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 |
4,054.0 |
3,903.0 |
-151.0 |
-3.7% |
4,339.5 |
High |
4,116.5 |
3,990.0 |
-126.5 |
-3.1% |
4,345.5 |
Low |
3,857.0 |
3,817.5 |
-39.5 |
-1.0% |
3,973.0 |
Close |
3,946.5 |
3,912.5 |
-34.0 |
-0.9% |
4,049.5 |
Range |
259.5 |
172.5 |
-87.0 |
-33.5% |
372.5 |
ATR |
177.6 |
177.2 |
-0.4 |
-0.2% |
0.0 |
Volume |
190,910 |
209,000 |
18,090 |
9.5% |
748,175 |
|
Daily Pivots for day following 24-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,424.2 |
4,340.8 |
4,007.4 |
|
R3 |
4,251.7 |
4,168.3 |
3,959.9 |
|
R2 |
4,079.2 |
4,079.2 |
3,944.1 |
|
R1 |
3,995.8 |
3,995.8 |
3,928.3 |
4,037.5 |
PP |
3,906.7 |
3,906.7 |
3,906.7 |
3,927.5 |
S1 |
3,823.3 |
3,823.3 |
3,896.7 |
3,865.0 |
S2 |
3,734.2 |
3,734.2 |
3,880.9 |
|
S3 |
3,561.7 |
3,650.8 |
3,865.1 |
|
S4 |
3,389.2 |
3,478.3 |
3,817.6 |
|
|
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 |
4,279.0 |
3,817.5 |
461.5 |
11.8% |
170.2 |
4.4% |
21% |
False |
True |
193,385 |
10 |
4,653.5 |
3,817.5 |
836.0 |
21.4% |
157.5 |
4.0% |
11% |
False |
True |
186,325 |
20 |
4,694.0 |
3,817.5 |
876.5 |
22.4% |
156.0 |
4.0% |
11% |
False |
True |
172,779 |
40 |
5,138.5 |
3,817.5 |
1,321.0 |
33.8% |
158.2 |
4.0% |
7% |
False |
True |
149,956 |
60 |
5,138.5 |
3,817.5 |
1,321.0 |
33.8% |
174.5 |
4.5% |
7% |
False |
True |
106,324 |
80 |
5,385.0 |
3,817.5 |
1,567.5 |
40.1% |
203.7 |
5.2% |
6% |
False |
True |
80,091 |
100 |
6,165.0 |
3,817.5 |
2,347.5 |
60.0% |
228.8 |
5.8% |
4% |
False |
True |
64,234 |
120 |
6,706.5 |
3,817.5 |
2,889.0 |
73.8% |
215.6 |
5.5% |
3% |
False |
True |
53,971 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,723.1 |
2.618 |
4,441.6 |
1.618 |
4,269.1 |
1.000 |
4,162.5 |
0.618 |
4,096.6 |
HIGH |
3,990.0 |
0.618 |
3,924.1 |
0.500 |
3,903.8 |
0.382 |
3,883.4 |
LOW |
3,817.5 |
0.618 |
3,710.9 |
1.000 |
3,645.0 |
1.618 |
3,538.4 |
2.618 |
3,365.9 |
4.250 |
3,084.4 |
|
|
Fisher Pivots for day following 24-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
3,909.6 |
3,980.3 |
PP |
3,906.7 |
3,957.7 |
S1 |
3,903.8 |
3,935.1 |
|