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 |
1,959.0 |
1,907.0 |
-52.0 |
-2.7% |
2,143.0 |
High |
2,000.0 |
1,961.0 |
-39.0 |
-2.0% |
2,160.0 |
Low |
1,883.0 |
1,882.0 |
-1.0 |
-0.1% |
1,926.0 |
Close |
1,934.0 |
1,920.0 |
-14.0 |
-0.7% |
1,960.0 |
Range |
117.0 |
79.0 |
-38.0 |
-32.5% |
234.0 |
ATR |
83.7 |
83.3 |
-0.3 |
-0.4% |
0.0 |
Volume |
4,894 |
5,106 |
212 |
4.3% |
37,028 |
|
Daily Pivots for day following 24-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,158.0 |
2,118.0 |
1,963.5 |
|
R3 |
2,079.0 |
2,039.0 |
1,941.7 |
|
R2 |
2,000.0 |
2,000.0 |
1,934.5 |
|
R1 |
1,960.0 |
1,960.0 |
1,927.2 |
1,980.0 |
PP |
1,921.0 |
1,921.0 |
1,921.0 |
1,931.0 |
S1 |
1,881.0 |
1,881.0 |
1,912.8 |
1,901.0 |
S2 |
1,842.0 |
1,842.0 |
1,905.5 |
|
S3 |
1,763.0 |
1,802.0 |
1,898.3 |
|
S4 |
1,684.0 |
1,723.0 |
1,876.6 |
|
|
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 |
2,083.0 |
1,882.0 |
201.0 |
10.5% |
79.6 |
4.1% |
19% |
False |
True |
6,248 |
10 |
2,213.0 |
1,882.0 |
331.0 |
17.2% |
66.6 |
3.5% |
11% |
False |
True |
5,073 |
20 |
2,304.0 |
1,882.0 |
422.0 |
22.0% |
72.5 |
3.8% |
9% |
False |
True |
5,204 |
40 |
2,562.0 |
1,882.0 |
680.0 |
35.4% |
76.2 |
4.0% |
6% |
False |
True |
3,850 |
60 |
2,562.0 |
1,882.0 |
680.0 |
35.4% |
80.4 |
4.2% |
6% |
False |
True |
6,182 |
80 |
2,725.0 |
1,882.0 |
843.0 |
43.9% |
90.2 |
4.7% |
5% |
False |
True |
5,130 |
100 |
3,077.0 |
1,882.0 |
1,195.0 |
62.2% |
92.7 |
4.8% |
3% |
False |
True |
4,377 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,296.8 |
2.618 |
2,167.8 |
1.618 |
2,088.8 |
1.000 |
2,040.0 |
0.618 |
2,009.8 |
HIGH |
1,961.0 |
0.618 |
1,930.8 |
0.500 |
1,921.5 |
0.382 |
1,912.2 |
LOW |
1,882.0 |
0.618 |
1,833.2 |
1.000 |
1,803.0 |
1.618 |
1,754.2 |
2.618 |
1,675.2 |
4.250 |
1,546.3 |
|
|
Fisher Pivots for day following 24-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
1,921.5 |
1,948.5 |
PP |
1,921.0 |
1,939.0 |
S1 |
1,920.5 |
1,929.5 |
|