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 |
979.0 |
997.7 |
18.7 |
1.9% |
942.5 |
High |
1,009.8 |
1,001.7 |
-8.1 |
-0.8% |
1,009.8 |
Low |
973.9 |
978.4 |
4.5 |
0.5% |
940.0 |
Close |
1,004.5 |
997.2 |
-7.3 |
-0.7% |
1,004.5 |
Range |
35.9 |
23.3 |
-12.6 |
-35.1% |
69.8 |
ATR |
25.7 |
25.7 |
0.0 |
0.1% |
0.0 |
Volume |
2,666 |
3,664 |
998 |
37.4% |
12,509 |
|
Daily Pivots for day following 23-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,062.3 |
1,053.1 |
1,010.0 |
|
R3 |
1,039.0 |
1,029.8 |
1,003.6 |
|
R2 |
1,015.7 |
1,015.7 |
1,001.5 |
|
R1 |
1,006.5 |
1,006.5 |
999.3 |
999.5 |
PP |
992.4 |
992.4 |
992.4 |
988.9 |
S1 |
983.2 |
983.2 |
995.1 |
976.2 |
S2 |
969.1 |
969.1 |
992.9 |
|
S3 |
945.8 |
959.9 |
990.8 |
|
S4 |
922.5 |
936.6 |
984.4 |
|
|
Weekly Pivots for week ending 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,194.2 |
1,169.1 |
1,042.9 |
|
R3 |
1,124.4 |
1,099.3 |
1,023.7 |
|
R2 |
1,054.6 |
1,054.6 |
1,017.3 |
|
R1 |
1,029.5 |
1,029.5 |
1,010.9 |
1,042.1 |
PP |
984.8 |
984.8 |
984.8 |
991.0 |
S1 |
959.7 |
959.7 |
998.1 |
972.3 |
S2 |
915.0 |
915.0 |
991.7 |
|
S3 |
845.2 |
889.9 |
985.3 |
|
S4 |
775.4 |
820.1 |
966.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,009.8 |
940.0 |
69.8 |
7.0% |
27.8 |
2.8% |
82% |
False |
False |
3,234 |
10 |
1,009.8 |
893.5 |
116.3 |
11.7% |
25.1 |
2.5% |
89% |
False |
False |
3,330 |
20 |
1,009.8 |
877.4 |
132.4 |
13.3% |
23.7 |
2.4% |
90% |
False |
False |
3,855 |
40 |
1,009.8 |
805.2 |
204.6 |
20.5% |
24.9 |
2.5% |
94% |
False |
False |
2,917 |
60 |
1,009.8 |
748.0 |
261.8 |
26.3% |
23.8 |
2.4% |
95% |
False |
False |
2,627 |
80 |
1,009.8 |
705.7 |
304.1 |
30.5% |
24.1 |
2.4% |
96% |
False |
False |
2,385 |
100 |
1,009.8 |
691.8 |
318.0 |
31.9% |
25.8 |
2.6% |
96% |
False |
False |
2,046 |
120 |
1,009.8 |
691.8 |
318.0 |
31.9% |
26.2 |
2.6% |
96% |
False |
False |
1,880 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,100.7 |
2.618 |
1,062.7 |
1.618 |
1,039.4 |
1.000 |
1,025.0 |
0.618 |
1,016.1 |
HIGH |
1,001.7 |
0.618 |
992.8 |
0.500 |
990.1 |
0.382 |
987.3 |
LOW |
978.4 |
0.618 |
964.0 |
1.000 |
955.1 |
1.618 |
940.7 |
2.618 |
917.4 |
4.250 |
879.4 |
|
|
Fisher Pivots for day following 23-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
994.8 |
995.2 |
PP |
992.4 |
993.2 |
S1 |
990.1 |
991.3 |
|