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 |
3,815.0 |
3,844.0 |
29.0 |
0.8% |
4,069.0 |
High |
3,865.0 |
3,905.0 |
40.0 |
1.0% |
4,084.0 |
Low |
3,751.5 |
3,787.0 |
35.5 |
0.9% |
3,820.5 |
Close |
3,797.5 |
3,837.0 |
39.5 |
1.0% |
3,881.5 |
Range |
113.5 |
118.0 |
4.5 |
4.0% |
263.5 |
ATR |
141.7 |
140.0 |
-1.7 |
-1.2% |
0.0 |
Volume |
114,129 |
153,918 |
39,789 |
34.9% |
439,847 |
|
Daily Pivots for day following 25-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,197.0 |
4,135.0 |
3,902.0 |
|
R3 |
4,079.0 |
4,017.0 |
3,869.5 |
|
R2 |
3,961.0 |
3,961.0 |
3,858.5 |
|
R1 |
3,899.0 |
3,899.0 |
3,848.0 |
3,871.0 |
PP |
3,843.0 |
3,843.0 |
3,843.0 |
3,829.0 |
S1 |
3,781.0 |
3,781.0 |
3,826.0 |
3,753.0 |
S2 |
3,725.0 |
3,725.0 |
3,815.5 |
|
S3 |
3,607.0 |
3,663.0 |
3,804.5 |
|
S4 |
3,489.0 |
3,545.0 |
3,772.0 |
|
|
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 |
4,029.5 |
3,751.5 |
278.0 |
7.2% |
127.0 |
3.3% |
31% |
False |
False |
130,670 |
10 |
4,268.5 |
3,751.5 |
517.0 |
13.5% |
123.0 |
3.2% |
17% |
False |
False |
125,939 |
20 |
4,313.0 |
3,751.5 |
561.5 |
14.6% |
124.5 |
3.3% |
15% |
False |
False |
122,321 |
40 |
4,649.0 |
3,751.5 |
897.5 |
23.4% |
132.5 |
3.5% |
10% |
False |
False |
113,850 |
60 |
4,649.0 |
3,751.5 |
897.5 |
23.4% |
135.5 |
3.5% |
10% |
False |
False |
95,455 |
80 |
4,649.0 |
3,672.5 |
976.5 |
25.4% |
145.5 |
3.8% |
17% |
False |
False |
71,642 |
100 |
5,067.5 |
3,672.5 |
1,395.0 |
36.4% |
166.5 |
4.3% |
12% |
False |
False |
57,366 |
120 |
5,552.0 |
3,672.5 |
1,879.5 |
49.0% |
161.0 |
4.2% |
9% |
False |
False |
47,912 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,406.5 |
2.618 |
4,214.0 |
1.618 |
4,096.0 |
1.000 |
4,023.0 |
0.618 |
3,978.0 |
HIGH |
3,905.0 |
0.618 |
3,860.0 |
0.500 |
3,846.0 |
0.382 |
3,832.0 |
LOW |
3,787.0 |
0.618 |
3,714.0 |
1.000 |
3,669.0 |
1.618 |
3,596.0 |
2.618 |
3,478.0 |
4.250 |
3,285.5 |
|
|
Fisher Pivots for day following 25-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
3,846.0 |
3,848.0 |
PP |
3,843.0 |
3,844.5 |
S1 |
3,840.0 |
3,841.0 |
|