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 |
950.0 |
950.6 |
0.6 |
0.1% |
997.7 |
High |
959.8 |
966.1 |
6.3 |
0.7% |
1,001.7 |
Low |
934.4 |
928.9 |
-5.5 |
-0.6% |
928.9 |
Close |
944.6 |
944.5 |
-0.1 |
0.0% |
944.5 |
Range |
25.4 |
37.2 |
11.8 |
46.5% |
72.8 |
ATR |
27.5 |
28.2 |
0.7 |
2.5% |
0.0 |
Volume |
4,607 |
6,077 |
1,470 |
31.9% |
24,306 |
|
Daily Pivots for day following 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,058.1 |
1,038.5 |
965.0 |
|
R3 |
1,020.9 |
1,001.3 |
954.7 |
|
R2 |
983.7 |
983.7 |
951.3 |
|
R1 |
964.1 |
964.1 |
947.9 |
955.3 |
PP |
946.5 |
946.5 |
946.5 |
942.1 |
S1 |
926.9 |
926.9 |
941.1 |
918.1 |
S2 |
909.3 |
909.3 |
937.7 |
|
S3 |
872.1 |
889.7 |
934.3 |
|
S4 |
834.9 |
852.5 |
924.0 |
|
|
Weekly Pivots for week ending 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,176.8 |
1,133.4 |
984.5 |
|
R3 |
1,104.0 |
1,060.6 |
964.5 |
|
R2 |
1,031.2 |
1,031.2 |
957.8 |
|
R1 |
987.8 |
987.8 |
951.2 |
973.1 |
PP |
958.4 |
958.4 |
958.4 |
951.0 |
S1 |
915.0 |
915.0 |
937.8 |
900.3 |
S2 |
885.6 |
885.6 |
931.2 |
|
S3 |
812.8 |
842.2 |
924.5 |
|
S4 |
740.0 |
769.4 |
904.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,001.7 |
928.9 |
72.8 |
7.7% |
31.3 |
3.3% |
21% |
False |
True |
4,861 |
10 |
1,009.8 |
928.9 |
80.9 |
8.6% |
28.4 |
3.0% |
19% |
False |
True |
3,911 |
20 |
1,009.8 |
892.7 |
117.1 |
12.4% |
25.6 |
2.7% |
44% |
False |
False |
3,514 |
40 |
1,009.8 |
805.2 |
204.6 |
21.7% |
26.4 |
2.8% |
68% |
False |
False |
3,367 |
60 |
1,009.8 |
748.0 |
261.8 |
27.7% |
25.0 |
2.6% |
75% |
False |
False |
2,907 |
80 |
1,009.8 |
705.7 |
304.1 |
32.2% |
24.6 |
2.6% |
79% |
False |
False |
2,581 |
100 |
1,009.8 |
691.8 |
318.0 |
33.7% |
26.5 |
2.8% |
79% |
False |
False |
2,228 |
120 |
1,009.8 |
691.8 |
318.0 |
33.7% |
26.7 |
2.8% |
79% |
False |
False |
2,024 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,124.2 |
2.618 |
1,063.5 |
1.618 |
1,026.3 |
1.000 |
1,003.3 |
0.618 |
989.1 |
HIGH |
966.1 |
0.618 |
951.9 |
0.500 |
947.5 |
0.382 |
943.1 |
LOW |
928.9 |
0.618 |
905.9 |
1.000 |
891.7 |
1.618 |
868.7 |
2.618 |
831.5 |
4.250 |
770.8 |
|
|
Fisher Pivots for day following 27-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
947.5 |
955.1 |
PP |
946.5 |
951.5 |
S1 |
945.5 |
948.0 |
|