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 |
745.00 |
769.00 |
24.00 |
3.2% |
814.00 |
High |
774.75 |
779.50 |
4.75 |
0.6% |
818.75 |
Low |
743.25 |
751.25 |
8.00 |
1.1% |
752.50 |
Close |
768.75 |
761.50 |
-7.25 |
-0.9% |
769.50 |
Range |
31.50 |
28.25 |
-3.25 |
-10.3% |
66.25 |
ATR |
30.43 |
30.28 |
-0.16 |
-0.5% |
0.00 |
Volume |
2,743,651 |
2,750,323 |
6,672 |
0.2% |
10,171,344 |
|
Daily Pivots for day following 25-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
848.75 |
833.50 |
777.00 |
|
R3 |
820.50 |
805.25 |
769.25 |
|
R2 |
792.25 |
792.25 |
766.75 |
|
R1 |
777.00 |
777.00 |
764.00 |
770.50 |
PP |
764.00 |
764.00 |
764.00 |
761.00 |
S1 |
748.75 |
748.75 |
759.00 |
742.25 |
S2 |
735.75 |
735.75 |
756.25 |
|
S3 |
707.50 |
720.50 |
753.75 |
|
S4 |
679.25 |
692.25 |
746.00 |
|
|
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 |
796.75 |
739.75 |
57.00 |
7.5% |
31.00 |
4.1% |
38% |
False |
False |
2,755,272 |
10 |
840.50 |
739.75 |
100.75 |
13.2% |
27.75 |
3.7% |
22% |
False |
False |
2,750,542 |
20 |
876.00 |
739.75 |
136.25 |
17.9% |
29.00 |
3.8% |
16% |
False |
False |
2,466,063 |
40 |
942.75 |
739.75 |
203.00 |
26.7% |
29.50 |
3.9% |
11% |
False |
False |
2,218,219 |
60 |
942.75 |
739.75 |
203.00 |
26.7% |
32.25 |
4.2% |
11% |
False |
False |
1,800,829 |
80 |
1,006.50 |
737.25 |
269.25 |
35.4% |
37.75 |
4.9% |
9% |
False |
False |
1,352,387 |
100 |
1,175.00 |
737.25 |
437.75 |
57.5% |
46.50 |
6.1% |
6% |
False |
False |
1,083,117 |
120 |
1,285.50 |
737.25 |
548.25 |
72.0% |
45.75 |
6.0% |
4% |
False |
False |
902,914 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
899.50 |
2.618 |
853.50 |
1.618 |
825.25 |
1.000 |
807.75 |
0.618 |
797.00 |
HIGH |
779.50 |
0.618 |
768.75 |
0.500 |
765.50 |
0.382 |
762.00 |
LOW |
751.25 |
0.618 |
733.75 |
1.000 |
723.00 |
1.618 |
705.50 |
2.618 |
677.25 |
4.250 |
631.25 |
|
|
Fisher Pivots for day following 25-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
765.50 |
763.00 |
PP |
764.00 |
762.50 |
S1 |
762.75 |
762.00 |
|