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 |
4,179.0 |
4,077.5 |
-101.5 |
-2.4% |
4,405.0 |
High |
4,179.0 |
4,125.5 |
-53.5 |
-1.3% |
4,437.5 |
Low |
3,991.0 |
3,877.5 |
-113.5 |
-2.8% |
3,991.0 |
Close |
4,064.0 |
3,960.0 |
-104.0 |
-2.6% |
4,064.0 |
Range |
188.0 |
248.0 |
60.0 |
31.9% |
446.5 |
ATR |
155.8 |
162.3 |
6.6 |
4.2% |
0.0 |
Volume |
403 |
762 |
359 |
89.1% |
3,604 |
|
Daily Pivots for day following 23-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,731.7 |
4,593.8 |
4,096.4 |
|
R3 |
4,483.7 |
4,345.8 |
4,028.2 |
|
R2 |
4,235.7 |
4,235.7 |
4,005.5 |
|
R1 |
4,097.8 |
4,097.8 |
3,982.7 |
4,042.8 |
PP |
3,987.7 |
3,987.7 |
3,987.7 |
3,960.1 |
S1 |
3,849.8 |
3,849.8 |
3,937.3 |
3,794.8 |
S2 |
3,739.7 |
3,739.7 |
3,914.5 |
|
S3 |
3,491.7 |
3,601.8 |
3,891.8 |
|
S4 |
3,243.7 |
3,353.8 |
3,823.6 |
|
|
Weekly Pivots for week ending 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,503.7 |
5,230.3 |
4,309.6 |
|
R3 |
5,057.2 |
4,783.8 |
4,186.8 |
|
R2 |
4,610.7 |
4,610.7 |
4,145.9 |
|
R1 |
4,337.3 |
4,337.3 |
4,104.9 |
4,250.8 |
PP |
4,164.2 |
4,164.2 |
4,164.2 |
4,120.9 |
S1 |
3,890.8 |
3,890.8 |
4,023.1 |
3,804.3 |
S2 |
3,717.7 |
3,717.7 |
3,982.1 |
|
S3 |
3,271.2 |
3,444.3 |
3,941.2 |
|
S4 |
2,824.7 |
2,997.8 |
3,818.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,344.0 |
3,877.5 |
466.5 |
11.8% |
157.3 |
4.0% |
18% |
False |
True |
797 |
10 |
4,668.5 |
3,877.5 |
791.0 |
20.0% |
140.8 |
3.6% |
10% |
False |
True |
601 |
20 |
4,703.5 |
3,877.5 |
826.0 |
20.9% |
141.9 |
3.6% |
10% |
False |
True |
617 |
40 |
5,151.0 |
3,877.5 |
1,273.5 |
32.2% |
144.6 |
3.7% |
6% |
False |
True |
596 |
60 |
5,151.0 |
3,877.5 |
1,273.5 |
32.2% |
151.8 |
3.8% |
6% |
False |
True |
1,069 |
80 |
5,414.0 |
3,877.5 |
1,536.5 |
38.8% |
182.7 |
4.6% |
5% |
False |
True |
920 |
100 |
6,050.5 |
3,877.5 |
2,173.0 |
54.9% |
193.5 |
4.9% |
4% |
False |
True |
771 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,179.5 |
2.618 |
4,774.8 |
1.618 |
4,526.8 |
1.000 |
4,373.5 |
0.618 |
4,278.8 |
HIGH |
4,125.5 |
0.618 |
4,030.8 |
0.500 |
4,001.5 |
0.382 |
3,972.2 |
LOW |
3,877.5 |
0.618 |
3,724.2 |
1.000 |
3,629.5 |
1.618 |
3,476.2 |
2.618 |
3,228.2 |
4.250 |
2,823.5 |
|
|
Fisher Pivots for day following 23-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
4,001.5 |
4,083.8 |
PP |
3,987.7 |
4,042.5 |
S1 |
3,973.8 |
4,001.3 |
|