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 |
965.0 |
950.0 |
-15.0 |
-1.6% |
942.5 |
High |
981.2 |
959.8 |
-21.4 |
-2.2% |
1,009.8 |
Low |
947.3 |
934.4 |
-12.9 |
-1.4% |
940.0 |
Close |
968.4 |
944.6 |
-23.8 |
-2.5% |
1,004.5 |
Range |
33.9 |
25.4 |
-8.5 |
-25.1% |
69.8 |
ATR |
27.0 |
27.5 |
0.5 |
1.8% |
0.0 |
Volume |
5,189 |
4,607 |
-582 |
-11.2% |
12,509 |
|
Daily Pivots for day following 26-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,022.5 |
1,008.9 |
958.6 |
|
R3 |
997.1 |
983.5 |
951.6 |
|
R2 |
971.7 |
971.7 |
949.3 |
|
R1 |
958.1 |
958.1 |
946.9 |
952.2 |
PP |
946.3 |
946.3 |
946.3 |
943.3 |
S1 |
932.7 |
932.7 |
942.3 |
926.8 |
S2 |
920.9 |
920.9 |
939.9 |
|
S3 |
895.5 |
907.3 |
937.6 |
|
S4 |
870.1 |
881.9 |
930.6 |
|
|
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 |
934.4 |
75.4 |
8.0% |
31.0 |
3.3% |
14% |
False |
True |
4,179 |
10 |
1,009.8 |
934.4 |
75.4 |
8.0% |
26.4 |
2.8% |
14% |
False |
True |
3,780 |
20 |
1,009.8 |
877.4 |
132.4 |
14.0% |
25.5 |
2.7% |
51% |
False |
False |
3,683 |
40 |
1,009.8 |
805.2 |
204.6 |
21.7% |
25.9 |
2.7% |
68% |
False |
False |
3,238 |
60 |
1,009.8 |
748.0 |
261.8 |
27.7% |
25.0 |
2.6% |
75% |
False |
False |
2,806 |
80 |
1,009.8 |
705.7 |
304.1 |
32.2% |
24.3 |
2.6% |
79% |
False |
False |
2,507 |
100 |
1,009.8 |
691.8 |
318.0 |
33.7% |
26.2 |
2.8% |
79% |
False |
False |
2,170 |
120 |
1,009.8 |
691.8 |
318.0 |
33.7% |
26.6 |
2.8% |
79% |
False |
False |
1,983 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,067.8 |
2.618 |
1,026.3 |
1.618 |
1,000.9 |
1.000 |
985.2 |
0.618 |
975.5 |
HIGH |
959.8 |
0.618 |
950.1 |
0.500 |
947.1 |
0.382 |
944.1 |
LOW |
934.4 |
0.618 |
918.7 |
1.000 |
909.0 |
1.618 |
893.3 |
2.618 |
867.9 |
4.250 |
826.5 |
|
|
Fisher Pivots for day following 26-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
947.1 |
966.7 |
PP |
946.3 |
959.3 |
S1 |
945.4 |
952.0 |
|