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 |
973.2 |
994.3 |
21.1 |
2.2% |
940.8 |
High |
1,007.7 |
999.6 |
-8.1 |
-0.8% |
1,007.7 |
Low |
971.5 |
976.2 |
4.7 |
0.5% |
937.3 |
Close |
1,002.2 |
995.0 |
-7.2 |
-0.7% |
1,002.2 |
Range |
36.2 |
23.4 |
-12.8 |
-35.4% |
70.4 |
ATR |
26.4 |
26.4 |
0.0 |
-0.1% |
0.0 |
Volume |
116,161 |
163,165 |
47,004 |
40.5% |
449,093 |
|
Daily Pivots for day following 23-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,060.5 |
1,051.1 |
1,007.9 |
|
R3 |
1,037.1 |
1,027.7 |
1,001.4 |
|
R2 |
1,013.7 |
1,013.7 |
999.3 |
|
R1 |
1,004.3 |
1,004.3 |
997.1 |
1,009.0 |
PP |
990.3 |
990.3 |
990.3 |
992.6 |
S1 |
980.9 |
980.9 |
992.9 |
985.6 |
S2 |
966.9 |
966.9 |
990.7 |
|
S3 |
943.5 |
957.5 |
988.6 |
|
S4 |
920.1 |
934.1 |
982.1 |
|
|
Weekly Pivots for week ending 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,193.6 |
1,168.3 |
1,040.9 |
|
R3 |
1,123.2 |
1,097.9 |
1,021.6 |
|
R2 |
1,052.8 |
1,052.8 |
1,015.1 |
|
R1 |
1,027.5 |
1,027.5 |
1,008.7 |
1,040.2 |
PP |
982.4 |
982.4 |
982.4 |
988.7 |
S1 |
957.1 |
957.1 |
995.7 |
969.8 |
S2 |
912.0 |
912.0 |
989.3 |
|
S3 |
841.6 |
886.7 |
982.8 |
|
S4 |
771.2 |
816.3 |
963.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,007.7 |
937.3 |
70.4 |
7.1% |
28.6 |
2.9% |
82% |
False |
False |
122,451 |
10 |
1,007.7 |
891.9 |
115.8 |
11.6% |
26.1 |
2.6% |
89% |
False |
False |
118,392 |
20 |
1,007.7 |
875.7 |
132.0 |
13.3% |
24.7 |
2.5% |
90% |
False |
False |
102,117 |
40 |
1,007.7 |
803.6 |
204.1 |
20.5% |
25.9 |
2.6% |
94% |
False |
False |
56,387 |
60 |
1,007.7 |
743.5 |
264.2 |
26.6% |
25.0 |
2.5% |
95% |
False |
False |
38,074 |
80 |
1,007.7 |
703.5 |
304.2 |
30.6% |
25.1 |
2.5% |
96% |
False |
False |
28,817 |
100 |
1,007.7 |
689.7 |
318.0 |
32.0% |
27.3 |
2.7% |
96% |
False |
False |
23,201 |
120 |
1,007.7 |
689.7 |
318.0 |
32.0% |
25.6 |
2.6% |
96% |
False |
False |
19,508 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,099.1 |
2.618 |
1,060.9 |
1.618 |
1,037.5 |
1.000 |
1,023.0 |
0.618 |
1,014.1 |
HIGH |
999.6 |
0.618 |
990.7 |
0.500 |
987.9 |
0.382 |
985.1 |
LOW |
976.2 |
0.618 |
961.7 |
1.000 |
952.8 |
1.618 |
938.3 |
2.618 |
914.9 |
4.250 |
876.8 |
|
|
Fisher Pivots for day following 23-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
992.6 |
992.9 |
PP |
990.3 |
990.7 |
S1 |
987.9 |
988.6 |
|