Trading Metrics calculated at close of trading on 03-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2009 |
03-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
1,937.0 |
1,892.0 |
-45.0 |
-2.3% |
2,033.0 |
High |
1,942.0 |
1,907.0 |
-35.0 |
-1.8% |
2,066.0 |
Low |
1,853.0 |
1,848.0 |
-5.0 |
-0.3% |
1,933.0 |
Close |
1,880.0 |
1,873.0 |
-7.0 |
-0.4% |
1,975.0 |
Range |
89.0 |
59.0 |
-30.0 |
-33.7% |
133.0 |
ATR |
91.2 |
88.9 |
-2.3 |
-2.5% |
0.0 |
Volume |
1,659,130 |
1,635,418 |
-23,712 |
-1.4% |
7,982,398 |
|
Daily Pivots for day following 03-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,053.0 |
2,022.0 |
1,905.5 |
|
R3 |
1,994.0 |
1,963.0 |
1,889.2 |
|
R2 |
1,935.0 |
1,935.0 |
1,883.8 |
|
R1 |
1,904.0 |
1,904.0 |
1,878.4 |
1,890.0 |
PP |
1,876.0 |
1,876.0 |
1,876.0 |
1,869.0 |
S1 |
1,845.0 |
1,845.0 |
1,867.6 |
1,831.0 |
S2 |
1,817.0 |
1,817.0 |
1,862.2 |
|
S3 |
1,758.0 |
1,786.0 |
1,856.8 |
|
S4 |
1,699.0 |
1,727.0 |
1,840.6 |
|
|
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 |
1,848.0 |
191.0 |
10.2% |
75.2 |
4.0% |
13% |
False |
True |
1,625,258 |
10 |
2,148.0 |
1,848.0 |
300.0 |
16.0% |
80.0 |
4.3% |
8% |
False |
True |
1,623,517 |
20 |
2,368.0 |
1,848.0 |
520.0 |
27.8% |
78.9 |
4.2% |
5% |
False |
True |
1,473,817 |
40 |
2,619.0 |
1,848.0 |
771.0 |
41.2% |
82.5 |
4.4% |
3% |
False |
True |
1,351,274 |
60 |
2,619.0 |
1,848.0 |
771.0 |
41.2% |
88.3 |
4.7% |
3% |
False |
True |
1,040,160 |
80 |
2,781.0 |
1,848.0 |
933.0 |
49.8% |
99.5 |
5.3% |
3% |
False |
True |
781,815 |
100 |
3,011.0 |
1,848.0 |
1,163.0 |
62.1% |
116.7 |
6.2% |
2% |
False |
True |
626,397 |
120 |
3,379.0 |
1,848.0 |
1,531.0 |
81.7% |
117.0 |
6.2% |
2% |
False |
True |
525,872 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,157.8 |
2.618 |
2,061.5 |
1.618 |
2,002.5 |
1.000 |
1,966.0 |
0.618 |
1,943.5 |
HIGH |
1,907.0 |
0.618 |
1,884.5 |
0.500 |
1,877.5 |
0.382 |
1,870.5 |
LOW |
1,848.0 |
0.618 |
1,811.5 |
1.000 |
1,789.0 |
1.618 |
1,752.5 |
2.618 |
1,693.5 |
4.250 |
1,597.3 |
|
|
Fisher Pivots for day following 03-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
1,877.5 |
1,925.0 |
PP |
1,876.0 |
1,907.7 |
S1 |
1,874.5 |
1,890.3 |
|