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 |
953.6 |
947.0 |
-6.6 |
-0.7% |
994.3 |
High |
957.6 |
964.0 |
6.4 |
0.7% |
999.6 |
Low |
932.2 |
927.0 |
-5.2 |
-0.6% |
927.0 |
Close |
942.6 |
942.5 |
-0.1 |
0.0% |
942.5 |
Range |
25.4 |
37.0 |
11.6 |
45.7% |
72.6 |
ATR |
28.1 |
28.8 |
0.6 |
2.3% |
0.0 |
Volume |
140,321 |
133,178 |
-7,143 |
-5.1% |
703,917 |
|
Daily Pivots for day following 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,055.5 |
1,036.0 |
962.9 |
|
R3 |
1,018.5 |
999.0 |
952.7 |
|
R2 |
981.5 |
981.5 |
949.3 |
|
R1 |
962.0 |
962.0 |
945.9 |
953.3 |
PP |
944.5 |
944.5 |
944.5 |
940.1 |
S1 |
925.0 |
925.0 |
939.1 |
916.3 |
S2 |
907.5 |
907.5 |
935.7 |
|
S3 |
870.5 |
888.0 |
932.3 |
|
S4 |
833.5 |
851.0 |
922.2 |
|
|
Weekly Pivots for week ending 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,174.2 |
1,130.9 |
982.4 |
|
R3 |
1,101.6 |
1,058.3 |
962.5 |
|
R2 |
1,029.0 |
1,029.0 |
955.8 |
|
R1 |
985.7 |
985.7 |
949.2 |
971.1 |
PP |
956.4 |
956.4 |
956.4 |
949.0 |
S1 |
913.1 |
913.1 |
935.8 |
898.5 |
S2 |
883.8 |
883.8 |
929.2 |
|
S3 |
811.2 |
840.5 |
922.5 |
|
S4 |
738.6 |
767.9 |
902.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
999.6 |
927.0 |
72.6 |
7.7% |
31.4 |
3.3% |
21% |
False |
True |
140,783 |
10 |
1,007.7 |
927.0 |
80.7 |
8.6% |
29.1 |
3.1% |
19% |
False |
True |
127,789 |
20 |
1,007.7 |
890.3 |
117.4 |
12.5% |
26.4 |
2.8% |
44% |
False |
False |
118,010 |
40 |
1,007.7 |
803.6 |
204.1 |
21.7% |
27.3 |
2.9% |
68% |
False |
False |
69,768 |
60 |
1,007.7 |
743.5 |
264.2 |
28.0% |
26.0 |
2.8% |
75% |
False |
False |
47,001 |
80 |
1,007.7 |
703.5 |
304.2 |
32.3% |
25.7 |
2.7% |
79% |
False |
False |
35,538 |
100 |
1,007.7 |
689.7 |
318.0 |
33.7% |
27.4 |
2.9% |
79% |
False |
False |
28,585 |
120 |
1,007.7 |
689.7 |
318.0 |
33.7% |
26.7 |
2.8% |
79% |
False |
False |
23,990 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,121.3 |
2.618 |
1,060.9 |
1.618 |
1,023.9 |
1.000 |
1,001.0 |
0.618 |
986.9 |
HIGH |
964.0 |
0.618 |
949.9 |
0.500 |
945.5 |
0.382 |
941.1 |
LOW |
927.0 |
0.618 |
904.1 |
1.000 |
890.0 |
1.618 |
867.1 |
2.618 |
830.1 |
4.250 |
769.8 |
|
|
Fisher Pivots for day following 27-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
945.5 |
953.4 |
PP |
944.5 |
949.7 |
S1 |
943.5 |
946.1 |
|