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 |
994.3 |
992.1 |
-2.2 |
-0.2% |
940.8 |
High |
999.6 |
997.0 |
-2.6 |
-0.3% |
1,007.7 |
Low |
976.2 |
960.2 |
-16.0 |
-1.6% |
937.3 |
Close |
995.0 |
969.5 |
-25.5 |
-2.6% |
1,002.2 |
Range |
23.4 |
36.8 |
13.4 |
57.3% |
70.4 |
ATR |
26.4 |
27.1 |
0.7 |
2.8% |
0.0 |
Volume |
163,165 |
111,088 |
-52,077 |
-31.9% |
449,093 |
|
Daily Pivots for day following 24-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,086.0 |
1,064.5 |
989.7 |
|
R3 |
1,049.2 |
1,027.7 |
979.6 |
|
R2 |
1,012.4 |
1,012.4 |
976.2 |
|
R1 |
990.9 |
990.9 |
972.9 |
983.3 |
PP |
975.6 |
975.6 |
975.6 |
971.7 |
S1 |
954.1 |
954.1 |
966.1 |
946.5 |
S2 |
938.8 |
938.8 |
962.8 |
|
S3 |
902.0 |
917.3 |
959.4 |
|
S4 |
865.2 |
880.5 |
949.3 |
|
|
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 |
960.2 |
47.5 |
4.9% |
28.4 |
2.9% |
20% |
False |
True |
129,214 |
10 |
1,007.7 |
892.0 |
115.7 |
11.9% |
27.6 |
2.8% |
67% |
False |
False |
121,761 |
20 |
1,007.7 |
875.7 |
132.0 |
13.6% |
25.2 |
2.6% |
71% |
False |
False |
105,456 |
40 |
1,007.7 |
803.6 |
204.1 |
21.1% |
26.5 |
2.7% |
81% |
False |
False |
59,138 |
60 |
1,007.7 |
743.5 |
264.2 |
27.3% |
25.4 |
2.6% |
86% |
False |
False |
39,897 |
80 |
1,007.7 |
703.5 |
304.2 |
31.4% |
25.3 |
2.6% |
87% |
False |
False |
30,199 |
100 |
1,007.7 |
689.7 |
318.0 |
32.8% |
27.6 |
2.8% |
88% |
False |
False |
24,308 |
120 |
1,007.7 |
689.7 |
318.0 |
32.8% |
25.9 |
2.7% |
88% |
False |
False |
20,422 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,153.4 |
2.618 |
1,093.3 |
1.618 |
1,056.5 |
1.000 |
1,033.8 |
0.618 |
1,019.7 |
HIGH |
997.0 |
0.618 |
982.9 |
0.500 |
978.6 |
0.382 |
974.3 |
LOW |
960.2 |
0.618 |
937.5 |
1.000 |
923.4 |
1.618 |
900.7 |
2.618 |
863.9 |
4.250 |
803.8 |
|
|
Fisher Pivots for day following 24-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
978.6 |
984.0 |
PP |
975.6 |
979.1 |
S1 |
972.5 |
974.3 |
|