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 |
3,873.5 |
3,773.5 |
-100.0 |
-2.6% |
4,054.0 |
High |
3,904.5 |
3,786.5 |
-118.0 |
-3.0% |
4,116.5 |
Low |
3,761.5 |
3,666.0 |
-95.5 |
-2.5% |
3,761.5 |
Close |
3,847.5 |
3,699.0 |
-148.5 |
-3.9% |
3,847.5 |
Range |
143.0 |
120.5 |
-22.5 |
-15.7% |
355.0 |
ATR |
175.8 |
176.2 |
0.4 |
0.2% |
0.0 |
Volume |
192,940 |
179,639 |
-13,301 |
-6.9% |
977,405 |
|
Daily Pivots for day following 02-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,078.7 |
4,009.3 |
3,765.3 |
|
R3 |
3,958.2 |
3,888.8 |
3,732.1 |
|
R2 |
3,837.7 |
3,837.7 |
3,721.1 |
|
R1 |
3,768.3 |
3,768.3 |
3,710.0 |
3,742.8 |
PP |
3,717.2 |
3,717.2 |
3,717.2 |
3,704.4 |
S1 |
3,647.8 |
3,647.8 |
3,688.0 |
3,622.3 |
S2 |
3,596.7 |
3,596.7 |
3,676.9 |
|
S3 |
3,476.2 |
3,527.3 |
3,665.9 |
|
S4 |
3,355.7 |
3,406.8 |
3,632.7 |
|
|
Weekly Pivots for week ending 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,973.5 |
4,765.5 |
4,042.8 |
|
R3 |
4,618.5 |
4,410.5 |
3,945.1 |
|
R2 |
4,263.5 |
4,263.5 |
3,912.6 |
|
R1 |
4,055.5 |
4,055.5 |
3,880.0 |
3,982.0 |
PP |
3,908.5 |
3,908.5 |
3,908.5 |
3,871.8 |
S1 |
3,700.5 |
3,700.5 |
3,815.0 |
3,627.0 |
S2 |
3,553.5 |
3,553.5 |
3,782.4 |
|
S3 |
3,198.5 |
3,345.5 |
3,749.9 |
|
S4 |
2,843.5 |
2,990.5 |
3,652.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,992.5 |
3,666.0 |
326.5 |
8.8% |
153.4 |
4.1% |
10% |
False |
True |
193,226 |
10 |
4,345.5 |
3,666.0 |
679.5 |
18.4% |
159.3 |
4.3% |
5% |
False |
True |
190,521 |
20 |
4,694.0 |
3,666.0 |
1,028.0 |
27.8% |
155.7 |
4.2% |
3% |
False |
True |
178,027 |
40 |
5,138.5 |
3,666.0 |
1,472.5 |
39.8% |
162.4 |
4.4% |
2% |
False |
True |
163,209 |
60 |
5,138.5 |
3,666.0 |
1,472.5 |
39.8% |
167.8 |
4.5% |
2% |
False |
True |
118,850 |
80 |
5,385.0 |
3,666.0 |
1,719.0 |
46.5% |
193.3 |
5.2% |
2% |
False |
True |
89,473 |
100 |
5,951.0 |
3,666.0 |
2,285.0 |
61.8% |
223.0 |
6.0% |
1% |
False |
True |
71,775 |
120 |
6,499.0 |
3,666.0 |
2,833.0 |
76.6% |
215.5 |
5.8% |
1% |
False |
True |
60,241 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,298.6 |
2.618 |
4,102.0 |
1.618 |
3,981.5 |
1.000 |
3,907.0 |
0.618 |
3,861.0 |
HIGH |
3,786.5 |
0.618 |
3,740.5 |
0.500 |
3,726.3 |
0.382 |
3,712.0 |
LOW |
3,666.0 |
0.618 |
3,591.5 |
1.000 |
3,545.5 |
1.618 |
3,471.0 |
2.618 |
3,350.5 |
4.250 |
3,153.9 |
|
|
Fisher Pivots for day following 02-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
3,726.3 |
3,829.3 |
PP |
3,717.2 |
3,785.8 |
S1 |
3,708.1 |
3,742.4 |
|