Trading Metrics calculated at close of trading on 05-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2009 |
05-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
1,892.0 |
1,910.0 |
18.0 |
1.0% |
2,033.0 |
High |
1,907.0 |
1,927.0 |
20.0 |
1.0% |
2,066.0 |
Low |
1,848.0 |
1,825.0 |
-23.0 |
-1.2% |
1,933.0 |
Close |
1,873.0 |
1,854.0 |
-19.0 |
-1.0% |
1,975.0 |
Range |
59.0 |
102.0 |
43.0 |
72.9% |
133.0 |
ATR |
88.9 |
89.8 |
0.9 |
1.1% |
0.0 |
Volume |
1,635,418 |
1,769,575 |
134,157 |
8.2% |
7,982,398 |
|
Daily Pivots for day following 05-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,174.7 |
2,116.3 |
1,910.1 |
|
R3 |
2,072.7 |
2,014.3 |
1,882.1 |
|
R2 |
1,970.7 |
1,970.7 |
1,872.7 |
|
R1 |
1,912.3 |
1,912.3 |
1,863.4 |
1,890.5 |
PP |
1,868.7 |
1,868.7 |
1,868.7 |
1,857.8 |
S1 |
1,810.3 |
1,810.3 |
1,844.7 |
1,788.5 |
S2 |
1,766.7 |
1,766.7 |
1,835.3 |
|
S3 |
1,664.7 |
1,708.3 |
1,826.0 |
|
S4 |
1,562.7 |
1,606.3 |
1,797.9 |
|
|
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 |
1,825.0 |
214.0 |
11.5% |
77.2 |
4.2% |
14% |
False |
True |
1,660,089 |
10 |
2,148.0 |
1,825.0 |
323.0 |
17.4% |
83.9 |
4.5% |
9% |
False |
True |
1,632,648 |
20 |
2,368.0 |
1,825.0 |
543.0 |
29.3% |
79.3 |
4.3% |
5% |
False |
True |
1,500,761 |
40 |
2,619.0 |
1,825.0 |
794.0 |
42.8% |
84.0 |
4.5% |
4% |
False |
True |
1,376,227 |
60 |
2,619.0 |
1,825.0 |
794.0 |
42.8% |
86.7 |
4.7% |
4% |
False |
True |
1,069,389 |
80 |
2,781.0 |
1,825.0 |
956.0 |
51.6% |
100.0 |
5.4% |
3% |
False |
True |
803,799 |
100 |
2,988.0 |
1,825.0 |
1,163.0 |
62.7% |
115.9 |
6.3% |
2% |
False |
True |
644,081 |
120 |
3,366.0 |
1,825.0 |
1,541.0 |
83.1% |
117.3 |
6.3% |
2% |
False |
True |
540,545 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,360.5 |
2.618 |
2,194.0 |
1.618 |
2,092.0 |
1.000 |
2,029.0 |
0.618 |
1,990.0 |
HIGH |
1,927.0 |
0.618 |
1,888.0 |
0.500 |
1,876.0 |
0.382 |
1,864.0 |
LOW |
1,825.0 |
0.618 |
1,762.0 |
1.000 |
1,723.0 |
1.618 |
1,660.0 |
2.618 |
1,558.0 |
4.250 |
1,391.5 |
|
|
Fisher Pivots for day following 05-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
1,876.0 |
1,883.5 |
PP |
1,868.7 |
1,873.7 |
S1 |
1,861.3 |
1,863.8 |
|