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 |
7,224 |
7,177 |
-47 |
-0.7% |
7,367 |
High |
7,393 |
7,205 |
-188 |
-2.5% |
7,497 |
Low |
7,158 |
7,012 |
-146 |
-2.0% |
7,012 |
Close |
7,178 |
7,052 |
-126 |
-1.8% |
7,052 |
Range |
235 |
193 |
-42 |
-17.9% |
485 |
ATR |
257 |
252 |
-5 |
-1.8% |
0 |
Volume |
272,594 |
208,827 |
-63,767 |
-23.4% |
1,219,658 |
|
Daily Pivots for day following 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,669 |
7,553 |
7,158 |
|
R3 |
7,476 |
7,360 |
7,105 |
|
R2 |
7,283 |
7,283 |
7,088 |
|
R1 |
7,167 |
7,167 |
7,070 |
7,129 |
PP |
7,090 |
7,090 |
7,090 |
7,070 |
S1 |
6,974 |
6,974 |
7,034 |
6,936 |
S2 |
6,897 |
6,897 |
7,017 |
|
S3 |
6,704 |
6,781 |
6,999 |
|
S4 |
6,511 |
6,588 |
6,946 |
|
|
Weekly Pivots for week ending 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,642 |
8,332 |
7,319 |
|
R3 |
8,157 |
7,847 |
7,186 |
|
R2 |
7,672 |
7,672 |
7,141 |
|
R1 |
7,362 |
7,362 |
7,097 |
7,275 |
PP |
7,187 |
7,187 |
7,187 |
7,143 |
S1 |
6,877 |
6,877 |
7,008 |
6,790 |
S2 |
6,702 |
6,702 |
6,963 |
|
S3 |
6,217 |
6,392 |
6,919 |
|
S4 |
5,732 |
5,907 |
6,785 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,497 |
7,012 |
485 |
6.9% |
271 |
3.8% |
8% |
False |
True |
243,931 |
10 |
7,965 |
7,012 |
953 |
13.5% |
241 |
3.4% |
4% |
False |
True |
233,707 |
20 |
8,280 |
7,012 |
1,268 |
18.0% |
243 |
3.4% |
3% |
False |
True |
213,821 |
40 |
9,048 |
7,012 |
2,036 |
28.9% |
250 |
3.5% |
2% |
False |
True |
194,499 |
60 |
9,048 |
7,012 |
2,036 |
28.9% |
268 |
3.8% |
2% |
False |
True |
157,074 |
80 |
9,612 |
7,012 |
2,600 |
36.9% |
323 |
4.6% |
2% |
False |
True |
117,883 |
100 |
10,351 |
7,012 |
3,339 |
47.3% |
398 |
5.6% |
1% |
False |
True |
94,379 |
120 |
11,542 |
7,012 |
4,530 |
64.2% |
391 |
5.5% |
1% |
False |
True |
78,665 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,025 |
2.618 |
7,710 |
1.618 |
7,517 |
1.000 |
7,398 |
0.618 |
7,324 |
HIGH |
7,205 |
0.618 |
7,131 |
0.500 |
7,109 |
0.382 |
7,086 |
LOW |
7,012 |
0.618 |
6,893 |
1.000 |
6,819 |
1.618 |
6,700 |
2.618 |
6,507 |
4.250 |
6,192 |
|
|
Fisher Pivots for day following 27-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
7,109 |
7,203 |
PP |
7,090 |
7,152 |
S1 |
7,071 |
7,102 |
|