Trading Metrics calculated at close of trading on 27-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2009 |
27-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
1,980.0 |
1,975.0 |
-5.0 |
-0.3% |
2,033.0 |
High |
2,039.0 |
2,002.0 |
-37.0 |
-1.8% |
2,066.0 |
Low |
1,969.0 |
1,936.0 |
-33.0 |
-1.7% |
1,933.0 |
Close |
2,016.0 |
1,975.0 |
-41.0 |
-2.0% |
1,975.0 |
Range |
70.0 |
66.0 |
-4.0 |
-5.7% |
133.0 |
ATR |
89.5 |
88.8 |
-0.7 |
-0.8% |
0.0 |
Volume |
1,624,857 |
1,611,468 |
-13,389 |
-0.8% |
7,982,398 |
|
Daily Pivots for day following 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,169.0 |
2,138.0 |
2,011.3 |
|
R3 |
2,103.0 |
2,072.0 |
1,993.2 |
|
R2 |
2,037.0 |
2,037.0 |
1,987.1 |
|
R1 |
2,006.0 |
2,006.0 |
1,981.1 |
2,008.0 |
PP |
1,971.0 |
1,971.0 |
1,971.0 |
1,972.0 |
S1 |
1,940.0 |
1,940.0 |
1,969.0 |
1,942.0 |
S2 |
1,905.0 |
1,905.0 |
1,962.9 |
|
S3 |
1,839.0 |
1,874.0 |
1,956.9 |
|
S4 |
1,773.0 |
1,808.0 |
1,938.7 |
|
|
Weekly Pivots for week ending 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,390.3 |
2,315.7 |
2,048.2 |
|
R3 |
2,257.3 |
2,182.7 |
2,011.6 |
|
R2 |
2,124.3 |
2,124.3 |
1,999.4 |
|
R1 |
2,049.7 |
2,049.7 |
1,987.2 |
2,020.5 |
PP |
1,991.3 |
1,991.3 |
1,991.3 |
1,976.8 |
S1 |
1,916.7 |
1,916.7 |
1,962.8 |
1,887.5 |
S2 |
1,858.3 |
1,858.3 |
1,950.6 |
|
S3 |
1,725.3 |
1,783.7 |
1,938.4 |
|
S4 |
1,592.3 |
1,650.7 |
1,901.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,066.0 |
1,933.0 |
133.0 |
6.7% |
86.2 |
4.4% |
32% |
False |
False |
1,596,479 |
10 |
2,270.0 |
1,933.0 |
337.0 |
17.1% |
78.5 |
4.0% |
12% |
False |
False |
1,560,421 |
20 |
2,368.0 |
1,933.0 |
435.0 |
22.0% |
78.0 |
3.9% |
10% |
False |
False |
1,438,692 |
40 |
2,619.0 |
1,933.0 |
686.0 |
34.7% |
83.0 |
4.2% |
6% |
False |
False |
1,287,978 |
60 |
2,619.0 |
1,933.0 |
686.0 |
34.7% |
87.3 |
4.4% |
6% |
False |
False |
985,364 |
80 |
2,781.0 |
1,933.0 |
848.0 |
42.9% |
100.9 |
5.1% |
5% |
False |
False |
741,057 |
100 |
3,179.0 |
1,933.0 |
1,246.0 |
63.1% |
117.9 |
6.0% |
3% |
False |
False |
593,505 |
120 |
3,428.0 |
1,933.0 |
1,495.0 |
75.7% |
117.6 |
6.0% |
3% |
False |
False |
498,511 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,282.5 |
2.618 |
2,174.8 |
1.618 |
2,108.8 |
1.000 |
2,068.0 |
0.618 |
2,042.8 |
HIGH |
2,002.0 |
0.618 |
1,976.8 |
0.500 |
1,969.0 |
0.382 |
1,961.2 |
LOW |
1,936.0 |
0.618 |
1,895.2 |
1.000 |
1,870.0 |
1.618 |
1,829.2 |
2.618 |
1,763.2 |
4.250 |
1,655.5 |
|
|
Fisher Pivots for day following 27-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
1,973.0 |
1,986.0 |
PP |
1,971.0 |
1,982.3 |
S1 |
1,969.0 |
1,978.7 |
|