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 |
7,367 |
7,120 |
-247 |
-3.4% |
7,751 |
High |
7,497 |
7,366 |
-131 |
-1.7% |
7,772 |
Low |
7,086 |
7,101 |
15 |
0.2% |
7,228 |
Close |
7,116 |
7,304 |
188 |
2.6% |
7,352 |
Range |
411 |
265 |
-146 |
-35.5% |
544 |
ATR |
259 |
259 |
0 |
0.2% |
0 |
Volume |
274,345 |
235,000 |
-39,345 |
-14.3% |
864,355 |
|
Daily Pivots for day following 24-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,052 |
7,943 |
7,450 |
|
R3 |
7,787 |
7,678 |
7,377 |
|
R2 |
7,522 |
7,522 |
7,353 |
|
R1 |
7,413 |
7,413 |
7,328 |
7,468 |
PP |
7,257 |
7,257 |
7,257 |
7,284 |
S1 |
7,148 |
7,148 |
7,280 |
7,203 |
S2 |
6,992 |
6,992 |
7,256 |
|
S3 |
6,727 |
6,883 |
7,231 |
|
S4 |
6,462 |
6,618 |
7,158 |
|
|
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 |
7,616 |
7,086 |
530 |
7.3% |
252 |
3.5% |
41% |
False |
False |
235,495 |
10 |
8,225 |
7,086 |
1,139 |
15.6% |
256 |
3.5% |
19% |
False |
False |
221,483 |
20 |
8,359 |
7,086 |
1,273 |
17.4% |
242 |
3.3% |
17% |
False |
False |
206,926 |
40 |
9,048 |
7,086 |
1,962 |
26.9% |
245 |
3.4% |
11% |
False |
False |
179,540 |
60 |
9,048 |
7,086 |
1,962 |
26.9% |
279 |
3.8% |
11% |
False |
False |
145,246 |
80 |
9,612 |
7,086 |
2,526 |
34.6% |
329 |
4.5% |
9% |
False |
False |
109,012 |
100 |
10,924 |
7,086 |
3,838 |
52.5% |
403 |
5.5% |
6% |
False |
False |
87,280 |
120 |
11,545 |
7,086 |
4,459 |
61.0% |
390 |
5.3% |
5% |
False |
False |
72,746 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,492 |
2.618 |
8,060 |
1.618 |
7,795 |
1.000 |
7,631 |
0.618 |
7,530 |
HIGH |
7,366 |
0.618 |
7,265 |
0.500 |
7,234 |
0.382 |
7,202 |
LOW |
7,101 |
0.618 |
6,937 |
1.000 |
6,836 |
1.618 |
6,672 |
2.618 |
6,407 |
4.250 |
5,975 |
|
|
Fisher Pivots for day following 24-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
7,281 |
7,300 |
PP |
7,257 |
7,296 |
S1 |
7,234 |
7,292 |
|