Trading Metrics calculated at close of trading on 25-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2009 |
25-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
988.0 |
963.3 |
-24.7 |
-2.5% |
939.5 |
High |
991.6 |
977.5 |
-14.1 |
-1.4% |
1,004.9 |
Low |
963.2 |
953.1 |
-10.1 |
-1.0% |
937.3 |
Close |
969.1 |
965.7 |
-3.4 |
-0.4% |
1,001.8 |
Range |
28.4 |
24.4 |
-4.0 |
-14.1% |
67.6 |
ATR |
25.5 |
25.4 |
-0.1 |
-0.3% |
0.0 |
Volume |
215 |
243 |
28 |
13.0% |
2,399 |
|
Daily Pivots for day following 25-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,038.6 |
1,026.6 |
979.1 |
|
R3 |
1,014.2 |
1,002.2 |
972.4 |
|
R2 |
989.8 |
989.8 |
970.2 |
|
R1 |
977.8 |
977.8 |
967.9 |
983.8 |
PP |
965.4 |
965.4 |
965.4 |
968.5 |
S1 |
953.4 |
953.4 |
963.5 |
959.4 |
S2 |
941.0 |
941.0 |
961.2 |
|
S3 |
916.6 |
929.0 |
959.0 |
|
S4 |
892.2 |
904.6 |
952.3 |
|
|
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 |
953.1 |
51.8 |
5.4% |
23.4 |
2.4% |
24% |
False |
True |
260 |
10 |
1,004.9 |
912.2 |
92.7 |
9.6% |
24.4 |
2.5% |
58% |
False |
False |
455 |
20 |
1,004.9 |
874.2 |
130.7 |
13.5% |
23.3 |
2.4% |
70% |
False |
False |
16,989 |
40 |
1,004.9 |
801.5 |
203.4 |
21.1% |
25.6 |
2.7% |
81% |
False |
False |
61,546 |
60 |
1,004.9 |
741.2 |
263.7 |
27.3% |
26.0 |
2.7% |
85% |
False |
False |
69,154 |
80 |
1,004.9 |
699.6 |
305.3 |
31.6% |
27.0 |
2.8% |
87% |
False |
False |
56,529 |
100 |
1,004.9 |
688.0 |
316.9 |
32.8% |
30.0 |
3.1% |
88% |
False |
False |
45,953 |
120 |
1,004.9 |
688.0 |
316.9 |
32.8% |
30.9 |
3.2% |
88% |
False |
False |
39,007 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,081.2 |
2.618 |
1,041.4 |
1.618 |
1,017.0 |
1.000 |
1,001.9 |
0.618 |
992.6 |
HIGH |
977.5 |
0.618 |
968.2 |
0.500 |
965.3 |
0.382 |
962.4 |
LOW |
953.1 |
0.618 |
938.0 |
1.000 |
928.7 |
1.618 |
913.6 |
2.618 |
889.2 |
4.250 |
849.4 |
|
|
Fisher Pivots for day following 25-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
965.6 |
974.8 |
PP |
965.4 |
971.8 |
S1 |
965.3 |
968.7 |
|