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 |
3,896.0 |
3,889.0 |
-7.0 |
-0.2% |
4,077.5 |
High |
4,001.5 |
3,917.0 |
-84.5 |
-2.1% |
4,125.5 |
Low |
3,870.5 |
3,790.0 |
-80.5 |
-2.1% |
3,790.0 |
Close |
3,953.0 |
3,860.5 |
-92.5 |
-2.3% |
3,860.5 |
Range |
131.0 |
127.0 |
-4.0 |
-3.1% |
335.5 |
ATR |
161.4 |
161.5 |
0.1 |
0.1% |
0.0 |
Volume |
618 |
1,133 |
515 |
83.3% |
3,393 |
|
Daily Pivots for day following 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,236.8 |
4,175.7 |
3,930.4 |
|
R3 |
4,109.8 |
4,048.7 |
3,895.4 |
|
R2 |
3,982.8 |
3,982.8 |
3,883.8 |
|
R1 |
3,921.7 |
3,921.7 |
3,872.1 |
3,888.8 |
PP |
3,855.8 |
3,855.8 |
3,855.8 |
3,839.4 |
S1 |
3,794.7 |
3,794.7 |
3,848.9 |
3,761.8 |
S2 |
3,728.8 |
3,728.8 |
3,837.2 |
|
S3 |
3,601.8 |
3,667.7 |
3,825.6 |
|
S4 |
3,474.8 |
3,540.7 |
3,790.7 |
|
|
Weekly Pivots for week ending 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,931.8 |
4,731.7 |
4,045.0 |
|
R3 |
4,596.3 |
4,396.2 |
3,952.8 |
|
R2 |
4,260.8 |
4,260.8 |
3,922.0 |
|
R1 |
4,060.7 |
4,060.7 |
3,891.3 |
3,993.0 |
PP |
3,925.3 |
3,925.3 |
3,925.3 |
3,891.5 |
S1 |
3,725.2 |
3,725.2 |
3,829.7 |
3,657.5 |
S2 |
3,589.8 |
3,589.8 |
3,799.0 |
|
S3 |
3,254.3 |
3,389.7 |
3,768.2 |
|
S4 |
2,918.8 |
3,054.2 |
3,676.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,125.5 |
3,790.0 |
335.5 |
8.7% |
168.2 |
4.4% |
21% |
False |
True |
678 |
10 |
4,437.5 |
3,790.0 |
647.5 |
16.8% |
146.7 |
3.8% |
11% |
False |
True |
699 |
20 |
4,703.5 |
3,790.0 |
913.5 |
23.7% |
143.7 |
3.7% |
8% |
False |
True |
648 |
40 |
5,151.0 |
3,790.0 |
1,361.0 |
35.3% |
149.6 |
3.9% |
5% |
False |
True |
624 |
60 |
5,151.0 |
3,790.0 |
1,361.0 |
35.3% |
153.3 |
4.0% |
5% |
False |
True |
1,100 |
80 |
5,414.0 |
3,790.0 |
1,624.0 |
42.1% |
174.6 |
4.5% |
4% |
False |
True |
938 |
100 |
5,684.0 |
3,790.0 |
1,894.0 |
49.1% |
194.3 |
5.0% |
4% |
False |
True |
789 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,456.8 |
2.618 |
4,249.5 |
1.618 |
4,122.5 |
1.000 |
4,044.0 |
0.618 |
3,995.5 |
HIGH |
3,917.0 |
0.618 |
3,868.5 |
0.500 |
3,853.5 |
0.382 |
3,838.5 |
LOW |
3,790.0 |
0.618 |
3,711.5 |
1.000 |
3,663.0 |
1.618 |
3,584.5 |
2.618 |
3,457.5 |
4.250 |
3,250.3 |
|
|
Fisher Pivots for day following 27-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
3,858.2 |
3,895.8 |
PP |
3,855.8 |
3,884.0 |
S1 |
3,853.5 |
3,872.3 |
|