Trading Metrics calculated at close of trading on 26-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2009 |
26-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
7,349.58 |
7,269.06 |
-80.52 |
-1.1% |
7,845.63 |
High |
7,404.94 |
7,402.31 |
-2.63 |
0.0% |
7,845.63 |
Low |
7,156.68 |
7,173.56 |
16.88 |
0.2% |
7,249.47 |
Close |
7,270.89 |
7,182.08 |
-88.81 |
-1.2% |
7,365.67 |
Range |
248.26 |
228.75 |
-19.51 |
-7.9% |
596.16 |
ATR |
233.90 |
233.53 |
-0.37 |
-0.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,938.90 |
7,789.24 |
7,307.89 |
|
R3 |
7,710.15 |
7,560.49 |
7,244.99 |
|
R2 |
7,481.40 |
7,481.40 |
7,224.02 |
|
R1 |
7,331.74 |
7,331.74 |
7,203.05 |
7,292.20 |
PP |
7,252.65 |
7,252.65 |
7,252.65 |
7,232.88 |
S1 |
7,102.99 |
7,102.99 |
7,161.11 |
7,063.45 |
S2 |
7,023.90 |
7,023.90 |
7,140.14 |
|
S3 |
6,795.15 |
6,874.24 |
7,119.17 |
|
S4 |
6,566.40 |
6,645.49 |
7,056.27 |
|
|
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 |
7,469.29 |
7,105.94 |
363.35 |
5.1% |
259.32 |
3.6% |
21% |
False |
False |
|
10 |
7,970.84 |
7,105.94 |
864.90 |
12.0% |
227.16 |
3.2% |
9% |
False |
False |
|
20 |
8,373.14 |
7,105.94 |
1,267.20 |
17.6% |
225.33 |
3.1% |
6% |
False |
False |
|
40 |
9,088.06 |
7,105.94 |
1,982.12 |
27.6% |
224.03 |
3.1% |
4% |
False |
False |
|
60 |
9,088.06 |
7,105.94 |
1,982.12 |
27.6% |
249.08 |
3.5% |
4% |
False |
False |
|
80 |
9,653.95 |
7,105.94 |
2,548.01 |
35.5% |
293.90 |
4.1% |
3% |
False |
False |
|
100 |
10,796.26 |
7,105.94 |
3,690.32 |
51.4% |
361.97 |
5.0% |
2% |
False |
False |
|
120 |
11,577.50 |
7,105.94 |
4,471.56 |
62.3% |
363.08 |
5.1% |
2% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,374.50 |
2.618 |
8,001.18 |
1.618 |
7,772.43 |
1.000 |
7,631.06 |
0.618 |
7,543.68 |
HIGH |
7,402.31 |
0.618 |
7,314.93 |
0.500 |
7,287.94 |
0.382 |
7,260.94 |
LOW |
7,173.56 |
0.618 |
7,032.19 |
1.000 |
6,944.81 |
1.618 |
6,803.44 |
2.618 |
6,574.69 |
4.250 |
6,201.37 |
|
|
Fisher Pivots for day following 26-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
7,287.94 |
7,259.62 |
PP |
7,252.65 |
7,233.77 |
S1 |
7,217.37 |
7,207.93 |
|