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 |
3,773.5 |
3,734.0 |
-39.5 |
-1.0% |
4,054.0 |
High |
3,786.5 |
3,759.0 |
-27.5 |
-0.7% |
4,116.5 |
Low |
3,666.0 |
3,669.0 |
3.0 |
0.1% |
3,761.5 |
Close |
3,699.0 |
3,709.0 |
10.0 |
0.3% |
3,847.5 |
Range |
120.5 |
90.0 |
-30.5 |
-25.3% |
355.0 |
ATR |
176.2 |
170.1 |
-6.2 |
-3.5% |
0.0 |
Volume |
179,639 |
193,889 |
14,250 |
7.9% |
977,405 |
|
Daily Pivots for day following 03-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,982.3 |
3,935.7 |
3,758.5 |
|
R3 |
3,892.3 |
3,845.7 |
3,733.8 |
|
R2 |
3,802.3 |
3,802.3 |
3,725.5 |
|
R1 |
3,755.7 |
3,755.7 |
3,717.3 |
3,734.0 |
PP |
3,712.3 |
3,712.3 |
3,712.3 |
3,701.5 |
S1 |
3,665.7 |
3,665.7 |
3,700.8 |
3,644.0 |
S2 |
3,622.3 |
3,622.3 |
3,692.5 |
|
S3 |
3,532.3 |
3,575.7 |
3,684.3 |
|
S4 |
3,442.3 |
3,485.7 |
3,659.5 |
|
|
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% |
136.9 |
3.7% |
13% |
False |
False |
190,204 |
10 |
4,279.0 |
3,666.0 |
613.0 |
16.5% |
153.6 |
4.1% |
7% |
False |
False |
191,794 |
20 |
4,694.0 |
3,666.0 |
1,028.0 |
27.7% |
154.6 |
4.2% |
4% |
False |
False |
180,335 |
40 |
5,138.5 |
3,666.0 |
1,472.5 |
39.7% |
159.6 |
4.3% |
3% |
False |
False |
166,370 |
60 |
5,138.5 |
3,666.0 |
1,472.5 |
39.7% |
167.0 |
4.5% |
3% |
False |
False |
122,074 |
80 |
5,385.0 |
3,666.0 |
1,719.0 |
46.3% |
190.6 |
5.1% |
3% |
False |
False |
91,887 |
100 |
5,672.5 |
3,666.0 |
2,006.5 |
54.1% |
221.8 |
6.0% |
2% |
False |
False |
73,709 |
120 |
6,499.0 |
3,666.0 |
2,833.0 |
76.4% |
215.0 |
5.8% |
2% |
False |
False |
61,847 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,141.5 |
2.618 |
3,994.6 |
1.618 |
3,904.6 |
1.000 |
3,849.0 |
0.618 |
3,814.6 |
HIGH |
3,759.0 |
0.618 |
3,724.6 |
0.500 |
3,714.0 |
0.382 |
3,703.4 |
LOW |
3,669.0 |
0.618 |
3,613.4 |
1.000 |
3,579.0 |
1.618 |
3,523.4 |
2.618 |
3,433.4 |
4.250 |
3,286.5 |
|
|
Fisher Pivots for day following 03-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
3,714.0 |
3,785.3 |
PP |
3,712.3 |
3,759.8 |
S1 |
3,710.7 |
3,734.4 |
|