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 |
761.00 |
752.25 |
-8.75 |
-1.1% |
770.00 |
High |
779.00 |
756.00 |
-23.00 |
-3.0% |
786.50 |
Low |
750.25 |
729.50 |
-20.75 |
-2.8% |
729.50 |
Close |
752.00 |
734.25 |
-17.75 |
-2.4% |
734.25 |
Range |
28.75 |
26.50 |
-2.25 |
-7.8% |
57.00 |
ATR |
30.17 |
29.91 |
-0.26 |
-0.9% |
0.00 |
Volume |
3,198,201 |
2,499,376 |
-698,825 |
-21.9% |
14,333,617 |
|
Daily Pivots for day following 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
819.50 |
803.25 |
748.75 |
|
R3 |
793.00 |
776.75 |
741.50 |
|
R2 |
766.50 |
766.50 |
739.00 |
|
R1 |
750.25 |
750.25 |
736.75 |
745.00 |
PP |
740.00 |
740.00 |
740.00 |
737.25 |
S1 |
723.75 |
723.75 |
731.75 |
718.50 |
S2 |
713.50 |
713.50 |
729.50 |
|
S3 |
687.00 |
697.25 |
727.00 |
|
S4 |
660.50 |
670.75 |
719.75 |
|
|
Weekly Pivots for week ending 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
921.00 |
884.75 |
765.50 |
|
R3 |
864.00 |
827.75 |
750.00 |
|
R2 |
807.00 |
807.00 |
744.75 |
|
R1 |
770.75 |
770.75 |
739.50 |
760.50 |
PP |
750.00 |
750.00 |
750.00 |
745.00 |
S1 |
713.75 |
713.75 |
729.00 |
703.50 |
S2 |
693.00 |
693.00 |
723.75 |
|
S3 |
636.00 |
656.75 |
718.50 |
|
S4 |
579.00 |
599.75 |
703.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
786.50 |
729.50 |
57.00 |
7.8% |
32.25 |
4.4% |
8% |
False |
True |
2,866,723 |
10 |
840.50 |
729.50 |
111.00 |
15.1% |
28.50 |
3.9% |
4% |
False |
True |
2,769,749 |
20 |
873.00 |
729.50 |
143.50 |
19.5% |
28.25 |
3.8% |
3% |
False |
True |
2,539,365 |
40 |
942.75 |
729.50 |
213.25 |
29.0% |
30.00 |
4.1% |
2% |
False |
True |
2,340,251 |
60 |
942.75 |
729.50 |
213.25 |
29.0% |
31.50 |
4.3% |
2% |
False |
True |
1,895,669 |
80 |
1,006.50 |
729.50 |
277.00 |
37.7% |
37.25 |
5.1% |
2% |
False |
True |
1,423,557 |
100 |
1,104.75 |
729.50 |
375.25 |
51.1% |
46.00 |
6.3% |
1% |
False |
True |
1,139,879 |
120 |
1,285.50 |
729.50 |
556.00 |
75.7% |
46.00 |
6.3% |
1% |
False |
True |
950,393 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
868.50 |
2.618 |
825.50 |
1.618 |
799.00 |
1.000 |
782.50 |
0.618 |
772.50 |
HIGH |
756.00 |
0.618 |
746.00 |
0.500 |
742.75 |
0.382 |
739.50 |
LOW |
729.50 |
0.618 |
713.00 |
1.000 |
703.00 |
1.618 |
686.50 |
2.618 |
660.00 |
4.250 |
617.00 |
|
|
Fisher Pivots for day following 27-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
742.75 |
754.50 |
PP |
740.00 |
747.75 |
S1 |
737.00 |
741.00 |
|