% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
928.64 |
2.618 |
870.74 |
1.618 |
835.26 |
1.000 |
813.33 |
0.618 |
799.78 |
HIGH |
777.85 |
0.618 |
764.30 |
0.500 |
760.11 |
0.382 |
755.92 |
LOW |
742.37 |
0.618 |
720.44 |
1.000 |
706.89 |
1.618 |
684.96 |
2.618 |
649.48 |
4.250 |
591.58 |
|
|
Fisher Pivots for day following 23-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
760.11 |
769.98 |
PP |
754.52 |
761.09 |
S1 |
748.92 |
752.21 |
|