Trading Metrics calculated at close of trading on 26-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2009 |
26-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
3,844.0 |
3,872.5 |
28.5 |
0.7% |
4,069.0 |
High |
3,905.0 |
3,950.0 |
45.0 |
1.2% |
4,084.0 |
Low |
3,787.0 |
3,803.0 |
16.0 |
0.4% |
3,820.5 |
Close |
3,837.0 |
3,884.5 |
47.5 |
1.2% |
3,881.5 |
Range |
118.0 |
147.0 |
29.0 |
24.6% |
263.5 |
ATR |
140.0 |
140.5 |
0.5 |
0.4% |
0.0 |
Volume |
153,918 |
123,771 |
-30,147 |
-19.6% |
439,847 |
|
Daily Pivots for day following 26-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,320.0 |
4,249.5 |
3,965.5 |
|
R3 |
4,173.0 |
4,102.5 |
3,925.0 |
|
R2 |
4,026.0 |
4,026.0 |
3,911.5 |
|
R1 |
3,955.5 |
3,955.5 |
3,898.0 |
3,991.0 |
PP |
3,879.0 |
3,879.0 |
3,879.0 |
3,897.0 |
S1 |
3,808.5 |
3,808.5 |
3,871.0 |
3,844.0 |
S2 |
3,732.0 |
3,732.0 |
3,857.5 |
|
S3 |
3,585.0 |
3,661.5 |
3,844.0 |
|
S4 |
3,438.0 |
3,514.5 |
3,803.5 |
|
|
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 |
3,953.0 |
3,751.5 |
201.5 |
5.2% |
140.0 |
3.6% |
66% |
False |
False |
129,019 |
10 |
4,268.5 |
3,751.5 |
517.0 |
13.3% |
130.5 |
3.4% |
26% |
False |
False |
123,986 |
20 |
4,313.0 |
3,751.5 |
561.5 |
14.5% |
127.0 |
3.3% |
24% |
False |
False |
122,935 |
40 |
4,649.0 |
3,751.5 |
897.5 |
23.1% |
134.0 |
3.4% |
15% |
False |
False |
116,714 |
60 |
4,649.0 |
3,751.5 |
897.5 |
23.1% |
137.5 |
3.5% |
15% |
False |
False |
97,516 |
80 |
4,649.0 |
3,672.5 |
976.5 |
25.1% |
146.5 |
3.8% |
22% |
False |
False |
73,185 |
100 |
5,025.5 |
3,672.5 |
1,353.0 |
34.8% |
166.0 |
4.3% |
16% |
False |
False |
58,603 |
120 |
5,552.0 |
3,672.5 |
1,879.5 |
48.4% |
161.0 |
4.1% |
11% |
False |
False |
48,943 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,575.0 |
2.618 |
4,335.0 |
1.618 |
4,188.0 |
1.000 |
4,097.0 |
0.618 |
4,041.0 |
HIGH |
3,950.0 |
0.618 |
3,894.0 |
0.500 |
3,876.5 |
0.382 |
3,859.0 |
LOW |
3,803.0 |
0.618 |
3,712.0 |
1.000 |
3,656.0 |
1.618 |
3,565.0 |
2.618 |
3,418.0 |
4.250 |
3,178.0 |
|
|
Fisher Pivots for day following 26-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
3,882.0 |
3,873.0 |
PP |
3,879.0 |
3,862.0 |
S1 |
3,876.5 |
3,851.0 |
|