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 |
1,155.50 |
1,131.00 |
-24.50 |
-2.1% |
1,174.50 |
High |
1,175.00 |
1,138.75 |
-36.25 |
-3.1% |
1,196.00 |
Low |
1,126.75 |
1,107.25 |
-19.50 |
-1.7% |
1,107.25 |
Close |
1,132.25 |
1,117.00 |
-15.25 |
-1.3% |
1,117.00 |
Range |
48.25 |
31.50 |
-16.75 |
-34.7% |
88.75 |
ATR |
44.92 |
43.96 |
-0.96 |
-2.1% |
0.00 |
Volume |
419,637 |
364,112 |
-55,525 |
-13.2% |
1,994,283 |
|
Daily Pivots for day following 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,215.50 |
1,197.75 |
1,134.25 |
|
R3 |
1,184.00 |
1,166.25 |
1,125.75 |
|
R2 |
1,152.50 |
1,152.50 |
1,122.75 |
|
R1 |
1,134.75 |
1,134.75 |
1,120.00 |
1,128.00 |
PP |
1,121.00 |
1,121.00 |
1,121.00 |
1,117.50 |
S1 |
1,103.25 |
1,103.25 |
1,114.00 |
1,096.50 |
S2 |
1,089.50 |
1,089.50 |
1,111.25 |
|
S3 |
1,058.00 |
1,071.75 |
1,108.25 |
|
S4 |
1,026.50 |
1,040.25 |
1,099.75 |
|
|
Weekly Pivots for week ending 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,406.25 |
1,350.50 |
1,165.75 |
|
R3 |
1,317.50 |
1,261.75 |
1,141.50 |
|
R2 |
1,228.75 |
1,228.75 |
1,133.25 |
|
R1 |
1,173.00 |
1,173.00 |
1,125.25 |
1,156.50 |
PP |
1,140.00 |
1,140.00 |
1,140.00 |
1,132.00 |
S1 |
1,084.25 |
1,084.25 |
1,108.75 |
1,067.75 |
S2 |
1,051.25 |
1,051.25 |
1,100.75 |
|
S3 |
962.50 |
995.50 |
1,092.50 |
|
S4 |
873.75 |
906.75 |
1,068.25 |
|
|
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 |
1,107.25 |
88.75 |
7.9% |
47.25 |
4.2% |
11% |
False |
True |
398,856 |
10 |
1,255.00 |
1,107.25 |
147.75 |
13.2% |
41.50 |
3.7% |
7% |
False |
True |
377,165 |
20 |
1,286.00 |
1,107.25 |
178.75 |
16.0% |
43.25 |
3.9% |
5% |
False |
True |
347,492 |
40 |
1,287.00 |
1,107.25 |
179.75 |
16.1% |
44.25 |
4.0% |
5% |
False |
True |
309,015 |
60 |
1,287.00 |
1,093.50 |
193.50 |
17.3% |
45.50 |
4.1% |
12% |
False |
False |
250,442 |
80 |
1,392.00 |
1,021.00 |
371.00 |
33.2% |
51.25 |
4.6% |
26% |
False |
False |
187,879 |
100 |
1,501.75 |
1,021.00 |
480.75 |
43.0% |
61.75 |
5.5% |
20% |
False |
False |
150,332 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,272.50 |
2.618 |
1,221.25 |
1.618 |
1,189.75 |
1.000 |
1,170.25 |
0.618 |
1,158.25 |
HIGH |
1,138.75 |
0.618 |
1,126.75 |
0.500 |
1,123.00 |
0.382 |
1,119.25 |
LOW |
1,107.25 |
0.618 |
1,087.75 |
1.000 |
1,075.75 |
1.618 |
1,056.25 |
2.618 |
1,024.75 |
4.250 |
973.50 |
|
|
Fisher Pivots for day following 27-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
1,123.00 |
1,145.75 |
PP |
1,121.00 |
1,136.25 |
S1 |
1,119.00 |
1,126.50 |
|