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 |
7,305 |
7,224 |
-81 |
-1.1% |
7,751 |
High |
7,391 |
7,393 |
2 |
0.0% |
7,772 |
Low |
7,139 |
7,158 |
19 |
0.3% |
7,228 |
Close |
7,228 |
7,178 |
-50 |
-0.7% |
7,352 |
Range |
252 |
235 |
-17 |
-6.7% |
544 |
ATR |
259 |
257 |
-2 |
-0.7% |
0 |
Volume |
228,892 |
272,594 |
43,702 |
19.1% |
864,355 |
|
Daily Pivots for day following 26-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,948 |
7,798 |
7,307 |
|
R3 |
7,713 |
7,563 |
7,243 |
|
R2 |
7,478 |
7,478 |
7,221 |
|
R1 |
7,328 |
7,328 |
7,200 |
7,286 |
PP |
7,243 |
7,243 |
7,243 |
7,222 |
S1 |
7,093 |
7,093 |
7,157 |
7,051 |
S2 |
7,008 |
7,008 |
7,135 |
|
S3 |
6,773 |
6,858 |
7,114 |
|
S4 |
6,538 |
6,623 |
7,049 |
|
|
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 |
7,497 |
7,086 |
411 |
5.7% |
280 |
3.9% |
22% |
False |
False |
240,954 |
10 |
7,965 |
7,086 |
879 |
12.2% |
250 |
3.5% |
10% |
False |
False |
230,357 |
20 |
8,322 |
7,086 |
1,236 |
17.2% |
245 |
3.4% |
7% |
False |
False |
212,153 |
40 |
9,048 |
7,086 |
1,962 |
27.3% |
250 |
3.5% |
5% |
False |
False |
190,888 |
60 |
9,048 |
7,086 |
1,962 |
27.3% |
276 |
3.8% |
5% |
False |
False |
153,594 |
80 |
9,612 |
7,086 |
2,526 |
35.2% |
325 |
4.5% |
4% |
False |
False |
115,275 |
100 |
10,810 |
7,086 |
3,724 |
51.9% |
401 |
5.6% |
2% |
False |
False |
92,292 |
120 |
11,542 |
7,086 |
4,456 |
62.1% |
391 |
5.4% |
2% |
False |
False |
76,925 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,392 |
2.618 |
8,008 |
1.618 |
7,773 |
1.000 |
7,628 |
0.618 |
7,538 |
HIGH |
7,393 |
0.618 |
7,303 |
0.500 |
7,276 |
0.382 |
7,248 |
LOW |
7,158 |
0.618 |
7,013 |
1.000 |
6,923 |
1.618 |
6,778 |
2.618 |
6,543 |
4.250 |
6,159 |
|
|
Fisher Pivots for day following 26-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
7,276 |
7,247 |
PP |
7,243 |
7,224 |
S1 |
7,211 |
7,201 |
|