Trading Metrics calculated at close of trading on 02-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2009 |
02-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
1,131.00 |
1,114.25 |
-16.75 |
-1.5% |
1,174.50 |
High |
1,138.75 |
1,116.00 |
-22.75 |
-2.0% |
1,196.00 |
Low |
1,107.25 |
1,074.25 |
-33.00 |
-3.0% |
1,107.25 |
Close |
1,117.00 |
1,086.00 |
-31.00 |
-2.8% |
1,117.00 |
Range |
31.50 |
41.75 |
10.25 |
32.5% |
88.75 |
ATR |
43.96 |
43.87 |
-0.09 |
-0.2% |
0.00 |
Volume |
364,112 |
401,798 |
37,686 |
10.4% |
1,994,283 |
|
Daily Pivots for day following 02-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,217.25 |
1,193.50 |
1,109.00 |
|
R3 |
1,175.50 |
1,151.75 |
1,097.50 |
|
R2 |
1,133.75 |
1,133.75 |
1,093.75 |
|
R1 |
1,110.00 |
1,110.00 |
1,089.75 |
1,101.00 |
PP |
1,092.00 |
1,092.00 |
1,092.00 |
1,087.50 |
S1 |
1,068.25 |
1,068.25 |
1,082.25 |
1,059.25 |
S2 |
1,050.25 |
1,050.25 |
1,078.25 |
|
S3 |
1,008.50 |
1,026.50 |
1,074.50 |
|
S4 |
966.75 |
984.75 |
1,063.00 |
|
|
Weekly Pivots for week ending 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,406.25 |
1,350.50 |
1,165.75 |
|
R3 |
1,317.50 |
1,261.75 |
1,141.50 |
|
R2 |
1,228.75 |
1,228.75 |
1,133.25 |
|
R1 |
1,173.00 |
1,173.00 |
1,125.25 |
1,156.50 |
PP |
1,140.00 |
1,140.00 |
1,140.00 |
1,132.00 |
S1 |
1,084.25 |
1,084.25 |
1,108.75 |
1,067.75 |
S2 |
1,051.25 |
1,051.25 |
1,100.75 |
|
S3 |
962.50 |
995.50 |
1,092.50 |
|
S4 |
873.75 |
906.75 |
1,068.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,184.25 |
1,074.25 |
110.00 |
10.1% |
41.50 |
3.8% |
11% |
False |
True |
390,743 |
10 |
1,227.00 |
1,074.25 |
152.75 |
14.1% |
42.75 |
3.9% |
8% |
False |
True |
376,074 |
20 |
1,286.00 |
1,074.25 |
211.75 |
19.5% |
43.50 |
4.0% |
6% |
False |
True |
354,134 |
40 |
1,287.00 |
1,074.25 |
212.75 |
19.6% |
44.50 |
4.1% |
6% |
False |
True |
315,279 |
60 |
1,287.00 |
1,074.25 |
212.75 |
19.6% |
45.50 |
4.2% |
6% |
False |
True |
257,132 |
80 |
1,392.00 |
1,021.00 |
371.00 |
34.2% |
51.50 |
4.7% |
18% |
False |
False |
192,899 |
100 |
1,501.75 |
1,021.00 |
480.75 |
44.3% |
61.00 |
5.6% |
14% |
False |
False |
154,349 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,293.50 |
2.618 |
1,225.25 |
1.618 |
1,183.50 |
1.000 |
1,157.75 |
0.618 |
1,141.75 |
HIGH |
1,116.00 |
0.618 |
1,100.00 |
0.500 |
1,095.00 |
0.382 |
1,090.25 |
LOW |
1,074.25 |
0.618 |
1,048.50 |
1.000 |
1,032.50 |
1.618 |
1,006.75 |
2.618 |
965.00 |
4.250 |
896.75 |
|
|
Fisher Pivots for day following 02-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
1,095.00 |
1,124.50 |
PP |
1,092.00 |
1,111.75 |
S1 |
1,089.00 |
1,099.00 |
|