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 |
4,077.5 |
3,913.0 |
-164.5 |
-4.0% |
4,405.0 |
High |
4,125.5 |
4,002.0 |
-123.5 |
-3.0% |
4,437.5 |
Low |
3,877.5 |
3,846.0 |
-31.5 |
-0.8% |
3,991.0 |
Close |
3,960.0 |
3,926.0 |
-34.0 |
-0.9% |
4,064.0 |
Range |
248.0 |
156.0 |
-92.0 |
-37.1% |
446.5 |
ATR |
162.3 |
161.9 |
-0.5 |
-0.3% |
0.0 |
Volume |
762 |
546 |
-216 |
-28.3% |
3,604 |
|
Daily Pivots for day following 24-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,392.7 |
4,315.3 |
4,011.8 |
|
R3 |
4,236.7 |
4,159.3 |
3,968.9 |
|
R2 |
4,080.7 |
4,080.7 |
3,954.6 |
|
R1 |
4,003.3 |
4,003.3 |
3,940.3 |
4,042.0 |
PP |
3,924.7 |
3,924.7 |
3,924.7 |
3,944.0 |
S1 |
3,847.3 |
3,847.3 |
3,911.7 |
3,886.0 |
S2 |
3,768.7 |
3,768.7 |
3,897.4 |
|
S3 |
3,612.7 |
3,691.3 |
3,883.1 |
|
S4 |
3,456.7 |
3,535.3 |
3,840.2 |
|
|
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 |
4,290.0 |
3,846.0 |
444.0 |
11.3% |
163.7 |
4.2% |
18% |
False |
True |
792 |
10 |
4,560.0 |
3,846.0 |
714.0 |
18.2% |
135.5 |
3.5% |
11% |
False |
True |
599 |
20 |
4,703.5 |
3,846.0 |
857.5 |
21.8% |
145.3 |
3.7% |
9% |
False |
True |
608 |
40 |
5,151.0 |
3,846.0 |
1,305.0 |
33.2% |
145.8 |
3.7% |
6% |
False |
True |
601 |
60 |
5,151.0 |
3,846.0 |
1,305.0 |
33.2% |
150.9 |
3.8% |
6% |
False |
True |
1,072 |
80 |
5,414.0 |
3,846.0 |
1,568.0 |
39.9% |
177.9 |
4.5% |
5% |
False |
True |
922 |
100 |
6,050.5 |
3,846.0 |
2,204.5 |
56.2% |
194.4 |
5.0% |
4% |
False |
True |
776 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,665.0 |
2.618 |
4,410.4 |
1.618 |
4,254.4 |
1.000 |
4,158.0 |
0.618 |
4,098.4 |
HIGH |
4,002.0 |
0.618 |
3,942.4 |
0.500 |
3,924.0 |
0.382 |
3,905.6 |
LOW |
3,846.0 |
0.618 |
3,749.6 |
1.000 |
3,690.0 |
1.618 |
3,593.6 |
2.618 |
3,437.6 |
4.250 |
3,183.0 |
|
|
Fisher Pivots for day following 24-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
3,925.3 |
4,012.5 |
PP |
3,924.7 |
3,983.7 |
S1 |
3,924.0 |
3,954.8 |
|