Trading Metrics calculated at close of trading on 25-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2009 |
25-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
1,978.0 |
2,002.0 |
24.0 |
1.2% |
2,183.0 |
High |
2,027.0 |
2,025.0 |
-2.0 |
-0.1% |
2,183.0 |
Low |
1,944.0 |
1,933.0 |
-11.0 |
-0.6% |
1,987.0 |
Close |
1,985.0 |
1,967.0 |
-18.0 |
-0.9% |
2,025.0 |
Range |
83.0 |
92.0 |
9.0 |
10.8% |
196.0 |
ATR |
90.7 |
90.8 |
0.1 |
0.1% |
0.0 |
Volume |
1,692,416 |
1,595,417 |
-96,999 |
-5.7% |
6,577,190 |
|
Daily Pivots for day following 25-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,251.0 |
2,201.0 |
2,017.6 |
|
R3 |
2,159.0 |
2,109.0 |
1,992.3 |
|
R2 |
2,067.0 |
2,067.0 |
1,983.9 |
|
R1 |
2,017.0 |
2,017.0 |
1,975.4 |
1,996.0 |
PP |
1,975.0 |
1,975.0 |
1,975.0 |
1,964.5 |
S1 |
1,925.0 |
1,925.0 |
1,958.6 |
1,904.0 |
S2 |
1,883.0 |
1,883.0 |
1,950.1 |
|
S3 |
1,791.0 |
1,833.0 |
1,941.7 |
|
S4 |
1,699.0 |
1,741.0 |
1,916.4 |
|
|
Weekly Pivots for week ending 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,653.0 |
2,535.0 |
2,132.8 |
|
R3 |
2,457.0 |
2,339.0 |
2,078.9 |
|
R2 |
2,261.0 |
2,261.0 |
2,060.9 |
|
R1 |
2,143.0 |
2,143.0 |
2,043.0 |
2,104.0 |
PP |
2,065.0 |
2,065.0 |
2,065.0 |
2,045.5 |
S1 |
1,947.0 |
1,947.0 |
2,007.0 |
1,908.0 |
S2 |
1,869.0 |
1,869.0 |
1,989.1 |
|
S3 |
1,673.0 |
1,751.0 |
1,971.1 |
|
S4 |
1,477.0 |
1,555.0 |
1,917.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,148.0 |
1,933.0 |
215.0 |
10.9% |
90.6 |
4.6% |
16% |
False |
True |
1,605,206 |
10 |
2,278.0 |
1,933.0 |
345.0 |
17.5% |
76.7 |
3.9% |
10% |
False |
True |
1,509,109 |
20 |
2,368.0 |
1,933.0 |
435.0 |
22.1% |
80.9 |
4.1% |
8% |
False |
True |
1,415,166 |
40 |
2,619.0 |
1,933.0 |
686.0 |
34.9% |
82.3 |
4.2% |
5% |
False |
True |
1,224,112 |
60 |
2,619.0 |
1,933.0 |
686.0 |
34.9% |
89.0 |
4.5% |
5% |
False |
True |
931,613 |
80 |
2,781.0 |
1,933.0 |
848.0 |
43.1% |
103.3 |
5.3% |
4% |
False |
True |
700,684 |
100 |
3,179.0 |
1,933.0 |
1,246.0 |
63.3% |
119.2 |
6.1% |
3% |
False |
True |
561,180 |
120 |
3,476.0 |
1,933.0 |
1,543.0 |
78.4% |
117.4 |
6.0% |
2% |
False |
True |
471,571 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,416.0 |
2.618 |
2,265.9 |
1.618 |
2,173.9 |
1.000 |
2,117.0 |
0.618 |
2,081.9 |
HIGH |
2,025.0 |
0.618 |
1,989.9 |
0.500 |
1,979.0 |
0.382 |
1,968.1 |
LOW |
1,933.0 |
0.618 |
1,876.1 |
1.000 |
1,841.0 |
1.618 |
1,784.1 |
2.618 |
1,692.1 |
4.250 |
1,542.0 |
|
|
Fisher Pivots for day following 25-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
1,979.0 |
1,999.5 |
PP |
1,975.0 |
1,988.7 |
S1 |
1,971.0 |
1,977.8 |
|