Trading Metrics calculated at close of trading on 27-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2009 |
27-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
1,915.0 |
1,916.0 |
1.0 |
0.1% |
1,959.0 |
High |
1,969.0 |
1,935.0 |
-34.0 |
-1.7% |
2,000.0 |
Low |
1,903.0 |
1,873.0 |
-30.0 |
-1.6% |
1,873.0 |
Close |
1,949.0 |
1,908.0 |
-41.0 |
-2.1% |
1,908.0 |
Range |
66.0 |
62.0 |
-4.0 |
-6.1% |
127.0 |
ATR |
82.4 |
82.0 |
-0.5 |
-0.6% |
0.0 |
Volume |
6,733 |
10,104 |
3,371 |
50.1% |
29,782 |
|
Daily Pivots for day following 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,091.3 |
2,061.7 |
1,942.1 |
|
R3 |
2,029.3 |
1,999.7 |
1,925.1 |
|
R2 |
1,967.3 |
1,967.3 |
1,919.4 |
|
R1 |
1,937.7 |
1,937.7 |
1,913.7 |
1,921.5 |
PP |
1,905.3 |
1,905.3 |
1,905.3 |
1,897.3 |
S1 |
1,875.7 |
1,875.7 |
1,902.3 |
1,859.5 |
S2 |
1,843.3 |
1,843.3 |
1,896.6 |
|
S3 |
1,781.3 |
1,813.7 |
1,891.0 |
|
S4 |
1,719.3 |
1,751.7 |
1,873.9 |
|
|
Weekly Pivots for week ending 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,308.0 |
2,235.0 |
1,977.9 |
|
R3 |
2,181.0 |
2,108.0 |
1,942.9 |
|
R2 |
2,054.0 |
2,054.0 |
1,931.3 |
|
R1 |
1,981.0 |
1,981.0 |
1,919.6 |
1,954.0 |
PP |
1,927.0 |
1,927.0 |
1,927.0 |
1,913.5 |
S1 |
1,854.0 |
1,854.0 |
1,896.4 |
1,827.0 |
S2 |
1,800.0 |
1,800.0 |
1,884.7 |
|
S3 |
1,673.0 |
1,727.0 |
1,873.1 |
|
S4 |
1,546.0 |
1,600.0 |
1,838.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,000.0 |
1,873.0 |
127.0 |
6.7% |
82.0 |
4.3% |
28% |
False |
True |
5,956 |
10 |
2,160.0 |
1,873.0 |
287.0 |
15.0% |
72.0 |
3.8% |
12% |
False |
True |
6,681 |
20 |
2,304.0 |
1,873.0 |
431.0 |
22.6% |
71.4 |
3.7% |
8% |
False |
True |
5,091 |
40 |
2,562.0 |
1,873.0 |
689.0 |
36.1% |
77.2 |
4.0% |
5% |
False |
True |
4,264 |
60 |
2,562.0 |
1,873.0 |
689.0 |
36.1% |
80.8 |
4.2% |
5% |
False |
True |
6,456 |
80 |
2,725.0 |
1,873.0 |
852.0 |
44.7% |
88.9 |
4.7% |
4% |
False |
True |
5,303 |
100 |
2,936.0 |
1,873.0 |
1,063.0 |
55.7% |
93.3 |
4.9% |
3% |
False |
True |
4,539 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,198.5 |
2.618 |
2,097.3 |
1.618 |
2,035.3 |
1.000 |
1,997.0 |
0.618 |
1,973.3 |
HIGH |
1,935.0 |
0.618 |
1,911.3 |
0.500 |
1,904.0 |
0.382 |
1,896.7 |
LOW |
1,873.0 |
0.618 |
1,834.7 |
1.000 |
1,811.0 |
1.618 |
1,772.7 |
2.618 |
1,710.7 |
4.250 |
1,609.5 |
|
|
Fisher Pivots for day following 27-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
1,906.7 |
1,921.0 |
PP |
1,905.3 |
1,916.7 |
S1 |
1,904.0 |
1,912.3 |
|