Trading Metrics calculated at close of trading on 24-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2009 |
24-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
3,349.0 |
3,285.0 |
-64.0 |
-1.9% |
3,492.0 |
High |
3,364.0 |
3,333.0 |
-31.0 |
-0.9% |
3,508.0 |
Low |
3,287.0 |
3,276.0 |
-11.0 |
-0.3% |
3,332.0 |
Close |
3,358.0 |
3,315.0 |
-43.0 |
-1.3% |
3,360.0 |
Range |
77.0 |
57.0 |
-20.0 |
-26.0% |
176.0 |
ATR |
89.1 |
88.6 |
-0.5 |
-0.6% |
0.0 |
Volume |
25,648 |
24,471 |
-1,177 |
-4.6% |
123,929 |
|
Daily Pivots for day following 24-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,479.0 |
3,454.0 |
3,346.4 |
|
R3 |
3,422.0 |
3,397.0 |
3,330.7 |
|
R2 |
3,365.0 |
3,365.0 |
3,325.5 |
|
R1 |
3,340.0 |
3,340.0 |
3,320.2 |
3,352.5 |
PP |
3,308.0 |
3,308.0 |
3,308.0 |
3,314.3 |
S1 |
3,283.0 |
3,283.0 |
3,309.8 |
3,295.5 |
S2 |
3,251.0 |
3,251.0 |
3,304.6 |
|
S3 |
3,194.0 |
3,226.0 |
3,299.3 |
|
S4 |
3,137.0 |
3,169.0 |
3,283.7 |
|
|
Weekly Pivots for week ending 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,928.0 |
3,820.0 |
3,456.8 |
|
R3 |
3,752.0 |
3,644.0 |
3,408.4 |
|
R2 |
3,576.0 |
3,576.0 |
3,392.3 |
|
R1 |
3,468.0 |
3,468.0 |
3,376.1 |
3,434.0 |
PP |
3,400.0 |
3,400.0 |
3,400.0 |
3,383.0 |
S1 |
3,292.0 |
3,292.0 |
3,343.9 |
3,258.0 |
S2 |
3,224.0 |
3,224.0 |
3,327.7 |
|
S3 |
3,048.0 |
3,116.0 |
3,311.6 |
|
S4 |
2,872.0 |
2,940.0 |
3,263.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,447.0 |
3,276.0 |
171.0 |
5.2% |
68.0 |
2.1% |
23% |
False |
True |
25,449 |
10 |
3,524.0 |
3,276.0 |
248.0 |
7.5% |
73.2 |
2.2% |
16% |
False |
True |
25,000 |
20 |
3,551.0 |
3,276.0 |
275.0 |
8.3% |
73.6 |
2.2% |
14% |
False |
True |
25,385 |
40 |
4,002.0 |
3,276.0 |
726.0 |
21.9% |
84.7 |
2.6% |
5% |
False |
True |
23,226 |
60 |
4,002.0 |
3,276.0 |
726.0 |
21.9% |
89.9 |
2.7% |
5% |
False |
True |
22,115 |
80 |
4,326.0 |
3,229.0 |
1,097.0 |
33.1% |
77.6 |
2.3% |
8% |
False |
False |
17,163 |
100 |
4,769.0 |
3,229.0 |
1,540.0 |
46.5% |
68.4 |
2.1% |
6% |
False |
False |
14,411 |
120 |
5,119.0 |
3,229.0 |
1,890.0 |
57.0% |
63.0 |
1.9% |
5% |
False |
False |
12,020 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,575.3 |
2.618 |
3,482.2 |
1.618 |
3,425.2 |
1.000 |
3,390.0 |
0.618 |
3,368.2 |
HIGH |
3,333.0 |
0.618 |
3,311.2 |
0.500 |
3,304.5 |
0.382 |
3,297.8 |
LOW |
3,276.0 |
0.618 |
3,240.8 |
1.000 |
3,219.0 |
1.618 |
3,183.8 |
2.618 |
3,126.8 |
4.250 |
3,033.8 |
|
|
Fisher Pivots for day following 24-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
3,311.5 |
3,342.5 |
PP |
3,308.0 |
3,333.3 |
S1 |
3,304.5 |
3,324.2 |
|