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 |
995.6 |
988.0 |
-7.6 |
-0.8% |
939.5 |
High |
996.5 |
991.6 |
-4.9 |
-0.5% |
1,004.9 |
Low |
980.0 |
963.2 |
-16.8 |
-1.7% |
937.3 |
Close |
994.6 |
969.1 |
-25.5 |
-2.6% |
1,001.8 |
Range |
16.5 |
28.4 |
11.9 |
72.1% |
67.6 |
ATR |
25.1 |
25.5 |
0.5 |
1.8% |
0.0 |
Volume |
219 |
215 |
-4 |
-1.8% |
2,399 |
|
Daily Pivots for day following 24-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,059.8 |
1,042.9 |
984.7 |
|
R3 |
1,031.4 |
1,014.5 |
976.9 |
|
R2 |
1,003.0 |
1,003.0 |
974.3 |
|
R1 |
986.1 |
986.1 |
971.7 |
980.4 |
PP |
974.6 |
974.6 |
974.6 |
971.8 |
S1 |
957.7 |
957.7 |
966.5 |
952.0 |
S2 |
946.2 |
946.2 |
963.9 |
|
S3 |
917.8 |
929.3 |
961.3 |
|
S4 |
889.4 |
900.9 |
953.5 |
|
|
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 |
962.2 |
42.7 |
4.4% |
23.6 |
2.4% |
16% |
False |
False |
539 |
10 |
1,004.9 |
892.0 |
112.9 |
11.6% |
24.5 |
2.5% |
68% |
False |
False |
529 |
20 |
1,004.9 |
874.2 |
130.7 |
13.5% |
22.8 |
2.4% |
73% |
False |
False |
24,395 |
40 |
1,004.9 |
801.5 |
203.4 |
21.0% |
25.8 |
2.7% |
82% |
False |
False |
62,053 |
60 |
1,004.9 |
741.2 |
263.7 |
27.2% |
25.9 |
2.7% |
86% |
False |
False |
70,360 |
80 |
1,004.9 |
699.6 |
305.3 |
31.5% |
27.1 |
2.8% |
88% |
False |
False |
56,571 |
100 |
1,004.9 |
688.0 |
316.9 |
32.7% |
30.0 |
3.1% |
89% |
False |
False |
45,979 |
120 |
1,004.9 |
688.0 |
316.9 |
32.7% |
30.8 |
3.2% |
89% |
False |
False |
39,014 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,112.3 |
2.618 |
1,066.0 |
1.618 |
1,037.6 |
1.000 |
1,020.0 |
0.618 |
1,009.2 |
HIGH |
991.6 |
0.618 |
980.8 |
0.500 |
977.4 |
0.382 |
974.0 |
LOW |
963.2 |
0.618 |
945.6 |
1.000 |
934.8 |
1.618 |
917.2 |
2.618 |
888.8 |
4.250 |
842.5 |
|
|
Fisher Pivots for day following 24-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
977.4 |
984.1 |
PP |
974.6 |
979.1 |
S1 |
971.9 |
974.1 |
|