Trading Metrics calculated at close of trading on 02-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2009 |
02-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
1,975.0 |
1,937.0 |
-38.0 |
-1.9% |
2,033.0 |
High |
2,002.0 |
1,942.0 |
-60.0 |
-3.0% |
2,066.0 |
Low |
1,936.0 |
1,853.0 |
-83.0 |
-4.3% |
1,933.0 |
Close |
1,975.0 |
1,880.0 |
-95.0 |
-4.8% |
1,975.0 |
Range |
66.0 |
89.0 |
23.0 |
34.8% |
133.0 |
ATR |
88.8 |
91.2 |
2.4 |
2.7% |
0.0 |
Volume |
1,611,468 |
1,659,130 |
47,662 |
3.0% |
7,982,398 |
|
Daily Pivots for day following 02-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,158.7 |
2,108.3 |
1,929.0 |
|
R3 |
2,069.7 |
2,019.3 |
1,904.5 |
|
R2 |
1,980.7 |
1,980.7 |
1,896.3 |
|
R1 |
1,930.3 |
1,930.3 |
1,888.2 |
1,911.0 |
PP |
1,891.7 |
1,891.7 |
1,891.7 |
1,882.0 |
S1 |
1,841.3 |
1,841.3 |
1,871.8 |
1,822.0 |
S2 |
1,802.7 |
1,802.7 |
1,863.7 |
|
S3 |
1,713.7 |
1,752.3 |
1,855.5 |
|
S4 |
1,624.7 |
1,663.3 |
1,831.1 |
|
|
Weekly Pivots for week ending 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,390.3 |
2,315.7 |
2,048.2 |
|
R3 |
2,257.3 |
2,182.7 |
2,011.6 |
|
R2 |
2,124.3 |
2,124.3 |
1,999.4 |
|
R1 |
2,049.7 |
2,049.7 |
1,987.2 |
2,020.5 |
PP |
1,991.3 |
1,991.3 |
1,991.3 |
1,976.8 |
S1 |
1,916.7 |
1,916.7 |
1,962.8 |
1,887.5 |
S2 |
1,858.3 |
1,858.3 |
1,950.6 |
|
S3 |
1,725.3 |
1,783.7 |
1,938.4 |
|
S4 |
1,592.3 |
1,650.7 |
1,901.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,039.0 |
1,853.0 |
186.0 |
9.9% |
80.0 |
4.3% |
15% |
False |
True |
1,636,657 |
10 |
2,183.0 |
1,853.0 |
330.0 |
17.6% |
81.9 |
4.4% |
8% |
False |
True |
1,621,871 |
20 |
2,368.0 |
1,853.0 |
515.0 |
27.4% |
79.1 |
4.2% |
5% |
False |
True |
1,446,989 |
40 |
2,619.0 |
1,853.0 |
766.0 |
40.7% |
84.0 |
4.5% |
4% |
False |
True |
1,321,591 |
60 |
2,619.0 |
1,853.0 |
766.0 |
40.7% |
88.2 |
4.7% |
4% |
False |
True |
1,012,977 |
80 |
2,781.0 |
1,853.0 |
928.0 |
49.4% |
100.7 |
5.4% |
3% |
False |
True |
761,685 |
100 |
3,179.0 |
1,853.0 |
1,326.0 |
70.5% |
117.5 |
6.3% |
2% |
False |
True |
610,092 |
120 |
3,379.0 |
1,853.0 |
1,526.0 |
81.2% |
117.2 |
6.2% |
2% |
False |
True |
512,274 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,320.3 |
2.618 |
2,175.0 |
1.618 |
2,086.0 |
1.000 |
2,031.0 |
0.618 |
1,997.0 |
HIGH |
1,942.0 |
0.618 |
1,908.0 |
0.500 |
1,897.5 |
0.382 |
1,887.0 |
LOW |
1,853.0 |
0.618 |
1,798.0 |
1.000 |
1,764.0 |
1.618 |
1,709.0 |
2.618 |
1,620.0 |
4.250 |
1,474.8 |
|
|
Fisher Pivots for day following 02-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
1,897.5 |
1,946.0 |
PP |
1,891.7 |
1,924.0 |
S1 |
1,885.8 |
1,902.0 |
|