Trading Metrics calculated at close of trading on 05-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2009 |
05-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
690.50 |
709.50 |
19.00 |
2.8% |
770.00 |
High |
723.75 |
711.75 |
-12.00 |
-1.7% |
786.50 |
Low |
681.50 |
676.25 |
-5.25 |
-0.8% |
729.50 |
Close |
708.50 |
686.00 |
-22.50 |
-3.2% |
734.25 |
Range |
42.25 |
35.50 |
-6.75 |
-16.0% |
57.00 |
ATR |
30.91 |
31.23 |
0.33 |
1.1% |
0.00 |
Volume |
3,131,092 |
3,168,491 |
37,399 |
1.2% |
14,333,617 |
|
Daily Pivots for day following 05-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
797.75 |
777.50 |
705.50 |
|
R3 |
762.25 |
742.00 |
695.75 |
|
R2 |
726.75 |
726.75 |
692.50 |
|
R1 |
706.50 |
706.50 |
689.25 |
699.00 |
PP |
691.25 |
691.25 |
691.25 |
687.50 |
S1 |
671.00 |
671.00 |
682.75 |
663.50 |
S2 |
655.75 |
655.75 |
679.50 |
|
S3 |
620.25 |
635.50 |
676.25 |
|
S4 |
584.75 |
600.00 |
666.50 |
|
|
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 |
756.00 |
676.25 |
79.75 |
11.6% |
33.25 |
4.8% |
12% |
False |
True |
2,941,778 |
10 |
786.50 |
676.25 |
110.25 |
16.1% |
32.75 |
4.8% |
9% |
False |
True |
2,895,069 |
20 |
873.00 |
676.25 |
196.75 |
28.7% |
30.25 |
4.4% |
5% |
False |
True |
2,721,027 |
40 |
931.75 |
676.25 |
255.50 |
37.2% |
31.00 |
4.5% |
4% |
False |
True |
2,535,505 |
60 |
942.75 |
676.25 |
266.50 |
38.8% |
30.75 |
4.5% |
4% |
False |
True |
2,096,821 |
80 |
960.25 |
676.25 |
284.00 |
41.4% |
36.75 |
5.4% |
3% |
False |
True |
1,576,022 |
100 |
1,066.50 |
676.25 |
390.25 |
56.9% |
43.75 |
6.4% |
2% |
False |
True |
1,261,684 |
120 |
1,281.75 |
676.25 |
605.50 |
88.3% |
46.00 |
6.7% |
2% |
False |
True |
1,052,139 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
862.50 |
2.618 |
804.75 |
1.618 |
769.25 |
1.000 |
747.25 |
0.618 |
733.75 |
HIGH |
711.75 |
0.618 |
698.25 |
0.500 |
694.00 |
0.382 |
689.75 |
LOW |
676.25 |
0.618 |
654.25 |
1.000 |
640.75 |
1.618 |
618.75 |
2.618 |
583.25 |
4.250 |
525.50 |
|
|
Fisher Pivots for day following 05-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
694.00 |
700.00 |
PP |
691.25 |
695.25 |
S1 |
688.75 |
690.75 |
|