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 |
3,325.0 |
3,315.0 |
-10.0 |
-0.3% |
3,349.0 |
High |
3,354.0 |
3,353.0 |
-1.0 |
0.0% |
3,388.0 |
Low |
3,302.0 |
3,292.0 |
-10.0 |
-0.3% |
3,276.0 |
Close |
3,311.0 |
3,317.0 |
6.0 |
0.2% |
3,317.0 |
Range |
52.0 |
61.0 |
9.0 |
17.3% |
112.0 |
ATR |
86.2 |
84.4 |
-1.8 |
-2.1% |
0.0 |
Volume |
23,089 |
30,760 |
7,671 |
33.2% |
129,138 |
|
Daily Pivots for day following 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,503.7 |
3,471.3 |
3,350.6 |
|
R3 |
3,442.7 |
3,410.3 |
3,333.8 |
|
R2 |
3,381.7 |
3,381.7 |
3,328.2 |
|
R1 |
3,349.3 |
3,349.3 |
3,322.6 |
3,365.5 |
PP |
3,320.7 |
3,320.7 |
3,320.7 |
3,328.8 |
S1 |
3,288.3 |
3,288.3 |
3,311.4 |
3,304.5 |
S2 |
3,259.7 |
3,259.7 |
3,305.8 |
|
S3 |
3,198.7 |
3,227.3 |
3,300.2 |
|
S4 |
3,137.7 |
3,166.3 |
3,283.5 |
|
|
Weekly Pivots for week ending 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,663.0 |
3,602.0 |
3,378.6 |
|
R3 |
3,551.0 |
3,490.0 |
3,347.8 |
|
R2 |
3,439.0 |
3,439.0 |
3,337.5 |
|
R1 |
3,378.0 |
3,378.0 |
3,327.3 |
3,352.5 |
PP |
3,327.0 |
3,327.0 |
3,327.0 |
3,314.3 |
S1 |
3,266.0 |
3,266.0 |
3,306.7 |
3,240.5 |
S2 |
3,215.0 |
3,215.0 |
3,296.5 |
|
S3 |
3,103.0 |
3,154.0 |
3,286.2 |
|
S4 |
2,991.0 |
3,042.0 |
3,255.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,388.0 |
3,276.0 |
112.0 |
3.4% |
67.8 |
2.0% |
37% |
False |
False |
25,827 |
10 |
3,508.0 |
3,276.0 |
232.0 |
7.0% |
68.5 |
2.1% |
18% |
False |
False |
25,306 |
20 |
3,551.0 |
3,276.0 |
275.0 |
8.3% |
71.2 |
2.1% |
15% |
False |
False |
25,423 |
40 |
3,811.0 |
3,276.0 |
535.0 |
16.1% |
73.7 |
2.2% |
8% |
False |
False |
24,133 |
60 |
4,002.0 |
3,276.0 |
726.0 |
21.9% |
89.7 |
2.7% |
6% |
False |
False |
23,425 |
80 |
4,326.0 |
3,229.0 |
1,097.0 |
33.1% |
80.1 |
2.4% |
8% |
False |
False |
18,003 |
100 |
4,465.0 |
3,229.0 |
1,236.0 |
37.3% |
69.0 |
2.1% |
7% |
False |
False |
15,201 |
120 |
5,073.0 |
3,229.0 |
1,844.0 |
55.6% |
64.7 |
1.9% |
5% |
False |
False |
12,679 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,612.3 |
2.618 |
3,512.7 |
1.618 |
3,451.7 |
1.000 |
3,414.0 |
0.618 |
3,390.7 |
HIGH |
3,353.0 |
0.618 |
3,329.7 |
0.500 |
3,322.5 |
0.382 |
3,315.3 |
LOW |
3,292.0 |
0.618 |
3,254.3 |
1.000 |
3,231.0 |
1.618 |
3,193.3 |
2.618 |
3,132.3 |
4.250 |
3,032.8 |
|
|
Fisher Pivots for day following 27-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
3,322.5 |
3,340.0 |
PP |
3,320.7 |
3,332.3 |
S1 |
3,318.8 |
3,324.7 |
|