Trading Metrics calculated at close of trading on 06-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2009 |
06-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
1,122.25 |
1,084.00 |
-38.25 |
-3.4% |
1,114.25 |
High |
1,122.25 |
1,089.50 |
-32.75 |
-2.9% |
1,125.00 |
Low |
1,072.00 |
1,043.00 |
-29.00 |
-2.7% |
1,043.00 |
Close |
1,083.00 |
1,076.50 |
-6.50 |
-0.6% |
1,076.50 |
Range |
50.25 |
46.50 |
-3.75 |
-7.5% |
82.00 |
ATR |
45.00 |
45.11 |
0.11 |
0.2% |
0.00 |
Volume |
426,573 |
426,158 |
-415 |
-0.1% |
2,020,489 |
|
Daily Pivots for day following 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,209.25 |
1,189.25 |
1,102.00 |
|
R3 |
1,162.75 |
1,142.75 |
1,089.25 |
|
R2 |
1,116.25 |
1,116.25 |
1,085.00 |
|
R1 |
1,096.25 |
1,096.25 |
1,080.75 |
1,083.00 |
PP |
1,069.75 |
1,069.75 |
1,069.75 |
1,063.00 |
S1 |
1,049.75 |
1,049.75 |
1,072.25 |
1,036.50 |
S2 |
1,023.25 |
1,023.25 |
1,068.00 |
|
S3 |
976.75 |
1,003.25 |
1,063.75 |
|
S4 |
930.25 |
956.75 |
1,051.00 |
|
|
Weekly Pivots for week ending 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,327.50 |
1,284.00 |
1,121.50 |
|
R3 |
1,245.50 |
1,202.00 |
1,099.00 |
|
R2 |
1,163.50 |
1,163.50 |
1,091.50 |
|
R1 |
1,120.00 |
1,120.00 |
1,084.00 |
1,100.75 |
PP |
1,081.50 |
1,081.50 |
1,081.50 |
1,072.00 |
S1 |
1,038.00 |
1,038.00 |
1,069.00 |
1,018.75 |
S2 |
999.50 |
999.50 |
1,061.50 |
|
S3 |
917.50 |
956.00 |
1,054.00 |
|
S4 |
835.50 |
874.00 |
1,031.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,125.00 |
1,043.00 |
82.00 |
7.6% |
47.25 |
4.4% |
41% |
False |
True |
404,097 |
10 |
1,196.00 |
1,043.00 |
153.00 |
14.2% |
47.25 |
4.4% |
22% |
False |
True |
401,477 |
20 |
1,286.00 |
1,043.00 |
243.00 |
22.6% |
43.50 |
4.0% |
14% |
False |
True |
374,804 |
40 |
1,286.00 |
1,043.00 |
243.00 |
22.6% |
45.00 |
4.2% |
14% |
False |
True |
336,089 |
60 |
1,287.00 |
1,043.00 |
244.00 |
22.7% |
44.00 |
4.1% |
14% |
False |
True |
284,037 |
80 |
1,321.75 |
1,021.00 |
300.75 |
27.9% |
50.75 |
4.7% |
18% |
False |
False |
213,126 |
100 |
1,501.75 |
1,021.00 |
480.75 |
44.7% |
58.50 |
5.4% |
12% |
False |
False |
170,524 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,287.00 |
2.618 |
1,211.25 |
1.618 |
1,164.75 |
1.000 |
1,136.00 |
0.618 |
1,118.25 |
HIGH |
1,089.50 |
0.618 |
1,071.75 |
0.500 |
1,066.25 |
0.382 |
1,060.75 |
LOW |
1,043.00 |
0.618 |
1,014.25 |
1.000 |
996.50 |
1.618 |
967.75 |
2.618 |
921.25 |
4.250 |
845.50 |
|
|
Fisher Pivots for day following 06-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
1,073.00 |
1,084.00 |
PP |
1,069.75 |
1,081.50 |
S1 |
1,066.25 |
1,079.00 |
|