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 |
3,930.0 |
3,815.0 |
-115.0 |
-2.9% |
4,069.0 |
High |
3,945.0 |
3,865.0 |
-80.0 |
-2.0% |
4,084.0 |
Low |
3,755.0 |
3,751.5 |
-3.5 |
-0.1% |
3,820.5 |
Close |
3,842.5 |
3,797.5 |
-45.0 |
-1.2% |
3,881.5 |
Range |
190.0 |
113.5 |
-76.5 |
-40.3% |
263.5 |
ATR |
143.8 |
141.7 |
-2.2 |
-1.5% |
0.0 |
Volume |
142,664 |
114,129 |
-28,535 |
-20.0% |
439,847 |
|
Daily Pivots for day following 24-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,145.0 |
4,085.0 |
3,860.0 |
|
R3 |
4,031.5 |
3,971.5 |
3,828.5 |
|
R2 |
3,918.0 |
3,918.0 |
3,818.5 |
|
R1 |
3,858.0 |
3,858.0 |
3,808.0 |
3,831.0 |
PP |
3,804.5 |
3,804.5 |
3,804.5 |
3,791.5 |
S1 |
3,744.5 |
3,744.5 |
3,787.0 |
3,718.0 |
S2 |
3,691.0 |
3,691.0 |
3,776.5 |
|
S3 |
3,577.5 |
3,631.0 |
3,766.5 |
|
S4 |
3,464.0 |
3,517.5 |
3,735.0 |
|
|
Weekly Pivots for week ending 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,719.0 |
4,564.0 |
4,026.5 |
|
R3 |
4,455.5 |
4,300.5 |
3,954.0 |
|
R2 |
4,192.0 |
4,192.0 |
3,930.0 |
|
R1 |
4,037.0 |
4,037.0 |
3,905.5 |
3,983.0 |
PP |
3,928.5 |
3,928.5 |
3,928.5 |
3,901.5 |
S1 |
3,773.5 |
3,773.5 |
3,857.5 |
3,719.0 |
S2 |
3,665.0 |
3,665.0 |
3,833.0 |
|
S3 |
3,401.5 |
3,510.0 |
3,809.0 |
|
S4 |
3,138.0 |
3,246.5 |
3,736.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,043.0 |
3,751.5 |
291.5 |
7.7% |
129.0 |
3.4% |
16% |
False |
True |
130,395 |
10 |
4,283.5 |
3,751.5 |
532.0 |
14.0% |
128.0 |
3.4% |
9% |
False |
True |
118,274 |
20 |
4,313.0 |
3,751.5 |
561.5 |
14.8% |
123.0 |
3.2% |
8% |
False |
True |
120,957 |
40 |
4,649.0 |
3,751.5 |
897.5 |
23.6% |
132.0 |
3.5% |
5% |
False |
True |
111,206 |
60 |
4,649.0 |
3,751.5 |
897.5 |
23.6% |
136.0 |
3.6% |
5% |
False |
True |
92,898 |
80 |
4,649.0 |
3,672.5 |
976.5 |
25.7% |
147.0 |
3.9% |
13% |
False |
False |
69,731 |
100 |
5,067.5 |
3,672.5 |
1,395.0 |
36.7% |
166.0 |
4.4% |
9% |
False |
False |
55,888 |
120 |
5,620.0 |
3,672.5 |
1,947.5 |
51.3% |
161.0 |
4.2% |
6% |
False |
False |
46,629 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,347.5 |
2.618 |
4,162.0 |
1.618 |
4,048.5 |
1.000 |
3,978.5 |
0.618 |
3,935.0 |
HIGH |
3,865.0 |
0.618 |
3,821.5 |
0.500 |
3,808.0 |
0.382 |
3,795.0 |
LOW |
3,751.5 |
0.618 |
3,681.5 |
1.000 |
3,638.0 |
1.618 |
3,568.0 |
2.618 |
3,454.5 |
4.250 |
3,269.0 |
|
|
Fisher Pivots for day following 24-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
3,808.0 |
3,852.0 |
PP |
3,804.5 |
3,834.0 |
S1 |
3,801.0 |
3,816.0 |
|