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 |
1,073.00 |
1,122.25 |
49.25 |
4.6% |
1,174.50 |
High |
1,125.00 |
1,122.25 |
-2.75 |
-0.2% |
1,196.00 |
Low |
1,062.00 |
1,072.00 |
10.00 |
0.9% |
1,107.25 |
Close |
1,101.00 |
1,083.00 |
-18.00 |
-1.6% |
1,117.00 |
Range |
63.00 |
50.25 |
-12.75 |
-20.2% |
88.75 |
ATR |
44.60 |
45.00 |
0.40 |
0.9% |
0.00 |
Volume |
367,263 |
426,573 |
59,310 |
16.1% |
1,994,283 |
|
Daily Pivots for day following 05-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,243.25 |
1,213.25 |
1,110.75 |
|
R3 |
1,193.00 |
1,163.00 |
1,096.75 |
|
R2 |
1,142.75 |
1,142.75 |
1,092.25 |
|
R1 |
1,112.75 |
1,112.75 |
1,087.50 |
1,102.50 |
PP |
1,092.50 |
1,092.50 |
1,092.50 |
1,087.25 |
S1 |
1,062.50 |
1,062.50 |
1,078.50 |
1,052.50 |
S2 |
1,042.25 |
1,042.25 |
1,073.75 |
|
S3 |
992.00 |
1,012.25 |
1,069.25 |
|
S4 |
941.75 |
962.00 |
1,055.25 |
|
|
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 |
1,138.75 |
1,062.00 |
76.75 |
7.1% |
44.25 |
4.1% |
27% |
False |
False |
391,688 |
10 |
1,196.00 |
1,062.00 |
134.00 |
12.4% |
46.00 |
4.2% |
16% |
False |
False |
392,784 |
20 |
1,286.00 |
1,062.00 |
224.00 |
20.7% |
44.50 |
4.1% |
9% |
False |
False |
369,043 |
40 |
1,286.00 |
1,062.00 |
224.00 |
20.7% |
45.00 |
4.2% |
9% |
False |
False |
332,037 |
60 |
1,287.00 |
1,062.00 |
225.00 |
20.8% |
44.25 |
4.1% |
9% |
False |
False |
276,982 |
80 |
1,321.75 |
1,021.00 |
300.75 |
27.8% |
50.75 |
4.7% |
21% |
False |
False |
207,802 |
100 |
1,501.75 |
1,021.00 |
480.75 |
44.4% |
59.25 |
5.5% |
13% |
False |
False |
166,265 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,335.75 |
2.618 |
1,253.75 |
1.618 |
1,203.50 |
1.000 |
1,172.50 |
0.618 |
1,153.25 |
HIGH |
1,122.25 |
0.618 |
1,103.00 |
0.500 |
1,097.00 |
0.382 |
1,091.25 |
LOW |
1,072.00 |
0.618 |
1,041.00 |
1.000 |
1,021.75 |
1.618 |
990.75 |
2.618 |
940.50 |
4.250 |
858.50 |
|
|
Fisher Pivots for day following 05-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
1,097.00 |
1,093.50 |
PP |
1,092.50 |
1,090.00 |
S1 |
1,087.75 |
1,086.50 |
|