Trading Metrics calculated at close of trading on 23-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2009 |
23-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
7,461.49 |
7,365.99 |
-95.50 |
-1.3% |
7,845.63 |
High |
7,469.29 |
7,441.02 |
-28.27 |
-0.4% |
7,845.63 |
Low |
7,249.47 |
7,105.94 |
-143.53 |
-2.0% |
7,249.47 |
Close |
7,365.67 |
7,114.78 |
-250.89 |
-3.4% |
7,365.67 |
Range |
219.82 |
335.08 |
115.26 |
52.4% |
596.16 |
ATR |
222.28 |
230.34 |
8.06 |
3.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,225.82 |
8,005.38 |
7,299.07 |
|
R3 |
7,890.74 |
7,670.30 |
7,206.93 |
|
R2 |
7,555.66 |
7,555.66 |
7,176.21 |
|
R1 |
7,335.22 |
7,335.22 |
7,145.50 |
7,277.90 |
PP |
7,220.58 |
7,220.58 |
7,220.58 |
7,191.92 |
S1 |
7,000.14 |
7,000.14 |
7,084.06 |
6,942.82 |
S2 |
6,885.50 |
6,885.50 |
7,053.35 |
|
S3 |
6,550.42 |
6,665.06 |
7,022.63 |
|
S4 |
6,215.34 |
6,329.98 |
6,930.49 |
|
|
Weekly Pivots for week ending 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,275.40 |
8,916.70 |
7,693.56 |
|
R3 |
8,679.24 |
8,320.54 |
7,529.61 |
|
R2 |
8,083.08 |
8,083.08 |
7,474.97 |
|
R1 |
7,724.38 |
7,724.38 |
7,420.32 |
7,605.65 |
PP |
7,486.92 |
7,486.92 |
7,486.92 |
7,427.56 |
S1 |
7,128.22 |
7,128.22 |
7,311.02 |
7,009.49 |
S2 |
6,890.76 |
6,890.76 |
7,256.37 |
|
S3 |
6,294.60 |
6,532.06 |
7,201.73 |
|
S4 |
5,698.44 |
5,935.90 |
7,037.78 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,845.63 |
7,105.94 |
739.69 |
10.4% |
230.95 |
3.2% |
1% |
False |
True |
|
10 |
8,315.07 |
7,105.94 |
1,209.13 |
17.0% |
220.11 |
3.1% |
1% |
False |
True |
|
20 |
8,405.87 |
7,105.94 |
1,299.93 |
18.3% |
217.30 |
3.1% |
1% |
False |
True |
|
40 |
9,088.06 |
7,105.94 |
1,982.12 |
27.9% |
213.48 |
3.0% |
0% |
False |
True |
|
60 |
9,088.06 |
7,105.94 |
1,982.12 |
27.9% |
251.72 |
3.5% |
0% |
False |
True |
|
80 |
9,653.95 |
7,105.94 |
2,548.01 |
35.8% |
305.51 |
4.3% |
0% |
False |
True |
|
100 |
10,882.52 |
7,105.94 |
3,776.58 |
53.1% |
365.89 |
5.1% |
0% |
False |
True |
|
120 |
11,790.17 |
7,105.94 |
4,684.23 |
65.8% |
363.67 |
5.1% |
0% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,865.11 |
2.618 |
8,318.26 |
1.618 |
7,983.18 |
1.000 |
7,776.10 |
0.618 |
7,648.10 |
HIGH |
7,441.02 |
0.618 |
7,313.02 |
0.500 |
7,273.48 |
0.382 |
7,233.94 |
LOW |
7,105.94 |
0.618 |
6,898.86 |
1.000 |
6,770.86 |
1.618 |
6,563.78 |
2.618 |
6,228.70 |
4.250 |
5,681.85 |
|
|
Fisher Pivots for day following 23-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
7,273.48 |
7,360.46 |
PP |
7,220.58 |
7,278.56 |
S1 |
7,167.68 |
7,196.67 |
|