Trading Metrics calculated at close of trading on 23-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2009 |
23-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
4,122.5 |
4,054.0 |
-68.5 |
-1.7% |
4,339.5 |
High |
4,143.0 |
4,116.5 |
-26.5 |
-0.6% |
4,345.5 |
Low |
3,973.0 |
3,857.0 |
-116.0 |
-2.9% |
3,973.0 |
Close |
4,049.5 |
3,946.5 |
-103.0 |
-2.5% |
4,049.5 |
Range |
170.0 |
259.5 |
89.5 |
52.6% |
372.5 |
ATR |
171.3 |
177.6 |
6.3 |
3.7% |
0.0 |
Volume |
214,679 |
190,910 |
-23,769 |
-11.1% |
748,175 |
|
Daily Pivots for day following 23-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,751.8 |
4,608.7 |
4,089.2 |
|
R3 |
4,492.3 |
4,349.2 |
4,017.9 |
|
R2 |
4,232.8 |
4,232.8 |
3,994.1 |
|
R1 |
4,089.7 |
4,089.7 |
3,970.3 |
4,031.5 |
PP |
3,973.3 |
3,973.3 |
3,973.3 |
3,944.3 |
S1 |
3,830.2 |
3,830.2 |
3,922.7 |
3,772.0 |
S2 |
3,713.8 |
3,713.8 |
3,898.9 |
|
S3 |
3,454.3 |
3,570.7 |
3,875.1 |
|
S4 |
3,194.8 |
3,311.2 |
3,803.8 |
|
|
Weekly Pivots for week ending 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,240.2 |
5,017.3 |
4,254.4 |
|
R3 |
4,867.7 |
4,644.8 |
4,151.9 |
|
R2 |
4,495.2 |
4,495.2 |
4,117.8 |
|
R1 |
4,272.3 |
4,272.3 |
4,083.6 |
4,197.5 |
PP |
4,122.7 |
4,122.7 |
4,122.7 |
4,085.3 |
S1 |
3,899.8 |
3,899.8 |
4,015.4 |
3,825.0 |
S2 |
3,750.2 |
3,750.2 |
3,981.2 |
|
S3 |
3,377.7 |
3,527.3 |
3,947.1 |
|
S4 |
3,005.2 |
3,154.8 |
3,844.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,345.5 |
3,857.0 |
488.5 |
12.4% |
165.1 |
4.2% |
18% |
False |
True |
187,817 |
10 |
4,694.0 |
3,857.0 |
837.0 |
21.2% |
149.6 |
3.8% |
11% |
False |
True |
177,941 |
20 |
4,694.0 |
3,857.0 |
837.0 |
21.2% |
159.4 |
4.0% |
11% |
False |
True |
171,089 |
40 |
5,138.5 |
3,857.0 |
1,281.5 |
32.5% |
157.5 |
4.0% |
7% |
False |
True |
148,547 |
60 |
5,138.5 |
3,857.0 |
1,281.5 |
32.5% |
176.0 |
4.5% |
7% |
False |
True |
102,892 |
80 |
5,385.0 |
3,857.0 |
1,528.0 |
38.7% |
205.8 |
5.2% |
6% |
False |
True |
77,495 |
100 |
6,240.0 |
3,857.0 |
2,383.0 |
60.4% |
228.0 |
5.8% |
4% |
False |
True |
62,155 |
120 |
6,706.5 |
3,857.0 |
2,849.5 |
72.2% |
214.6 |
5.4% |
3% |
False |
True |
52,233 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,219.4 |
2.618 |
4,795.9 |
1.618 |
4,536.4 |
1.000 |
4,376.0 |
0.618 |
4,276.9 |
HIGH |
4,116.5 |
0.618 |
4,017.4 |
0.500 |
3,986.8 |
0.382 |
3,956.1 |
LOW |
3,857.0 |
0.618 |
3,696.6 |
1.000 |
3,597.5 |
1.618 |
3,437.1 |
2.618 |
3,177.6 |
4.250 |
2,754.1 |
|
|
Fisher Pivots for day following 23-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
3,986.8 |
4,068.0 |
PP |
3,973.3 |
4,027.5 |
S1 |
3,959.9 |
3,987.0 |
|