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 |
3,936.5 |
3,930.0 |
-6.5 |
-0.2% |
4,069.0 |
High |
3,953.0 |
3,945.0 |
-8.0 |
-0.2% |
4,084.0 |
Low |
3,820.5 |
3,755.0 |
-65.5 |
-1.7% |
3,820.5 |
Close |
3,881.5 |
3,842.5 |
-39.0 |
-1.0% |
3,881.5 |
Range |
132.5 |
190.0 |
57.5 |
43.4% |
263.5 |
ATR |
140.3 |
143.8 |
3.6 |
2.5% |
0.0 |
Volume |
110,616 |
142,664 |
32,048 |
29.0% |
439,847 |
|
Daily Pivots for day following 23-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,417.5 |
4,320.0 |
3,947.0 |
|
R3 |
4,227.5 |
4,130.0 |
3,895.0 |
|
R2 |
4,037.5 |
4,037.5 |
3,877.5 |
|
R1 |
3,940.0 |
3,940.0 |
3,860.0 |
3,894.0 |
PP |
3,847.5 |
3,847.5 |
3,847.5 |
3,824.5 |
S1 |
3,750.0 |
3,750.0 |
3,825.0 |
3,704.0 |
S2 |
3,657.5 |
3,657.5 |
3,807.5 |
|
S3 |
3,467.5 |
3,560.0 |
3,790.0 |
|
S4 |
3,277.5 |
3,370.0 |
3,738.0 |
|
|
Weekly Pivots for week ending 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,719.0 |
4,564.0 |
4,026.5 |
|
R3 |
4,455.5 |
4,300.5 |
3,954.0 |
|
R2 |
4,192.0 |
4,192.0 |
3,930.0 |
|
R1 |
4,037.0 |
4,037.0 |
3,905.5 |
3,983.0 |
PP |
3,928.5 |
3,928.5 |
3,928.5 |
3,901.5 |
S1 |
3,773.5 |
3,773.5 |
3,857.5 |
3,719.0 |
S2 |
3,665.0 |
3,665.0 |
3,833.0 |
|
S3 |
3,401.5 |
3,510.0 |
3,809.0 |
|
S4 |
3,138.0 |
3,246.5 |
3,736.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,084.0 |
3,755.0 |
329.0 |
8.6% |
130.5 |
3.4% |
27% |
False |
True |
116,502 |
10 |
4,310.0 |
3,755.0 |
555.0 |
14.4% |
126.0 |
3.3% |
16% |
False |
True |
118,861 |
20 |
4,313.0 |
3,755.0 |
558.0 |
14.5% |
127.0 |
3.3% |
16% |
False |
True |
122,391 |
40 |
4,649.0 |
3,755.0 |
894.0 |
23.3% |
131.5 |
3.4% |
10% |
False |
True |
109,833 |
60 |
4,649.0 |
3,755.0 |
894.0 |
23.3% |
137.0 |
3.6% |
10% |
False |
True |
91,003 |
80 |
4,649.0 |
3,672.5 |
976.5 |
25.4% |
150.5 |
3.9% |
17% |
False |
False |
68,307 |
100 |
5,067.5 |
3,672.5 |
1,395.0 |
36.3% |
168.0 |
4.4% |
12% |
False |
False |
54,747 |
120 |
5,676.0 |
3,672.5 |
2,003.5 |
52.1% |
160.5 |
4.2% |
8% |
False |
False |
45,678 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,752.5 |
2.618 |
4,442.5 |
1.618 |
4,252.5 |
1.000 |
4,135.0 |
0.618 |
4,062.5 |
HIGH |
3,945.0 |
0.618 |
3,872.5 |
0.500 |
3,850.0 |
0.382 |
3,827.5 |
LOW |
3,755.0 |
0.618 |
3,637.5 |
1.000 |
3,565.0 |
1.618 |
3,447.5 |
2.618 |
3,257.5 |
4.250 |
2,947.5 |
|
|
Fisher Pivots for day following 23-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
3,850.0 |
3,892.0 |
PP |
3,847.5 |
3,875.5 |
S1 |
3,845.0 |
3,859.0 |
|