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 |
3,903.0 |
3,929.0 |
26.0 |
0.7% |
4,339.5 |
High |
3,990.0 |
3,980.0 |
-10.0 |
-0.3% |
4,345.5 |
Low |
3,817.5 |
3,790.5 |
-27.0 |
-0.7% |
3,973.0 |
Close |
3,912.5 |
3,848.5 |
-64.0 |
-1.6% |
4,049.5 |
Range |
172.5 |
189.5 |
17.0 |
9.9% |
372.5 |
ATR |
177.2 |
178.1 |
0.9 |
0.5% |
0.0 |
Volume |
209,000 |
195,032 |
-13,968 |
-6.7% |
748,175 |
|
Daily Pivots for day following 25-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,441.5 |
4,334.5 |
3,952.7 |
|
R3 |
4,252.0 |
4,145.0 |
3,900.6 |
|
R2 |
4,062.5 |
4,062.5 |
3,883.2 |
|
R1 |
3,955.5 |
3,955.5 |
3,865.9 |
3,914.3 |
PP |
3,873.0 |
3,873.0 |
3,873.0 |
3,852.4 |
S1 |
3,766.0 |
3,766.0 |
3,831.1 |
3,724.8 |
S2 |
3,683.5 |
3,683.5 |
3,813.8 |
|
S3 |
3,494.0 |
3,576.5 |
3,796.4 |
|
S4 |
3,304.5 |
3,387.0 |
3,744.3 |
|
|
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 |
3,790.5 |
488.5 |
12.7% |
182.1 |
4.7% |
12% |
False |
True |
193,536 |
10 |
4,548.0 |
3,790.5 |
757.5 |
19.7% |
155.0 |
4.0% |
8% |
False |
True |
186,155 |
20 |
4,694.0 |
3,790.5 |
903.5 |
23.5% |
160.4 |
4.2% |
6% |
False |
True |
174,836 |
40 |
5,138.5 |
3,790.5 |
1,348.0 |
35.0% |
159.5 |
4.1% |
4% |
False |
True |
152,808 |
60 |
5,138.5 |
3,790.5 |
1,348.0 |
35.0% |
169.9 |
4.4% |
4% |
False |
True |
109,532 |
80 |
5,385.0 |
3,790.5 |
1,594.5 |
41.4% |
201.2 |
5.2% |
4% |
False |
True |
82,516 |
100 |
6,011.5 |
3,790.5 |
2,221.0 |
57.7% |
225.3 |
5.9% |
3% |
False |
True |
66,175 |
120 |
6,706.5 |
3,790.5 |
2,916.0 |
75.8% |
216.3 |
5.6% |
2% |
False |
True |
55,593 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,785.4 |
2.618 |
4,476.1 |
1.618 |
4,286.6 |
1.000 |
4,169.5 |
0.618 |
4,097.1 |
HIGH |
3,980.0 |
0.618 |
3,907.6 |
0.500 |
3,885.3 |
0.382 |
3,862.9 |
LOW |
3,790.5 |
0.618 |
3,673.4 |
1.000 |
3,601.0 |
1.618 |
3,483.9 |
2.618 |
3,294.4 |
4.250 |
2,985.1 |
|
|
Fisher Pivots for day following 25-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
3,885.3 |
3,953.5 |
PP |
3,873.0 |
3,918.5 |
S1 |
3,860.8 |
3,883.5 |
|