Trading Metrics calculated at close of trading on 25-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2009 |
25-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
7,115.34 |
7,349.58 |
234.24 |
3.3% |
7,845.63 |
High |
7,378.97 |
7,404.94 |
25.97 |
0.4% |
7,845.63 |
Low |
7,114.30 |
7,156.68 |
42.38 |
0.6% |
7,249.47 |
Close |
7,350.94 |
7,270.89 |
-80.05 |
-1.1% |
7,365.67 |
Range |
264.67 |
248.26 |
-16.41 |
-6.2% |
596.16 |
ATR |
232.79 |
233.90 |
1.10 |
0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 25-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,022.28 |
7,894.85 |
7,407.43 |
|
R3 |
7,774.02 |
7,646.59 |
7,339.16 |
|
R2 |
7,525.76 |
7,525.76 |
7,316.40 |
|
R1 |
7,398.33 |
7,398.33 |
7,293.65 |
7,337.92 |
PP |
7,277.50 |
7,277.50 |
7,277.50 |
7,247.30 |
S1 |
7,150.07 |
7,150.07 |
7,248.13 |
7,089.66 |
S2 |
7,029.24 |
7,029.24 |
7,225.38 |
|
S3 |
6,780.98 |
6,901.81 |
7,202.62 |
|
S4 |
6,532.72 |
6,653.55 |
7,134.35 |
|
|
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 |
7,614.97 |
7,105.94 |
509.03 |
7.0% |
247.05 |
3.4% |
32% |
False |
False |
|
10 |
7,983.74 |
7,105.94 |
877.80 |
12.1% |
217.45 |
3.0% |
19% |
False |
False |
|
20 |
8,405.87 |
7,105.94 |
1,299.93 |
17.9% |
225.39 |
3.1% |
13% |
False |
False |
|
40 |
9,088.06 |
7,105.94 |
1,982.12 |
27.3% |
222.48 |
3.1% |
8% |
False |
False |
|
60 |
9,088.06 |
7,105.94 |
1,982.12 |
27.3% |
247.91 |
3.4% |
8% |
False |
False |
|
80 |
9,653.95 |
7,105.94 |
2,548.01 |
35.0% |
294.66 |
4.1% |
6% |
False |
False |
|
100 |
10,825.54 |
7,105.94 |
3,719.60 |
51.2% |
363.54 |
5.0% |
4% |
False |
False |
|
120 |
11,577.50 |
7,105.94 |
4,471.56 |
61.5% |
364.14 |
5.0% |
4% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,460.05 |
2.618 |
8,054.88 |
1.618 |
7,806.62 |
1.000 |
7,653.20 |
0.618 |
7,558.36 |
HIGH |
7,404.94 |
0.618 |
7,310.10 |
0.500 |
7,280.81 |
0.382 |
7,251.52 |
LOW |
7,156.68 |
0.618 |
7,003.26 |
1.000 |
6,908.42 |
1.618 |
6,755.00 |
2.618 |
6,506.74 |
4.250 |
6,101.58 |
|
|
Fisher Pivots for day following 25-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
7,280.81 |
7,273.48 |
PP |
7,277.50 |
7,272.62 |
S1 |
7,274.20 |
7,271.75 |
|