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 |
992.1 |
962.5 |
-29.6 |
-3.0% |
940.8 |
High |
997.0 |
979.7 |
-17.3 |
-1.7% |
1,007.7 |
Low |
960.2 |
945.2 |
-15.0 |
-1.6% |
937.3 |
Close |
969.5 |
966.2 |
-3.3 |
-0.3% |
1,002.2 |
Range |
36.8 |
34.5 |
-2.3 |
-6.3% |
70.4 |
ATR |
27.1 |
27.7 |
0.5 |
1.9% |
0.0 |
Volume |
111,088 |
156,165 |
45,077 |
40.6% |
449,093 |
|
Daily Pivots for day following 25-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,067.2 |
1,051.2 |
985.2 |
|
R3 |
1,032.7 |
1,016.7 |
975.7 |
|
R2 |
998.2 |
998.2 |
972.5 |
|
R1 |
982.2 |
982.2 |
969.4 |
990.2 |
PP |
963.7 |
963.7 |
963.7 |
967.7 |
S1 |
947.7 |
947.7 |
963.0 |
955.7 |
S2 |
929.2 |
929.2 |
959.9 |
|
S3 |
894.7 |
913.2 |
956.7 |
|
S4 |
860.2 |
878.7 |
947.2 |
|
|
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 |
945.2 |
62.5 |
6.5% |
29.9 |
3.1% |
34% |
False |
True |
132,870 |
10 |
1,007.7 |
912.0 |
95.7 |
9.9% |
28.3 |
2.9% |
57% |
False |
False |
129,203 |
20 |
1,007.7 |
875.7 |
132.0 |
13.7% |
26.1 |
2.7% |
69% |
False |
False |
110,515 |
40 |
1,007.7 |
803.6 |
204.1 |
21.1% |
26.6 |
2.8% |
80% |
False |
False |
63,014 |
60 |
1,007.7 |
743.5 |
264.2 |
27.3% |
25.9 |
2.7% |
84% |
False |
False |
42,471 |
80 |
1,007.7 |
703.5 |
304.2 |
31.5% |
25.3 |
2.6% |
86% |
False |
False |
32,143 |
100 |
1,007.7 |
689.7 |
318.0 |
32.9% |
27.5 |
2.8% |
87% |
False |
False |
25,868 |
120 |
1,007.7 |
689.7 |
318.0 |
32.9% |
26.2 |
2.7% |
87% |
False |
False |
21,722 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,126.3 |
2.618 |
1,070.0 |
1.618 |
1,035.5 |
1.000 |
1,014.2 |
0.618 |
1,001.0 |
HIGH |
979.7 |
0.618 |
966.5 |
0.500 |
962.5 |
0.382 |
958.4 |
LOW |
945.2 |
0.618 |
923.9 |
1.000 |
910.7 |
1.618 |
889.4 |
2.618 |
854.9 |
4.250 |
798.6 |
|
|
Fisher Pivots for day following 25-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
965.0 |
972.4 |
PP |
963.7 |
970.3 |
S1 |
962.5 |
968.3 |
|