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 |
1,910.0 |
1,854.0 |
-56.0 |
-2.9% |
1,937.0 |
High |
1,927.0 |
1,868.0 |
-59.0 |
-3.1% |
1,942.0 |
Low |
1,825.0 |
1,784.0 |
-41.0 |
-2.2% |
1,784.0 |
Close |
1,854.0 |
1,808.0 |
-46.0 |
-2.5% |
1,808.0 |
Range |
102.0 |
84.0 |
-18.0 |
-17.6% |
158.0 |
ATR |
89.8 |
89.4 |
-0.4 |
-0.5% |
0.0 |
Volume |
1,769,575 |
1,991,569 |
221,994 |
12.5% |
7,055,692 |
|
Daily Pivots for day following 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,072.0 |
2,024.0 |
1,854.2 |
|
R3 |
1,988.0 |
1,940.0 |
1,831.1 |
|
R2 |
1,904.0 |
1,904.0 |
1,823.4 |
|
R1 |
1,856.0 |
1,856.0 |
1,815.7 |
1,838.0 |
PP |
1,820.0 |
1,820.0 |
1,820.0 |
1,811.0 |
S1 |
1,772.0 |
1,772.0 |
1,800.3 |
1,754.0 |
S2 |
1,736.0 |
1,736.0 |
1,792.6 |
|
S3 |
1,652.0 |
1,688.0 |
1,784.9 |
|
S4 |
1,568.0 |
1,604.0 |
1,761.8 |
|
|
Weekly Pivots for week ending 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,318.7 |
2,221.3 |
1,894.9 |
|
R3 |
2,160.7 |
2,063.3 |
1,851.5 |
|
R2 |
2,002.7 |
2,002.7 |
1,837.0 |
|
R1 |
1,905.3 |
1,905.3 |
1,822.5 |
1,875.0 |
PP |
1,844.7 |
1,844.7 |
1,844.7 |
1,829.5 |
S1 |
1,747.3 |
1,747.3 |
1,793.5 |
1,717.0 |
S2 |
1,686.7 |
1,686.7 |
1,779.0 |
|
S3 |
1,528.7 |
1,589.3 |
1,764.6 |
|
S4 |
1,370.7 |
1,431.3 |
1,721.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,002.0 |
1,784.0 |
218.0 |
12.1% |
80.0 |
4.4% |
11% |
False |
True |
1,733,432 |
10 |
2,079.0 |
1,784.0 |
295.0 |
16.3% |
85.7 |
4.7% |
8% |
False |
True |
1,702,235 |
20 |
2,368.0 |
1,784.0 |
584.0 |
32.3% |
79.3 |
4.4% |
4% |
False |
True |
1,537,961 |
40 |
2,578.0 |
1,784.0 |
794.0 |
43.9% |
84.3 |
4.7% |
3% |
False |
True |
1,403,835 |
60 |
2,619.0 |
1,784.0 |
835.0 |
46.2% |
85.9 |
4.8% |
3% |
False |
True |
1,102,477 |
80 |
2,767.0 |
1,784.0 |
983.0 |
54.4% |
99.0 |
5.5% |
2% |
False |
True |
828,362 |
100 |
2,908.0 |
1,784.0 |
1,124.0 |
62.2% |
114.8 |
6.3% |
2% |
False |
True |
663,981 |
120 |
3,349.0 |
1,784.0 |
1,565.0 |
86.6% |
117.2 |
6.5% |
2% |
False |
True |
557,057 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,225.0 |
2.618 |
2,087.9 |
1.618 |
2,003.9 |
1.000 |
1,952.0 |
0.618 |
1,919.9 |
HIGH |
1,868.0 |
0.618 |
1,835.9 |
0.500 |
1,826.0 |
0.382 |
1,816.1 |
LOW |
1,784.0 |
0.618 |
1,732.1 |
1.000 |
1,700.0 |
1.618 |
1,648.1 |
2.618 |
1,564.1 |
4.250 |
1,427.0 |
|
|
Fisher Pivots for day following 06-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
1,826.0 |
1,855.5 |
PP |
1,820.0 |
1,839.7 |
S1 |
1,814.0 |
1,823.8 |
|