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 |
1,168.12 |
1,116.78 |
-51.34 |
-4.4% |
1,180.10 |
High |
1,174.77 |
1,135.45 |
-39.32 |
-3.3% |
1,183.93 |
Low |
1,127.10 |
1,112.12 |
-14.98 |
-1.3% |
1,112.12 |
Close |
1,127.10 |
1,116.99 |
-10.11 |
-0.9% |
1,116.99 |
Range |
47.67 |
23.33 |
-24.34 |
-51.1% |
71.81 |
ATR |
40.42 |
39.20 |
-1.22 |
-3.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,191.51 |
1,177.58 |
1,129.82 |
|
R3 |
1,168.18 |
1,154.25 |
1,123.41 |
|
R2 |
1,144.85 |
1,144.85 |
1,121.27 |
|
R1 |
1,130.92 |
1,130.92 |
1,119.13 |
1,137.89 |
PP |
1,121.52 |
1,121.52 |
1,121.52 |
1,125.00 |
S1 |
1,107.59 |
1,107.59 |
1,114.85 |
1,114.56 |
S2 |
1,098.19 |
1,098.19 |
1,112.71 |
|
S3 |
1,074.86 |
1,084.26 |
1,110.57 |
|
S4 |
1,051.53 |
1,060.93 |
1,104.16 |
|
|
Weekly Pivots for week ending 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,353.11 |
1,306.86 |
1,156.49 |
|
R3 |
1,281.30 |
1,235.05 |
1,136.74 |
|
R2 |
1,209.49 |
1,209.49 |
1,130.16 |
|
R1 |
1,163.24 |
1,163.24 |
1,123.57 |
1,150.46 |
PP |
1,137.68 |
1,137.68 |
1,137.68 |
1,131.29 |
S1 |
1,091.43 |
1,091.43 |
1,110.41 |
1,078.65 |
S2 |
1,065.87 |
1,065.87 |
1,103.82 |
|
S3 |
994.06 |
1,019.62 |
1,097.24 |
|
S4 |
922.25 |
947.81 |
1,077.49 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,183.93 |
1,112.12 |
71.81 |
6.4% |
41.21 |
3.7% |
7% |
False |
True |
|
10 |
1,250.11 |
1,112.12 |
137.99 |
12.4% |
34.59 |
3.1% |
4% |
False |
True |
|
20 |
1,286.90 |
1,112.12 |
174.78 |
15.6% |
36.58 |
3.3% |
3% |
False |
True |
|
40 |
1,286.90 |
1,112.12 |
174.78 |
15.6% |
35.98 |
3.2% |
3% |
False |
True |
|
60 |
1,286.90 |
1,091.04 |
195.86 |
17.5% |
37.57 |
3.4% |
13% |
False |
False |
|
80 |
1,382.65 |
1,018.86 |
363.79 |
32.6% |
42.46 |
3.8% |
27% |
False |
False |
|
100 |
1,470.99 |
1,018.86 |
452.13 |
40.5% |
51.98 |
4.7% |
22% |
False |
False |
|
120 |
1,796.82 |
1,018.86 |
777.96 |
69.6% |
53.44 |
4.8% |
13% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,234.60 |
2.618 |
1,196.53 |
1.618 |
1,173.20 |
1.000 |
1,158.78 |
0.618 |
1,149.87 |
HIGH |
1,135.45 |
0.618 |
1,126.54 |
0.500 |
1,123.79 |
0.382 |
1,121.03 |
LOW |
1,112.12 |
0.618 |
1,097.70 |
1.000 |
1,088.79 |
1.618 |
1,074.37 |
2.618 |
1,051.04 |
4.250 |
1,012.97 |
|
|
Fisher Pivots for day following 27-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
1,123.79 |
1,148.03 |
PP |
1,121.52 |
1,137.68 |
S1 |
1,119.26 |
1,127.34 |
|