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 |
3,734.0 |
3,730.0 |
-4.0 |
-0.1% |
4,054.0 |
High |
3,759.0 |
3,935.0 |
176.0 |
4.7% |
4,116.5 |
Low |
3,669.0 |
3,725.0 |
56.0 |
1.5% |
3,761.5 |
Close |
3,709.0 |
3,885.5 |
176.5 |
4.8% |
3,847.5 |
Range |
90.0 |
210.0 |
120.0 |
133.3% |
355.0 |
ATR |
170.1 |
174.1 |
4.0 |
2.3% |
0.0 |
Volume |
193,889 |
198,565 |
4,676 |
2.4% |
977,405 |
|
Daily Pivots for day following 04-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,478.5 |
4,392.0 |
4,001.0 |
|
R3 |
4,268.5 |
4,182.0 |
3,943.3 |
|
R2 |
4,058.5 |
4,058.5 |
3,924.0 |
|
R1 |
3,972.0 |
3,972.0 |
3,904.8 |
4,015.3 |
PP |
3,848.5 |
3,848.5 |
3,848.5 |
3,870.1 |
S1 |
3,762.0 |
3,762.0 |
3,866.3 |
3,805.3 |
S2 |
3,638.5 |
3,638.5 |
3,847.0 |
|
S3 |
3,428.5 |
3,552.0 |
3,827.8 |
|
S4 |
3,218.5 |
3,342.0 |
3,770.0 |
|
|
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 |
8.4% |
141.0 |
3.6% |
67% |
False |
False |
190,911 |
10 |
4,279.0 |
3,666.0 |
613.0 |
15.8% |
161.6 |
4.2% |
36% |
False |
False |
192,223 |
20 |
4,694.0 |
3,666.0 |
1,028.0 |
26.5% |
154.9 |
4.0% |
21% |
False |
False |
182,023 |
40 |
5,138.5 |
3,666.0 |
1,472.5 |
37.9% |
162.6 |
4.2% |
15% |
False |
False |
168,938 |
60 |
5,138.5 |
3,666.0 |
1,472.5 |
37.9% |
164.5 |
4.2% |
15% |
False |
False |
125,373 |
80 |
5,385.0 |
3,666.0 |
1,719.0 |
44.2% |
191.8 |
4.9% |
13% |
False |
False |
94,360 |
100 |
5,599.0 |
3,666.0 |
1,933.0 |
49.7% |
220.9 |
5.7% |
11% |
False |
False |
75,691 |
120 |
6,466.5 |
3,666.0 |
2,800.5 |
72.1% |
215.7 |
5.6% |
8% |
False |
False |
63,488 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,827.5 |
2.618 |
4,484.8 |
1.618 |
4,274.8 |
1.000 |
4,145.0 |
0.618 |
4,064.8 |
HIGH |
3,935.0 |
0.618 |
3,854.8 |
0.500 |
3,830.0 |
0.382 |
3,805.2 |
LOW |
3,725.0 |
0.618 |
3,595.2 |
1.000 |
3,515.0 |
1.618 |
3,385.2 |
2.618 |
3,175.2 |
4.250 |
2,832.5 |
|
|
Fisher Pivots for day following 04-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
3,867.0 |
3,857.2 |
PP |
3,848.5 |
3,828.8 |
S1 |
3,830.0 |
3,800.5 |
|