Trading Metrics calculated at close of trading on 26-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2009 |
26-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
3,955.0 |
3,896.0 |
-59.0 |
-1.5% |
4,405.0 |
High |
3,984.0 |
4,001.5 |
17.5 |
0.4% |
4,437.5 |
Low |
3,805.0 |
3,870.5 |
65.5 |
1.7% |
3,991.0 |
Close |
3,862.0 |
3,953.0 |
91.0 |
2.4% |
4,064.0 |
Range |
179.0 |
131.0 |
-48.0 |
-26.8% |
446.5 |
ATR |
163.1 |
161.4 |
-1.7 |
-1.0% |
0.0 |
Volume |
334 |
618 |
284 |
85.0% |
3,604 |
|
Daily Pivots for day following 26-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,334.7 |
4,274.8 |
4,025.1 |
|
R3 |
4,203.7 |
4,143.8 |
3,989.0 |
|
R2 |
4,072.7 |
4,072.7 |
3,977.0 |
|
R1 |
4,012.8 |
4,012.8 |
3,965.0 |
4,042.8 |
PP |
3,941.7 |
3,941.7 |
3,941.7 |
3,956.6 |
S1 |
3,881.8 |
3,881.8 |
3,941.0 |
3,911.8 |
S2 |
3,810.7 |
3,810.7 |
3,929.0 |
|
S3 |
3,679.7 |
3,750.8 |
3,917.0 |
|
S4 |
3,548.7 |
3,619.8 |
3,881.0 |
|
|
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 |
4,179.0 |
3,805.0 |
374.0 |
9.5% |
180.4 |
4.6% |
40% |
False |
False |
532 |
10 |
4,525.0 |
3,805.0 |
720.0 |
18.2% |
144.9 |
3.7% |
21% |
False |
False |
624 |
20 |
4,703.5 |
3,805.0 |
898.5 |
22.7% |
144.0 |
3.6% |
16% |
False |
False |
602 |
40 |
5,151.0 |
3,805.0 |
1,346.0 |
34.1% |
150.8 |
3.8% |
11% |
False |
False |
607 |
60 |
5,151.0 |
3,805.0 |
1,346.0 |
34.1% |
151.6 |
3.8% |
11% |
False |
False |
1,083 |
80 |
5,414.0 |
3,805.0 |
1,609.0 |
40.7% |
176.9 |
4.5% |
9% |
False |
False |
928 |
100 |
5,990.0 |
3,805.0 |
2,185.0 |
55.3% |
194.7 |
4.9% |
7% |
False |
False |
780 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,558.3 |
2.618 |
4,344.5 |
1.618 |
4,213.5 |
1.000 |
4,132.5 |
0.618 |
4,082.5 |
HIGH |
4,001.5 |
0.618 |
3,951.5 |
0.500 |
3,936.0 |
0.382 |
3,920.5 |
LOW |
3,870.5 |
0.618 |
3,789.5 |
1.000 |
3,739.5 |
1.618 |
3,658.5 |
2.618 |
3,527.5 |
4.250 |
3,313.8 |
|
|
Fisher Pivots for day following 26-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
3,947.3 |
3,936.5 |
PP |
3,941.7 |
3,920.0 |
S1 |
3,936.0 |
3,903.5 |
|