Trading Metrics calculated at close of trading on 25-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2009 |
25-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
3,913.0 |
3,955.0 |
42.0 |
1.1% |
4,405.0 |
High |
4,002.0 |
3,984.0 |
-18.0 |
-0.4% |
4,437.5 |
Low |
3,846.0 |
3,805.0 |
-41.0 |
-1.1% |
3,991.0 |
Close |
3,926.0 |
3,862.0 |
-64.0 |
-1.6% |
4,064.0 |
Range |
156.0 |
179.0 |
23.0 |
14.7% |
446.5 |
ATR |
161.9 |
163.1 |
1.2 |
0.8% |
0.0 |
Volume |
546 |
334 |
-212 |
-38.8% |
3,604 |
|
Daily Pivots for day following 25-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,420.7 |
4,320.3 |
3,960.5 |
|
R3 |
4,241.7 |
4,141.3 |
3,911.2 |
|
R2 |
4,062.7 |
4,062.7 |
3,894.8 |
|
R1 |
3,962.3 |
3,962.3 |
3,878.4 |
3,923.0 |
PP |
3,883.7 |
3,883.7 |
3,883.7 |
3,864.0 |
S1 |
3,783.3 |
3,783.3 |
3,845.6 |
3,744.0 |
S2 |
3,704.7 |
3,704.7 |
3,829.2 |
|
S3 |
3,525.7 |
3,604.3 |
3,812.8 |
|
S4 |
3,346.7 |
3,425.3 |
3,763.6 |
|
|
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 |
4,290.0 |
3,805.0 |
485.0 |
12.6% |
176.2 |
4.6% |
12% |
False |
True |
714 |
10 |
4,534.5 |
3,805.0 |
729.5 |
18.9% |
146.4 |
3.8% |
8% |
False |
True |
619 |
20 |
4,703.5 |
3,805.0 |
898.5 |
23.3% |
144.7 |
3.7% |
6% |
False |
True |
599 |
40 |
5,151.0 |
3,805.0 |
1,346.0 |
34.9% |
149.2 |
3.9% |
4% |
False |
True |
600 |
60 |
5,151.0 |
3,805.0 |
1,346.0 |
34.9% |
150.4 |
3.9% |
4% |
False |
True |
1,074 |
80 |
5,414.0 |
3,805.0 |
1,609.0 |
41.7% |
177.2 |
4.6% |
4% |
False |
True |
922 |
100 |
6,050.5 |
3,805.0 |
2,245.5 |
58.1% |
195.6 |
5.1% |
3% |
False |
True |
777 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,744.8 |
2.618 |
4,452.6 |
1.618 |
4,273.6 |
1.000 |
4,163.0 |
0.618 |
4,094.6 |
HIGH |
3,984.0 |
0.618 |
3,915.6 |
0.500 |
3,894.5 |
0.382 |
3,873.4 |
LOW |
3,805.0 |
0.618 |
3,694.4 |
1.000 |
3,626.0 |
1.618 |
3,515.4 |
2.618 |
3,336.4 |
4.250 |
3,044.3 |
|
|
Fisher Pivots for day following 25-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
3,894.5 |
3,965.3 |
PP |
3,883.7 |
3,930.8 |
S1 |
3,872.8 |
3,896.4 |
|