Trading Metrics calculated at close of trading on 26-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2009 |
26-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
1,163.00 |
1,155.50 |
-7.50 |
-0.6% |
1,224.25 |
High |
1,184.25 |
1,175.00 |
-9.25 |
-0.8% |
1,227.00 |
Low |
1,142.00 |
1,126.75 |
-15.25 |
-1.3% |
1,150.00 |
Close |
1,154.00 |
1,132.25 |
-21.75 |
-1.9% |
1,171.75 |
Range |
42.25 |
48.25 |
6.00 |
14.2% |
77.00 |
ATR |
44.66 |
44.92 |
0.26 |
0.6% |
0.00 |
Volume |
390,287 |
419,637 |
29,350 |
7.5% |
1,364,665 |
|
Daily Pivots for day following 26-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,289.50 |
1,259.00 |
1,158.75 |
|
R3 |
1,241.25 |
1,210.75 |
1,145.50 |
|
R2 |
1,193.00 |
1,193.00 |
1,141.00 |
|
R1 |
1,162.50 |
1,162.50 |
1,136.75 |
1,153.50 |
PP |
1,144.75 |
1,144.75 |
1,144.75 |
1,140.25 |
S1 |
1,114.25 |
1,114.25 |
1,127.75 |
1,105.50 |
S2 |
1,096.50 |
1,096.50 |
1,123.50 |
|
S3 |
1,048.25 |
1,066.00 |
1,119.00 |
|
S4 |
1,000.00 |
1,017.75 |
1,105.75 |
|
|
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 |
1,196.00 |
1,125.50 |
70.50 |
6.2% |
47.75 |
4.2% |
10% |
False |
False |
393,880 |
10 |
1,255.00 |
1,125.50 |
129.50 |
11.4% |
42.75 |
3.8% |
5% |
False |
False |
370,313 |
20 |
1,286.00 |
1,125.50 |
160.50 |
14.2% |
43.50 |
3.8% |
4% |
False |
False |
345,319 |
40 |
1,287.00 |
1,125.50 |
161.50 |
14.3% |
44.25 |
3.9% |
4% |
False |
False |
302,937 |
60 |
1,287.00 |
1,093.00 |
194.00 |
17.1% |
46.50 |
4.1% |
20% |
False |
False |
244,375 |
80 |
1,392.00 |
1,021.00 |
371.00 |
32.8% |
51.50 |
4.6% |
30% |
False |
False |
183,329 |
100 |
1,565.50 |
1,021.00 |
544.50 |
48.1% |
62.25 |
5.5% |
20% |
False |
False |
146,694 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,380.00 |
2.618 |
1,301.25 |
1.618 |
1,253.00 |
1.000 |
1,223.25 |
0.618 |
1,204.75 |
HIGH |
1,175.00 |
0.618 |
1,156.50 |
0.500 |
1,151.00 |
0.382 |
1,145.25 |
LOW |
1,126.75 |
0.618 |
1,097.00 |
1.000 |
1,078.50 |
1.618 |
1,048.75 |
2.618 |
1,000.50 |
4.250 |
921.75 |
|
|
Fisher Pivots for day following 26-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
1,151.00 |
1,155.50 |
PP |
1,144.75 |
1,147.75 |
S1 |
1,138.50 |
1,140.00 |
|