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 |
3,870.5 |
3,873.5 |
3.0 |
0.1% |
4,054.0 |
High |
3,992.5 |
3,904.5 |
-88.0 |
-2.2% |
4,116.5 |
Low |
3,851.0 |
3,761.5 |
-89.5 |
-2.3% |
3,761.5 |
Close |
3,939.0 |
3,847.5 |
-91.5 |
-2.3% |
3,847.5 |
Range |
141.5 |
143.0 |
1.5 |
1.1% |
355.0 |
ATR |
175.7 |
175.8 |
0.1 |
0.1% |
0.0 |
Volume |
189,523 |
192,940 |
3,417 |
1.8% |
977,405 |
|
Daily Pivots for day following 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,266.8 |
4,200.2 |
3,926.2 |
|
R3 |
4,123.8 |
4,057.2 |
3,886.8 |
|
R2 |
3,980.8 |
3,980.8 |
3,873.7 |
|
R1 |
3,914.2 |
3,914.2 |
3,860.6 |
3,876.0 |
PP |
3,837.8 |
3,837.8 |
3,837.8 |
3,818.8 |
S1 |
3,771.2 |
3,771.2 |
3,834.4 |
3,733.0 |
S2 |
3,694.8 |
3,694.8 |
3,821.3 |
|
S3 |
3,551.8 |
3,628.2 |
3,808.2 |
|
S4 |
3,408.8 |
3,485.2 |
3,768.9 |
|
|
Weekly Pivots for week ending 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,973.5 |
4,765.5 |
4,042.8 |
|
R3 |
4,618.5 |
4,410.5 |
3,945.1 |
|
R2 |
4,263.5 |
4,263.5 |
3,912.6 |
|
R1 |
4,055.5 |
4,055.5 |
3,880.0 |
3,982.0 |
PP |
3,908.5 |
3,908.5 |
3,908.5 |
3,871.8 |
S1 |
3,700.5 |
3,700.5 |
3,815.0 |
3,627.0 |
S2 |
3,553.5 |
3,553.5 |
3,782.4 |
|
S3 |
3,198.5 |
3,345.5 |
3,749.9 |
|
S4 |
2,843.5 |
2,990.5 |
3,652.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,116.5 |
3,761.5 |
355.0 |
9.2% |
181.2 |
4.7% |
24% |
False |
True |
195,481 |
10 |
4,513.5 |
3,761.5 |
752.0 |
19.5% |
159.5 |
4.1% |
11% |
False |
True |
187,969 |
20 |
4,694.0 |
3,761.5 |
932.5 |
24.2% |
157.1 |
4.1% |
9% |
False |
True |
178,374 |
40 |
5,138.5 |
3,761.5 |
1,377.0 |
35.8% |
161.3 |
4.2% |
6% |
False |
True |
159,460 |
60 |
5,138.5 |
3,761.5 |
1,377.0 |
35.8% |
167.2 |
4.3% |
6% |
False |
True |
115,864 |
80 |
5,385.0 |
3,761.5 |
1,623.5 |
42.2% |
194.3 |
5.1% |
5% |
False |
True |
87,236 |
100 |
5,989.0 |
3,761.5 |
2,227.5 |
57.9% |
224.4 |
5.8% |
4% |
False |
True |
69,987 |
120 |
6,629.0 |
3,761.5 |
2,867.5 |
74.5% |
216.6 |
5.6% |
3% |
False |
True |
58,765 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,512.3 |
2.618 |
4,278.9 |
1.618 |
4,135.9 |
1.000 |
4,047.5 |
0.618 |
3,992.9 |
HIGH |
3,904.5 |
0.618 |
3,849.9 |
0.500 |
3,833.0 |
0.382 |
3,816.1 |
LOW |
3,761.5 |
0.618 |
3,673.1 |
1.000 |
3,618.5 |
1.618 |
3,530.1 |
2.618 |
3,387.1 |
4.250 |
3,153.8 |
|
|
Fisher Pivots for day following 27-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
3,842.7 |
3,877.0 |
PP |
3,837.8 |
3,867.2 |
S1 |
3,833.0 |
3,857.3 |
|