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 |
1,086.00 |
1,073.00 |
-13.00 |
-1.2% |
1,174.50 |
High |
1,102.25 |
1,125.00 |
22.75 |
2.1% |
1,196.00 |
Low |
1,068.00 |
1,062.00 |
-6.00 |
-0.6% |
1,107.25 |
Close |
1,072.00 |
1,101.00 |
29.00 |
2.7% |
1,117.00 |
Range |
34.25 |
63.00 |
28.75 |
83.9% |
88.75 |
ATR |
43.18 |
44.60 |
1.42 |
3.3% |
0.00 |
Volume |
398,697 |
367,263 |
-31,434 |
-7.9% |
1,994,283 |
|
Daily Pivots for day following 04-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,285.00 |
1,256.00 |
1,135.75 |
|
R3 |
1,222.00 |
1,193.00 |
1,118.25 |
|
R2 |
1,159.00 |
1,159.00 |
1,112.50 |
|
R1 |
1,130.00 |
1,130.00 |
1,106.75 |
1,144.50 |
PP |
1,096.00 |
1,096.00 |
1,096.00 |
1,103.25 |
S1 |
1,067.00 |
1,067.00 |
1,095.25 |
1,081.50 |
S2 |
1,033.00 |
1,033.00 |
1,089.50 |
|
S3 |
970.00 |
1,004.00 |
1,083.75 |
|
S4 |
907.00 |
941.00 |
1,066.25 |
|
|
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 |
1,175.00 |
1,062.00 |
113.00 |
10.3% |
43.75 |
4.0% |
35% |
False |
True |
390,301 |
10 |
1,201.50 |
1,062.00 |
139.50 |
12.7% |
44.50 |
4.0% |
28% |
False |
True |
385,679 |
20 |
1,286.00 |
1,062.00 |
224.00 |
20.3% |
43.75 |
4.0% |
17% |
False |
True |
363,006 |
40 |
1,287.00 |
1,062.00 |
225.00 |
20.4% |
44.50 |
4.0% |
17% |
False |
True |
326,523 |
60 |
1,287.00 |
1,062.00 |
225.00 |
20.4% |
44.75 |
4.1% |
17% |
False |
True |
269,887 |
80 |
1,321.75 |
1,021.00 |
300.75 |
27.3% |
51.00 |
4.6% |
27% |
False |
False |
202,471 |
100 |
1,501.75 |
1,021.00 |
480.75 |
43.7% |
59.75 |
5.4% |
17% |
False |
False |
162,002 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,392.75 |
2.618 |
1,290.00 |
1.618 |
1,227.00 |
1.000 |
1,188.00 |
0.618 |
1,164.00 |
HIGH |
1,125.00 |
0.618 |
1,101.00 |
0.500 |
1,093.50 |
0.382 |
1,086.00 |
LOW |
1,062.00 |
0.618 |
1,023.00 |
1.000 |
999.00 |
1.618 |
960.00 |
2.618 |
897.00 |
4.250 |
794.25 |
|
|
Fisher Pivots for day following 04-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
1,098.50 |
1,098.50 |
PP |
1,096.00 |
1,096.00 |
S1 |
1,093.50 |
1,093.50 |
|