Trading Metrics calculated at close of trading on 06-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2009 |
06-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
708.27 |
684.04 |
-24.23 |
-3.4% |
729.57 |
High |
708.27 |
699.09 |
-9.18 |
-1.3% |
729.57 |
Low |
677.93 |
666.79 |
-11.14 |
-1.6% |
666.79 |
Close |
682.55 |
683.38 |
0.83 |
0.1% |
683.38 |
Range |
30.34 |
32.30 |
1.96 |
6.5% |
62.78 |
ATR |
27.09 |
27.46 |
0.37 |
1.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
779.99 |
763.98 |
701.15 |
|
R3 |
747.69 |
731.68 |
692.26 |
|
R2 |
715.39 |
715.39 |
689.30 |
|
R1 |
699.38 |
699.38 |
686.34 |
691.24 |
PP |
683.09 |
683.09 |
683.09 |
679.01 |
S1 |
667.08 |
667.08 |
680.42 |
658.94 |
S2 |
650.79 |
650.79 |
677.46 |
|
S3 |
618.49 |
634.78 |
674.50 |
|
S4 |
586.19 |
602.48 |
665.62 |
|
|
Weekly Pivots for week ending 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
881.59 |
845.26 |
717.91 |
|
R3 |
818.81 |
782.48 |
700.64 |
|
R2 |
756.03 |
756.03 |
694.89 |
|
R1 |
719.70 |
719.70 |
689.13 |
706.48 |
PP |
693.25 |
693.25 |
693.25 |
686.63 |
S1 |
656.92 |
656.92 |
677.63 |
643.70 |
S2 |
630.47 |
630.47 |
671.87 |
|
S3 |
567.69 |
594.14 |
666.12 |
|
S4 |
504.91 |
531.36 |
648.85 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
729.57 |
666.79 |
62.78 |
9.2% |
27.48 |
4.0% |
26% |
False |
True |
|
10 |
780.12 |
666.79 |
113.33 |
16.6% |
27.53 |
4.0% |
15% |
False |
True |
|
20 |
875.01 |
666.79 |
208.22 |
30.5% |
25.34 |
3.7% |
8% |
False |
True |
|
40 |
911.93 |
666.79 |
245.14 |
35.9% |
25.98 |
3.8% |
7% |
False |
True |
|
60 |
943.85 |
666.79 |
277.06 |
40.5% |
25.46 |
3.7% |
6% |
False |
True |
|
80 |
951.95 |
666.79 |
285.16 |
41.7% |
31.28 |
4.6% |
6% |
False |
True |
|
100 |
1,044.31 |
666.79 |
377.52 |
55.2% |
36.12 |
5.3% |
4% |
False |
True |
|
120 |
1,265.12 |
666.79 |
598.33 |
87.6% |
39.66 |
5.8% |
3% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
836.37 |
2.618 |
783.65 |
1.618 |
751.35 |
1.000 |
731.39 |
0.618 |
719.05 |
HIGH |
699.09 |
0.618 |
686.75 |
0.500 |
682.94 |
0.382 |
679.13 |
LOW |
666.79 |
0.618 |
646.83 |
1.000 |
634.49 |
1.618 |
614.53 |
2.618 |
582.23 |
4.250 |
529.52 |
|
|
Fisher Pivots for day following 06-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
683.23 |
695.46 |
PP |
683.09 |
691.43 |
S1 |
682.94 |
687.41 |
|