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 |
2,015.0 |
1,959.0 |
-56.0 |
-2.8% |
2,143.0 |
High |
2,015.0 |
2,000.0 |
-15.0 |
-0.7% |
2,160.0 |
Low |
1,926.0 |
1,883.0 |
-43.0 |
-2.2% |
1,926.0 |
Close |
1,960.0 |
1,934.0 |
-26.0 |
-1.3% |
1,960.0 |
Range |
89.0 |
117.0 |
28.0 |
31.5% |
234.0 |
ATR |
81.1 |
83.7 |
2.6 |
3.2% |
0.0 |
Volume |
2,236 |
4,894 |
2,658 |
118.9% |
37,028 |
|
Daily Pivots for day following 23-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,290.0 |
2,229.0 |
1,998.4 |
|
R3 |
2,173.0 |
2,112.0 |
1,966.2 |
|
R2 |
2,056.0 |
2,056.0 |
1,955.5 |
|
R1 |
1,995.0 |
1,995.0 |
1,944.7 |
1,967.0 |
PP |
1,939.0 |
1,939.0 |
1,939.0 |
1,925.0 |
S1 |
1,878.0 |
1,878.0 |
1,923.3 |
1,850.0 |
S2 |
1,822.0 |
1,822.0 |
1,912.6 |
|
S3 |
1,705.0 |
1,761.0 |
1,901.8 |
|
S4 |
1,588.0 |
1,644.0 |
1,869.7 |
|
|
Weekly Pivots for week ending 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,717.3 |
2,572.7 |
2,088.7 |
|
R3 |
2,483.3 |
2,338.7 |
2,024.4 |
|
R2 |
2,249.3 |
2,249.3 |
2,002.9 |
|
R1 |
2,104.7 |
2,104.7 |
1,981.5 |
2,060.0 |
PP |
2,015.3 |
2,015.3 |
2,015.3 |
1,993.0 |
S1 |
1,870.7 |
1,870.7 |
1,938.6 |
1,826.0 |
S2 |
1,781.3 |
1,781.3 |
1,917.1 |
|
S3 |
1,547.3 |
1,636.7 |
1,895.7 |
|
S4 |
1,313.3 |
1,402.7 |
1,831.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,107.0 |
1,883.0 |
224.0 |
11.6% |
76.4 |
4.0% |
23% |
False |
True |
5,556 |
10 |
2,286.0 |
1,883.0 |
403.0 |
20.8% |
70.7 |
3.7% |
13% |
False |
True |
5,111 |
20 |
2,304.0 |
1,883.0 |
421.0 |
21.8% |
71.1 |
3.7% |
12% |
False |
True |
4,984 |
40 |
2,562.0 |
1,883.0 |
679.0 |
35.1% |
75.5 |
3.9% |
8% |
False |
True |
3,724 |
60 |
2,562.0 |
1,883.0 |
679.0 |
35.1% |
80.7 |
4.2% |
8% |
False |
True |
6,133 |
80 |
2,725.0 |
1,883.0 |
842.0 |
43.5% |
89.8 |
4.6% |
6% |
False |
True |
5,072 |
100 |
3,077.0 |
1,883.0 |
1,194.0 |
61.7% |
92.9 |
4.8% |
4% |
False |
True |
4,331 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,497.3 |
2.618 |
2,306.3 |
1.618 |
2,189.3 |
1.000 |
2,117.0 |
0.618 |
2,072.3 |
HIGH |
2,000.0 |
0.618 |
1,955.3 |
0.500 |
1,941.5 |
0.382 |
1,927.7 |
LOW |
1,883.0 |
0.618 |
1,810.7 |
1.000 |
1,766.0 |
1.618 |
1,693.7 |
2.618 |
1,576.7 |
4.250 |
1,385.8 |
|
|
Fisher Pivots for day following 23-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
1,941.5 |
1,983.0 |
PP |
1,939.0 |
1,966.7 |
S1 |
1,936.5 |
1,950.3 |
|