Trading Metrics calculated at close of trading on 04-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2009 |
04-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
705.00 |
690.50 |
-14.50 |
-2.1% |
770.00 |
High |
715.25 |
723.75 |
8.50 |
1.2% |
786.50 |
Low |
688.75 |
681.50 |
-7.25 |
-1.1% |
729.50 |
Close |
689.50 |
708.50 |
19.00 |
2.8% |
734.25 |
Range |
26.50 |
42.25 |
15.75 |
59.4% |
57.00 |
ATR |
30.03 |
30.91 |
0.87 |
2.9% |
0.00 |
Volume |
2,886,199 |
3,131,092 |
244,893 |
8.5% |
14,333,617 |
|
Daily Pivots for day following 04-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
831.25 |
812.25 |
731.75 |
|
R3 |
789.00 |
770.00 |
720.00 |
|
R2 |
746.75 |
746.75 |
716.25 |
|
R1 |
727.75 |
727.75 |
712.25 |
737.25 |
PP |
704.50 |
704.50 |
704.50 |
709.50 |
S1 |
685.50 |
685.50 |
704.75 |
695.00 |
S2 |
662.25 |
662.25 |
700.75 |
|
S3 |
620.00 |
643.25 |
697.00 |
|
S4 |
577.75 |
601.00 |
685.25 |
|
|
Weekly Pivots for week ending 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
921.00 |
884.75 |
765.50 |
|
R3 |
864.00 |
827.75 |
750.00 |
|
R2 |
807.00 |
807.00 |
744.75 |
|
R1 |
770.75 |
770.75 |
739.50 |
760.50 |
PP |
750.00 |
750.00 |
750.00 |
745.00 |
S1 |
713.75 |
713.75 |
729.00 |
703.50 |
S2 |
693.00 |
693.00 |
723.75 |
|
S3 |
636.00 |
656.75 |
718.50 |
|
S4 |
579.00 |
599.75 |
703.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
779.00 |
681.50 |
97.50 |
13.8% |
31.75 |
4.5% |
28% |
False |
True |
2,947,720 |
10 |
796.75 |
681.50 |
115.25 |
16.3% |
31.50 |
4.4% |
23% |
False |
True |
2,851,496 |
20 |
873.00 |
681.50 |
191.50 |
27.0% |
29.50 |
4.2% |
14% |
False |
True |
2,667,264 |
40 |
942.75 |
681.50 |
261.25 |
36.9% |
30.50 |
4.3% |
10% |
False |
True |
2,496,449 |
60 |
942.75 |
681.50 |
261.25 |
36.9% |
31.00 |
4.4% |
10% |
False |
True |
2,044,836 |
80 |
960.25 |
681.50 |
278.75 |
39.3% |
37.00 |
5.2% |
10% |
False |
True |
1,536,437 |
100 |
1,066.50 |
681.50 |
385.00 |
54.3% |
44.50 |
6.3% |
7% |
False |
True |
1,230,050 |
120 |
1,281.75 |
681.50 |
600.25 |
84.7% |
46.00 |
6.5% |
4% |
False |
True |
1,025,735 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
903.25 |
2.618 |
834.25 |
1.618 |
792.00 |
1.000 |
766.00 |
0.618 |
749.75 |
HIGH |
723.75 |
0.618 |
707.50 |
0.500 |
702.50 |
0.382 |
697.75 |
LOW |
681.50 |
0.618 |
655.50 |
1.000 |
639.25 |
1.618 |
613.25 |
2.618 |
571.00 |
4.250 |
502.00 |
|
|
Fisher Pivots for day following 04-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
706.50 |
708.25 |
PP |
704.50 |
708.00 |
S1 |
702.50 |
707.50 |
|