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 |
1,136.00 |
1,163.00 |
27.00 |
2.4% |
1,224.25 |
High |
1,176.75 |
1,184.25 |
7.50 |
0.6% |
1,227.00 |
Low |
1,133.00 |
1,142.00 |
9.00 |
0.8% |
1,150.00 |
Close |
1,163.50 |
1,154.00 |
-9.50 |
-0.8% |
1,171.75 |
Range |
43.75 |
42.25 |
-1.50 |
-3.4% |
77.00 |
ATR |
44.85 |
44.66 |
-0.19 |
-0.4% |
0.00 |
Volume |
377,881 |
390,287 |
12,406 |
3.3% |
1,364,665 |
|
Daily Pivots for day following 25-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,286.75 |
1,262.75 |
1,177.25 |
|
R3 |
1,244.50 |
1,220.50 |
1,165.50 |
|
R2 |
1,202.25 |
1,202.25 |
1,161.75 |
|
R1 |
1,178.25 |
1,178.25 |
1,157.75 |
1,169.00 |
PP |
1,160.00 |
1,160.00 |
1,160.00 |
1,155.50 |
S1 |
1,136.00 |
1,136.00 |
1,150.25 |
1,127.00 |
S2 |
1,117.75 |
1,117.75 |
1,146.25 |
|
S3 |
1,075.50 |
1,093.75 |
1,142.50 |
|
S4 |
1,033.25 |
1,051.50 |
1,130.75 |
|
|
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 |
1,201.50 |
1,125.50 |
76.00 |
6.6% |
45.25 |
3.9% |
38% |
False |
False |
381,057 |
10 |
1,255.00 |
1,125.50 |
129.50 |
11.2% |
41.25 |
3.6% |
22% |
False |
False |
370,691 |
20 |
1,286.00 |
1,125.50 |
160.50 |
13.9% |
44.00 |
3.8% |
18% |
False |
False |
336,782 |
40 |
1,287.00 |
1,125.50 |
161.50 |
14.0% |
44.00 |
3.8% |
18% |
False |
False |
293,441 |
60 |
1,287.00 |
1,093.00 |
194.00 |
16.8% |
46.00 |
4.0% |
31% |
False |
False |
237,384 |
80 |
1,392.00 |
1,021.00 |
371.00 |
32.1% |
51.50 |
4.5% |
36% |
False |
False |
178,084 |
100 |
1,598.00 |
1,021.00 |
577.00 |
50.0% |
62.75 |
5.4% |
23% |
False |
False |
142,500 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,363.75 |
2.618 |
1,294.75 |
1.618 |
1,252.50 |
1.000 |
1,226.50 |
0.618 |
1,210.25 |
HIGH |
1,184.25 |
0.618 |
1,168.00 |
0.500 |
1,163.00 |
0.382 |
1,158.25 |
LOW |
1,142.00 |
0.618 |
1,116.00 |
1.000 |
1,099.75 |
1.618 |
1,073.75 |
2.618 |
1,031.50 |
4.250 |
962.50 |
|
|
Fisher Pivots for day following 25-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
1,163.00 |
1,160.75 |
PP |
1,160.00 |
1,158.50 |
S1 |
1,157.00 |
1,156.25 |
|