Trading Metrics calculated at close of trading on 24-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2009 |
24-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
7,365.99 |
7,115.34 |
-250.65 |
-3.4% |
7,845.63 |
High |
7,441.02 |
7,378.97 |
-62.05 |
-0.8% |
7,845.63 |
Low |
7,105.94 |
7,114.30 |
8.36 |
0.1% |
7,249.47 |
Close |
7,114.78 |
7,350.94 |
236.16 |
3.3% |
7,365.67 |
Range |
335.08 |
264.67 |
-70.41 |
-21.0% |
596.16 |
ATR |
230.34 |
232.79 |
2.45 |
1.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,075.41 |
7,977.85 |
7,496.51 |
|
R3 |
7,810.74 |
7,713.18 |
7,423.72 |
|
R2 |
7,546.07 |
7,546.07 |
7,399.46 |
|
R1 |
7,448.51 |
7,448.51 |
7,375.20 |
7,497.29 |
PP |
7,281.40 |
7,281.40 |
7,281.40 |
7,305.80 |
S1 |
7,183.84 |
7,183.84 |
7,326.68 |
7,232.62 |
S2 |
7,016.73 |
7,016.73 |
7,302.42 |
|
S3 |
6,752.06 |
6,919.17 |
7,278.16 |
|
S4 |
6,487.39 |
6,654.50 |
7,205.37 |
|
|
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 |
7,617.76 |
7,105.94 |
511.82 |
7.0% |
224.96 |
3.1% |
48% |
False |
False |
|
10 |
8,269.44 |
7,105.94 |
1,163.50 |
15.8% |
234.69 |
3.2% |
21% |
False |
False |
|
20 |
8,405.87 |
7,105.94 |
1,299.93 |
17.7% |
220.11 |
3.0% |
19% |
False |
False |
|
40 |
9,088.06 |
7,105.94 |
1,982.12 |
27.0% |
218.05 |
3.0% |
12% |
False |
False |
|
60 |
9,088.06 |
7,105.94 |
1,982.12 |
27.0% |
250.70 |
3.4% |
12% |
False |
False |
|
80 |
9,653.95 |
7,105.94 |
2,548.01 |
34.7% |
297.47 |
4.0% |
10% |
False |
False |
|
100 |
10,882.52 |
7,105.94 |
3,776.58 |
51.4% |
363.56 |
4.9% |
6% |
False |
False |
|
120 |
11,577.50 |
7,105.94 |
4,471.56 |
60.8% |
363.22 |
4.9% |
5% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,503.82 |
2.618 |
8,071.88 |
1.618 |
7,807.21 |
1.000 |
7,643.64 |
0.618 |
7,542.54 |
HIGH |
7,378.97 |
0.618 |
7,277.87 |
0.500 |
7,246.64 |
0.382 |
7,215.40 |
LOW |
7,114.30 |
0.618 |
6,950.73 |
1.000 |
6,849.63 |
1.618 |
6,686.06 |
2.618 |
6,421.39 |
4.250 |
5,989.45 |
|
|
Fisher Pivots for day following 24-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
7,316.17 |
7,329.83 |
PP |
7,281.40 |
7,308.72 |
S1 |
7,246.64 |
7,287.62 |
|