Trading Metrics calculated at close of trading on 03-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2009 |
03-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
1,114.25 |
1,086.00 |
-28.25 |
-2.5% |
1,174.50 |
High |
1,116.00 |
1,102.25 |
-13.75 |
-1.2% |
1,196.00 |
Low |
1,074.25 |
1,068.00 |
-6.25 |
-0.6% |
1,107.25 |
Close |
1,086.00 |
1,072.00 |
-14.00 |
-1.3% |
1,117.00 |
Range |
41.75 |
34.25 |
-7.50 |
-18.0% |
88.75 |
ATR |
43.87 |
43.18 |
-0.69 |
-1.6% |
0.00 |
Volume |
401,798 |
398,697 |
-3,101 |
-0.8% |
1,994,283 |
|
Daily Pivots for day following 03-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,183.50 |
1,162.00 |
1,090.75 |
|
R3 |
1,149.25 |
1,127.75 |
1,081.50 |
|
R2 |
1,115.00 |
1,115.00 |
1,078.25 |
|
R1 |
1,093.50 |
1,093.50 |
1,075.25 |
1,087.00 |
PP |
1,080.75 |
1,080.75 |
1,080.75 |
1,077.50 |
S1 |
1,059.25 |
1,059.25 |
1,068.75 |
1,053.00 |
S2 |
1,046.50 |
1,046.50 |
1,065.75 |
|
S3 |
1,012.25 |
1,025.00 |
1,062.50 |
|
S4 |
978.00 |
990.75 |
1,053.25 |
|
|
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 |
1,068.00 |
116.25 |
10.8% |
39.50 |
3.7% |
3% |
False |
True |
394,906 |
10 |
1,204.00 |
1,068.00 |
136.00 |
12.7% |
41.50 |
3.9% |
3% |
False |
True |
387,285 |
20 |
1,286.00 |
1,068.00 |
218.00 |
20.3% |
42.75 |
4.0% |
2% |
False |
True |
359,121 |
40 |
1,287.00 |
1,068.00 |
219.00 |
20.4% |
43.75 |
4.1% |
2% |
False |
True |
322,111 |
60 |
1,287.00 |
1,068.00 |
219.00 |
20.4% |
44.75 |
4.2% |
2% |
False |
True |
263,773 |
80 |
1,392.00 |
1,021.00 |
371.00 |
34.6% |
51.25 |
4.8% |
14% |
False |
False |
197,882 |
100 |
1,501.75 |
1,021.00 |
480.75 |
44.8% |
60.25 |
5.6% |
11% |
False |
False |
158,333 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,247.75 |
2.618 |
1,192.00 |
1.618 |
1,157.75 |
1.000 |
1,136.50 |
0.618 |
1,123.50 |
HIGH |
1,102.25 |
0.618 |
1,089.25 |
0.500 |
1,085.00 |
0.382 |
1,081.00 |
LOW |
1,068.00 |
0.618 |
1,046.75 |
1.000 |
1,033.75 |
1.618 |
1,012.50 |
2.618 |
978.25 |
4.250 |
922.50 |
|
|
Fisher Pivots for day following 03-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
1,085.00 |
1,103.50 |
PP |
1,080.75 |
1,093.00 |
S1 |
1,076.50 |
1,082.50 |
|