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 |
7,269.06 |
7,180.97 |
-88.09 |
-1.2% |
7,365.99 |
High |
7,402.31 |
7,195.46 |
-206.85 |
-2.8% |
7,441.02 |
Low |
7,173.56 |
7,033.62 |
-139.94 |
-2.0% |
7,033.62 |
Close |
7,182.08 |
7,062.93 |
-119.15 |
-1.7% |
7,062.93 |
Range |
228.75 |
161.84 |
-66.91 |
-29.3% |
407.40 |
ATR |
233.53 |
228.41 |
-5.12 |
-2.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,582.86 |
7,484.73 |
7,151.94 |
|
R3 |
7,421.02 |
7,322.89 |
7,107.44 |
|
R2 |
7,259.18 |
7,259.18 |
7,092.60 |
|
R1 |
7,161.05 |
7,161.05 |
7,077.77 |
7,129.20 |
PP |
7,097.34 |
7,097.34 |
7,097.34 |
7,081.41 |
S1 |
6,999.21 |
6,999.21 |
7,048.09 |
6,967.36 |
S2 |
6,935.50 |
6,935.50 |
7,033.26 |
|
S3 |
6,773.66 |
6,837.37 |
7,018.42 |
|
S4 |
6,611.82 |
6,675.53 |
6,973.92 |
|
|
Weekly Pivots for week ending 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,401.39 |
8,139.56 |
7,287.00 |
|
R3 |
7,993.99 |
7,732.16 |
7,174.97 |
|
R2 |
7,586.59 |
7,586.59 |
7,137.62 |
|
R1 |
7,324.76 |
7,324.76 |
7,100.28 |
7,251.98 |
PP |
7,179.19 |
7,179.19 |
7,179.19 |
7,142.80 |
S1 |
6,917.36 |
6,917.36 |
7,025.59 |
6,844.58 |
S2 |
6,771.79 |
6,771.79 |
6,988.24 |
|
S3 |
6,364.39 |
6,509.96 |
6,950.90 |
|
S4 |
5,956.99 |
6,102.56 |
6,838.86 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,441.02 |
7,033.62 |
407.40 |
5.8% |
247.72 |
3.5% |
7% |
False |
True |
|
10 |
7,970.84 |
7,033.62 |
937.22 |
13.3% |
218.86 |
3.1% |
3% |
False |
True |
|
20 |
8,315.07 |
7,033.62 |
1,281.45 |
18.1% |
221.66 |
3.1% |
2% |
False |
True |
|
40 |
9,088.06 |
7,033.62 |
2,054.44 |
29.1% |
223.38 |
3.2% |
1% |
False |
True |
|
60 |
9,088.06 |
7,033.62 |
2,054.44 |
29.1% |
240.35 |
3.4% |
1% |
False |
True |
|
80 |
9,653.95 |
7,033.62 |
2,620.33 |
37.1% |
291.74 |
4.1% |
1% |
False |
True |
|
100 |
10,322.76 |
7,033.62 |
3,289.14 |
46.6% |
358.73 |
5.1% |
1% |
False |
True |
|
120 |
11,577.50 |
7,033.62 |
4,543.88 |
64.3% |
362.70 |
5.1% |
1% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,883.28 |
2.618 |
7,619.16 |
1.618 |
7,457.32 |
1.000 |
7,357.30 |
0.618 |
7,295.48 |
HIGH |
7,195.46 |
0.618 |
7,133.64 |
0.500 |
7,114.54 |
0.382 |
7,095.44 |
LOW |
7,033.62 |
0.618 |
6,933.60 |
1.000 |
6,871.78 |
1.618 |
6,771.76 |
2.618 |
6,609.92 |
4.250 |
6,345.80 |
|
|
Fisher Pivots for day following 27-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
7,114.54 |
7,219.28 |
PP |
7,097.34 |
7,167.16 |
S1 |
7,080.13 |
7,115.05 |
|