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 |
995.6 |
965.0 |
-30.6 |
-3.1% |
942.5 |
High |
999.0 |
981.2 |
-17.8 |
-1.8% |
1,009.8 |
Low |
962.5 |
947.3 |
-15.2 |
-1.6% |
940.0 |
Close |
971.7 |
968.4 |
-3.3 |
-0.3% |
1,004.5 |
Range |
36.5 |
33.9 |
-2.6 |
-7.1% |
69.8 |
ATR |
26.5 |
27.0 |
0.5 |
2.0% |
0.0 |
Volume |
4,769 |
5,189 |
420 |
8.8% |
12,509 |
|
Daily Pivots for day following 25-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,067.3 |
1,051.8 |
987.0 |
|
R3 |
1,033.4 |
1,017.9 |
977.7 |
|
R2 |
999.5 |
999.5 |
974.6 |
|
R1 |
984.0 |
984.0 |
971.5 |
991.8 |
PP |
965.6 |
965.6 |
965.6 |
969.5 |
S1 |
950.1 |
950.1 |
965.3 |
957.9 |
S2 |
931.7 |
931.7 |
962.2 |
|
S3 |
897.8 |
916.2 |
959.1 |
|
S4 |
863.9 |
882.3 |
949.8 |
|
|
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 |
947.3 |
62.5 |
6.5% |
29.2 |
3.0% |
34% |
False |
True |
3,848 |
10 |
1,009.8 |
914.5 |
95.3 |
9.8% |
27.6 |
2.9% |
57% |
False |
False |
3,821 |
20 |
1,009.8 |
877.4 |
132.4 |
13.7% |
25.2 |
2.6% |
69% |
False |
False |
3,687 |
40 |
1,009.8 |
805.2 |
204.6 |
21.1% |
25.7 |
2.7% |
80% |
False |
False |
3,141 |
60 |
1,009.8 |
748.0 |
261.8 |
27.0% |
24.7 |
2.6% |
84% |
False |
False |
2,746 |
80 |
1,009.8 |
705.7 |
304.1 |
31.4% |
24.2 |
2.5% |
86% |
False |
False |
2,476 |
100 |
1,009.8 |
691.8 |
318.0 |
32.8% |
26.1 |
2.7% |
87% |
False |
False |
2,134 |
120 |
1,009.8 |
691.8 |
318.0 |
32.8% |
26.6 |
2.7% |
87% |
False |
False |
1,949 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,125.3 |
2.618 |
1,070.0 |
1.618 |
1,036.1 |
1.000 |
1,015.1 |
0.618 |
1,002.2 |
HIGH |
981.2 |
0.618 |
968.3 |
0.500 |
964.3 |
0.382 |
960.2 |
LOW |
947.3 |
0.618 |
926.3 |
1.000 |
913.4 |
1.618 |
892.4 |
2.618 |
858.5 |
4.250 |
803.2 |
|
|
Fisher Pivots for day following 25-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
967.0 |
974.5 |
PP |
965.6 |
972.5 |
S1 |
964.3 |
970.4 |
|