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 |
7,454 |
7,367 |
-87 |
-1.2% |
7,751 |
High |
7,465 |
7,497 |
32 |
0.4% |
7,772 |
Low |
7,228 |
7,086 |
-142 |
-2.0% |
7,228 |
Close |
7,352 |
7,116 |
-236 |
-3.2% |
7,352 |
Range |
237 |
411 |
174 |
73.4% |
544 |
ATR |
247 |
259 |
12 |
4.7% |
0 |
Volume |
193,941 |
274,345 |
80,404 |
41.5% |
864,355 |
|
Daily Pivots for day following 23-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,466 |
8,202 |
7,342 |
|
R3 |
8,055 |
7,791 |
7,229 |
|
R2 |
7,644 |
7,644 |
7,191 |
|
R1 |
7,380 |
7,380 |
7,154 |
7,307 |
PP |
7,233 |
7,233 |
7,233 |
7,196 |
S1 |
6,969 |
6,969 |
7,078 |
6,896 |
S2 |
6,822 |
6,822 |
7,041 |
|
S3 |
6,411 |
6,558 |
7,003 |
|
S4 |
6,000 |
6,147 |
6,890 |
|
|
Weekly Pivots for week ending 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,083 |
8,761 |
7,651 |
|
R3 |
8,539 |
8,217 |
7,502 |
|
R2 |
7,995 |
7,995 |
7,452 |
|
R1 |
7,673 |
7,673 |
7,402 |
7,562 |
PP |
7,451 |
7,451 |
7,451 |
7,395 |
S1 |
7,129 |
7,129 |
7,302 |
7,018 |
S2 |
6,907 |
6,907 |
7,252 |
|
S3 |
6,363 |
6,585 |
7,203 |
|
S4 |
5,819 |
6,041 |
7,053 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,772 |
7,086 |
686 |
9.6% |
254 |
3.6% |
4% |
False |
True |
227,740 |
10 |
8,280 |
7,086 |
1,194 |
16.8% |
245 |
3.4% |
3% |
False |
True |
218,549 |
20 |
8,359 |
7,086 |
1,273 |
17.9% |
245 |
3.4% |
2% |
False |
True |
207,063 |
40 |
9,048 |
7,086 |
1,962 |
27.6% |
241 |
3.4% |
2% |
False |
True |
176,540 |
60 |
9,048 |
7,086 |
1,962 |
27.6% |
280 |
3.9% |
2% |
False |
True |
141,340 |
80 |
9,612 |
7,086 |
2,526 |
35.5% |
340 |
4.8% |
1% |
False |
True |
106,075 |
100 |
10,924 |
7,086 |
3,838 |
53.9% |
404 |
5.7% |
1% |
False |
True |
84,933 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,244 |
2.618 |
8,573 |
1.618 |
8,162 |
1.000 |
7,908 |
0.618 |
7,751 |
HIGH |
7,497 |
0.618 |
7,340 |
0.500 |
7,292 |
0.382 |
7,243 |
LOW |
7,086 |
0.618 |
6,832 |
1.000 |
6,675 |
1.618 |
6,421 |
2.618 |
6,010 |
4.250 |
5,339 |
|
|
Fisher Pivots for day following 23-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
7,292 |
7,351 |
PP |
7,233 |
7,273 |
S1 |
7,175 |
7,194 |
|