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 |
778.50 |
770.00 |
-8.50 |
-1.1% |
814.00 |
High |
779.50 |
786.50 |
7.00 |
0.9% |
818.75 |
Low |
752.50 |
739.75 |
-12.75 |
-1.7% |
752.50 |
Close |
769.50 |
745.00 |
-24.50 |
-3.2% |
769.50 |
Range |
27.00 |
46.75 |
19.75 |
73.1% |
66.25 |
ATR |
29.09 |
30.35 |
1.26 |
4.3% |
0.00 |
Volume |
2,407,562 |
3,142,066 |
734,504 |
30.5% |
10,171,344 |
|
Daily Pivots for day following 23-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
897.25 |
868.00 |
770.75 |
|
R3 |
850.50 |
821.25 |
757.75 |
|
R2 |
803.75 |
803.75 |
753.50 |
|
R1 |
774.50 |
774.50 |
749.25 |
765.75 |
PP |
757.00 |
757.00 |
757.00 |
752.75 |
S1 |
727.75 |
727.75 |
740.75 |
719.00 |
S2 |
710.25 |
710.25 |
736.50 |
|
S3 |
663.50 |
681.00 |
732.25 |
|
S4 |
616.75 |
634.25 |
719.25 |
|
|
Weekly Pivots for week ending 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
979.00 |
940.50 |
806.00 |
|
R3 |
912.75 |
874.25 |
787.75 |
|
R2 |
846.50 |
846.50 |
781.75 |
|
R1 |
808.00 |
808.00 |
775.50 |
794.00 |
PP |
780.25 |
780.25 |
780.25 |
773.25 |
S1 |
741.75 |
741.75 |
763.50 |
728.00 |
S2 |
714.00 |
714.00 |
757.25 |
|
S3 |
647.75 |
675.50 |
751.25 |
|
S4 |
581.50 |
609.25 |
733.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
818.75 |
739.75 |
79.00 |
10.6% |
29.75 |
4.0% |
7% |
False |
True |
2,662,682 |
10 |
873.00 |
739.75 |
133.25 |
17.9% |
28.50 |
3.8% |
4% |
False |
True |
2,619,036 |
20 |
876.00 |
739.75 |
136.25 |
18.3% |
28.75 |
3.9% |
4% |
False |
True |
2,433,902 |
40 |
942.75 |
739.75 |
203.00 |
27.2% |
28.50 |
3.8% |
3% |
False |
True |
2,111,745 |
60 |
942.75 |
739.75 |
203.00 |
27.2% |
33.00 |
4.4% |
3% |
False |
True |
1,709,876 |
80 |
1,006.50 |
737.25 |
269.25 |
36.1% |
39.00 |
5.2% |
3% |
False |
False |
1,283,782 |
100 |
1,177.25 |
737.25 |
440.00 |
59.1% |
46.75 |
6.3% |
2% |
False |
False |
1,028,274 |
120 |
1,303.75 |
737.25 |
566.50 |
76.0% |
45.75 |
6.1% |
1% |
False |
False |
857,131 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
985.25 |
2.618 |
909.00 |
1.618 |
862.25 |
1.000 |
833.25 |
0.618 |
815.50 |
HIGH |
786.50 |
0.618 |
768.75 |
0.500 |
763.00 |
0.382 |
757.50 |
LOW |
739.75 |
0.618 |
710.75 |
1.000 |
693.00 |
1.618 |
664.00 |
2.618 |
617.25 |
4.250 |
541.00 |
|
|
Fisher Pivots for day following 23-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
763.00 |
768.25 |
PP |
757.00 |
760.50 |
S1 |
751.00 |
752.75 |
|