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 |
974.0 |
995.6 |
21.6 |
2.2% |
939.5 |
High |
1,004.9 |
996.5 |
-8.4 |
-0.8% |
1,004.9 |
Low |
971.6 |
980.0 |
8.4 |
0.9% |
937.3 |
Close |
1,001.8 |
994.6 |
-7.2 |
-0.7% |
1,001.8 |
Range |
33.3 |
16.5 |
-16.8 |
-50.5% |
67.6 |
ATR |
25.3 |
25.1 |
-0.3 |
-1.0% |
0.0 |
Volume |
202 |
219 |
17 |
8.4% |
2,399 |
|
Daily Pivots for day following 23-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,039.9 |
1,033.7 |
1,003.7 |
|
R3 |
1,023.4 |
1,017.2 |
999.1 |
|
R2 |
1,006.9 |
1,006.9 |
997.6 |
|
R1 |
1,000.7 |
1,000.7 |
996.1 |
995.6 |
PP |
990.4 |
990.4 |
990.4 |
987.8 |
S1 |
984.2 |
984.2 |
993.1 |
979.1 |
S2 |
973.9 |
973.9 |
991.6 |
|
S3 |
957.4 |
967.7 |
990.1 |
|
S4 |
940.9 |
951.2 |
985.5 |
|
|
Weekly Pivots for week ending 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,184.1 |
1,160.6 |
1,039.0 |
|
R3 |
1,116.5 |
1,093.0 |
1,020.4 |
|
R2 |
1,048.9 |
1,048.9 |
1,014.2 |
|
R1 |
1,025.4 |
1,025.4 |
1,008.0 |
1,037.2 |
PP |
981.3 |
981.3 |
981.3 |
987.2 |
S1 |
957.8 |
957.8 |
995.6 |
969.6 |
S2 |
913.7 |
913.7 |
989.4 |
|
S3 |
846.1 |
890.2 |
983.2 |
|
S4 |
778.5 |
822.6 |
964.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,004.9 |
937.3 |
67.6 |
6.8% |
25.3 |
2.5% |
85% |
False |
False |
523 |
10 |
1,004.9 |
891.8 |
113.1 |
11.4% |
23.6 |
2.4% |
91% |
False |
False |
541 |
20 |
1,004.9 |
874.2 |
130.7 |
13.1% |
22.7 |
2.3% |
92% |
False |
False |
34,243 |
40 |
1,004.9 |
801.5 |
203.4 |
20.5% |
25.4 |
2.6% |
95% |
False |
False |
63,269 |
60 |
1,004.9 |
741.2 |
263.7 |
26.5% |
25.9 |
2.6% |
96% |
False |
False |
71,217 |
80 |
1,004.9 |
699.6 |
305.3 |
30.7% |
27.1 |
2.7% |
97% |
False |
False |
56,620 |
100 |
1,004.9 |
688.0 |
316.9 |
31.9% |
30.2 |
3.0% |
97% |
False |
False |
46,000 |
120 |
1,004.9 |
688.0 |
316.9 |
31.9% |
30.9 |
3.1% |
97% |
False |
False |
39,023 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,066.6 |
2.618 |
1,039.7 |
1.618 |
1,023.2 |
1.000 |
1,013.0 |
0.618 |
1,006.7 |
HIGH |
996.5 |
0.618 |
990.2 |
0.500 |
988.3 |
0.382 |
986.3 |
LOW |
980.0 |
0.618 |
969.8 |
1.000 |
963.5 |
1.618 |
953.3 |
2.618 |
936.8 |
4.250 |
909.9 |
|
|
Fisher Pivots for day following 23-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
992.5 |
992.5 |
PP |
990.4 |
990.4 |
S1 |
988.3 |
988.3 |
|