Trading Metrics calculated at close of trading on 26-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2009 |
26-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
962.5 |
953.6 |
-8.9 |
-0.9% |
940.8 |
High |
979.7 |
957.6 |
-22.1 |
-2.3% |
1,007.7 |
Low |
945.2 |
932.2 |
-13.0 |
-1.4% |
937.3 |
Close |
966.2 |
942.6 |
-23.6 |
-2.4% |
1,002.2 |
Range |
34.5 |
25.4 |
-9.1 |
-26.4% |
70.4 |
ATR |
27.7 |
28.1 |
0.5 |
1.6% |
0.0 |
Volume |
156,165 |
140,321 |
-15,844 |
-10.1% |
449,093 |
|
Daily Pivots for day following 26-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,020.3 |
1,006.9 |
956.6 |
|
R3 |
994.9 |
981.5 |
949.6 |
|
R2 |
969.5 |
969.5 |
947.3 |
|
R1 |
956.1 |
956.1 |
944.9 |
950.1 |
PP |
944.1 |
944.1 |
944.1 |
941.2 |
S1 |
930.7 |
930.7 |
940.3 |
924.7 |
S2 |
918.7 |
918.7 |
937.9 |
|
S3 |
893.3 |
905.3 |
935.6 |
|
S4 |
867.9 |
879.9 |
928.6 |
|
|
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 |
932.2 |
75.5 |
8.0% |
31.3 |
3.3% |
14% |
False |
True |
137,380 |
10 |
1,007.7 |
932.2 |
75.5 |
8.0% |
27.1 |
2.9% |
14% |
False |
True |
131,754 |
20 |
1,007.7 |
875.7 |
132.0 |
14.0% |
26.3 |
2.8% |
51% |
False |
False |
115,069 |
40 |
1,007.7 |
803.6 |
204.1 |
21.7% |
26.8 |
2.8% |
68% |
False |
False |
66,499 |
60 |
1,007.7 |
743.5 |
264.2 |
28.0% |
26.2 |
2.8% |
75% |
False |
False |
44,787 |
80 |
1,007.7 |
703.5 |
304.2 |
32.3% |
25.4 |
2.7% |
79% |
False |
False |
33,885 |
100 |
1,007.7 |
689.7 |
318.0 |
33.7% |
27.5 |
2.9% |
80% |
False |
False |
27,257 |
120 |
1,007.7 |
689.7 |
318.0 |
33.7% |
26.4 |
2.8% |
80% |
False |
False |
22,887 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,065.6 |
2.618 |
1,024.1 |
1.618 |
998.7 |
1.000 |
983.0 |
0.618 |
973.3 |
HIGH |
957.6 |
0.618 |
947.9 |
0.500 |
944.9 |
0.382 |
941.9 |
LOW |
932.2 |
0.618 |
916.5 |
1.000 |
906.8 |
1.618 |
891.1 |
2.618 |
865.7 |
4.250 |
824.3 |
|
|
Fisher Pivots for day following 26-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
944.9 |
964.6 |
PP |
944.1 |
957.3 |
S1 |
943.4 |
949.9 |
|