Trading Metrics calculated at close of trading on 24-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2009 |
24-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
1,174.50 |
1,136.00 |
-38.50 |
-3.3% |
1,224.25 |
High |
1,196.00 |
1,176.75 |
-19.25 |
-1.6% |
1,227.00 |
Low |
1,125.50 |
1,133.00 |
7.50 |
0.7% |
1,150.00 |
Close |
1,135.75 |
1,163.50 |
27.75 |
2.4% |
1,171.75 |
Range |
70.50 |
43.75 |
-26.75 |
-37.9% |
77.00 |
ATR |
44.93 |
44.85 |
-0.08 |
-0.2% |
0.00 |
Volume |
442,366 |
377,881 |
-64,485 |
-14.6% |
1,364,665 |
|
Daily Pivots for day following 24-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,289.00 |
1,270.00 |
1,187.50 |
|
R3 |
1,245.25 |
1,226.25 |
1,175.50 |
|
R2 |
1,201.50 |
1,201.50 |
1,171.50 |
|
R1 |
1,182.50 |
1,182.50 |
1,167.50 |
1,192.00 |
PP |
1,157.75 |
1,157.75 |
1,157.75 |
1,162.50 |
S1 |
1,138.75 |
1,138.75 |
1,159.50 |
1,148.25 |
S2 |
1,114.00 |
1,114.00 |
1,155.50 |
|
S3 |
1,070.25 |
1,095.00 |
1,151.50 |
|
S4 |
1,026.50 |
1,051.25 |
1,139.50 |
|
|
Weekly Pivots for week ending 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,414.00 |
1,369.75 |
1,214.00 |
|
R3 |
1,337.00 |
1,292.75 |
1,193.00 |
|
R2 |
1,260.00 |
1,260.00 |
1,185.75 |
|
R1 |
1,215.75 |
1,215.75 |
1,178.75 |
1,199.50 |
PP |
1,183.00 |
1,183.00 |
1,183.00 |
1,174.75 |
S1 |
1,138.75 |
1,138.75 |
1,164.75 |
1,122.50 |
S2 |
1,106.00 |
1,106.00 |
1,157.75 |
|
S3 |
1,029.00 |
1,061.75 |
1,150.50 |
|
S4 |
952.00 |
984.75 |
1,129.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,204.00 |
1,125.50 |
78.50 |
6.7% |
43.25 |
3.7% |
48% |
False |
False |
379,664 |
10 |
1,286.00 |
1,125.50 |
160.50 |
13.8% |
43.50 |
3.7% |
24% |
False |
False |
353,502 |
20 |
1,286.00 |
1,125.50 |
160.50 |
13.8% |
43.25 |
3.7% |
24% |
False |
False |
332,286 |
40 |
1,287.00 |
1,125.50 |
161.50 |
13.9% |
43.25 |
3.7% |
24% |
False |
False |
284,678 |
60 |
1,287.00 |
1,093.00 |
194.00 |
16.7% |
46.50 |
4.0% |
36% |
False |
False |
230,886 |
80 |
1,392.00 |
1,021.00 |
371.00 |
31.9% |
52.00 |
4.5% |
38% |
False |
False |
173,207 |
100 |
1,606.00 |
1,021.00 |
585.00 |
50.3% |
62.75 |
5.4% |
24% |
False |
False |
138,599 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,362.75 |
2.618 |
1,291.25 |
1.618 |
1,247.50 |
1.000 |
1,220.50 |
0.618 |
1,203.75 |
HIGH |
1,176.75 |
0.618 |
1,160.00 |
0.500 |
1,155.00 |
0.382 |
1,149.75 |
LOW |
1,133.00 |
0.618 |
1,106.00 |
1.000 |
1,089.25 |
1.618 |
1,062.25 |
2.618 |
1,018.50 |
4.250 |
947.00 |
|
|
Fisher Pivots for day following 24-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
1,160.50 |
1,162.50 |
PP |
1,157.75 |
1,161.75 |
S1 |
1,155.00 |
1,160.75 |
|