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 |
997.7 |
995.6 |
-2.1 |
-0.2% |
942.5 |
High |
1,001.7 |
999.0 |
-2.7 |
-0.3% |
1,009.8 |
Low |
978.4 |
962.5 |
-15.9 |
-1.6% |
940.0 |
Close |
997.2 |
971.7 |
-25.5 |
-2.6% |
1,004.5 |
Range |
23.3 |
36.5 |
13.2 |
56.7% |
69.8 |
ATR |
25.7 |
26.5 |
0.8 |
3.0% |
0.0 |
Volume |
3,664 |
4,769 |
1,105 |
30.2% |
12,509 |
|
Daily Pivots for day following 24-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,087.2 |
1,066.0 |
991.8 |
|
R3 |
1,050.7 |
1,029.5 |
981.7 |
|
R2 |
1,014.2 |
1,014.2 |
978.4 |
|
R1 |
993.0 |
993.0 |
975.0 |
985.4 |
PP |
977.7 |
977.7 |
977.7 |
973.9 |
S1 |
956.5 |
956.5 |
968.4 |
948.9 |
S2 |
941.2 |
941.2 |
965.0 |
|
S3 |
904.7 |
920.0 |
961.7 |
|
S4 |
868.2 |
883.5 |
951.6 |
|
|
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 |
962.5 |
47.3 |
4.9% |
27.7 |
2.9% |
19% |
False |
True |
3,826 |
10 |
1,009.8 |
894.5 |
115.3 |
11.9% |
26.9 |
2.8% |
67% |
False |
False |
3,587 |
20 |
1,009.8 |
877.4 |
132.4 |
13.6% |
24.2 |
2.5% |
71% |
False |
False |
3,880 |
40 |
1,009.8 |
805.2 |
204.6 |
21.1% |
25.5 |
2.6% |
81% |
False |
False |
3,018 |
60 |
1,009.8 |
748.0 |
261.8 |
26.9% |
24.2 |
2.5% |
85% |
False |
False |
2,683 |
80 |
1,009.8 |
705.7 |
304.1 |
31.3% |
24.2 |
2.5% |
87% |
False |
False |
2,438 |
100 |
1,009.8 |
691.8 |
318.0 |
32.7% |
26.0 |
2.7% |
88% |
False |
False |
2,089 |
120 |
1,009.8 |
691.8 |
318.0 |
32.7% |
26.4 |
2.7% |
88% |
False |
False |
1,910 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,154.1 |
2.618 |
1,094.6 |
1.618 |
1,058.1 |
1.000 |
1,035.5 |
0.618 |
1,021.6 |
HIGH |
999.0 |
0.618 |
985.1 |
0.500 |
980.8 |
0.382 |
976.4 |
LOW |
962.5 |
0.618 |
939.9 |
1.000 |
926.0 |
1.618 |
903.4 |
2.618 |
866.9 |
4.250 |
807.4 |
|
|
Fisher Pivots for day following 24-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
980.8 |
986.2 |
PP |
977.7 |
981.3 |
S1 |
974.7 |
976.5 |
|