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 |
3,833.0 |
3,713.5 |
-119.5 |
-3.1% |
3,773.5 |
High |
3,863.5 |
3,772.0 |
-91.5 |
-2.4% |
3,935.0 |
Low |
3,656.0 |
3,621.0 |
-35.0 |
-1.0% |
3,621.0 |
Close |
3,704.5 |
3,656.0 |
-48.5 |
-1.3% |
3,656.0 |
Range |
207.5 |
151.0 |
-56.5 |
-27.2% |
314.0 |
ATR |
178.0 |
176.1 |
-1.9 |
-1.1% |
0.0 |
Volume |
209,366 |
214,305 |
4,939 |
2.4% |
995,764 |
|
Daily Pivots for day following 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,136.0 |
4,047.0 |
3,739.1 |
|
R3 |
3,985.0 |
3,896.0 |
3,697.5 |
|
R2 |
3,834.0 |
3,834.0 |
3,683.7 |
|
R1 |
3,745.0 |
3,745.0 |
3,669.8 |
3,714.0 |
PP |
3,683.0 |
3,683.0 |
3,683.0 |
3,667.5 |
S1 |
3,594.0 |
3,594.0 |
3,642.2 |
3,563.0 |
S2 |
3,532.0 |
3,532.0 |
3,628.3 |
|
S3 |
3,381.0 |
3,443.0 |
3,614.5 |
|
S4 |
3,230.0 |
3,292.0 |
3,573.0 |
|
|
Weekly Pivots for week ending 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,679.3 |
4,481.7 |
3,828.7 |
|
R3 |
4,365.3 |
4,167.7 |
3,742.4 |
|
R2 |
4,051.3 |
4,051.3 |
3,713.6 |
|
R1 |
3,853.7 |
3,853.7 |
3,684.8 |
3,795.5 |
PP |
3,737.3 |
3,737.3 |
3,737.3 |
3,708.3 |
S1 |
3,539.7 |
3,539.7 |
3,627.2 |
3,481.5 |
S2 |
3,423.3 |
3,423.3 |
3,598.4 |
|
S3 |
3,109.3 |
3,225.7 |
3,569.7 |
|
S4 |
2,795.3 |
2,911.7 |
3,483.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,935.0 |
3,621.0 |
314.0 |
8.6% |
155.8 |
4.3% |
11% |
False |
True |
199,152 |
10 |
4,116.5 |
3,621.0 |
495.5 |
13.6% |
168.5 |
4.6% |
7% |
False |
True |
197,316 |
20 |
4,694.0 |
3,621.0 |
1,073.0 |
29.3% |
155.1 |
4.2% |
3% |
False |
True |
186,460 |
40 |
4,953.5 |
3,621.0 |
1,332.5 |
36.4% |
164.6 |
4.5% |
3% |
False |
True |
173,424 |
60 |
5,138.5 |
3,621.0 |
1,517.5 |
41.5% |
162.3 |
4.4% |
2% |
False |
True |
132,401 |
80 |
5,183.0 |
3,621.0 |
1,562.0 |
42.7% |
188.2 |
5.1% |
2% |
False |
True |
99,628 |
100 |
5,458.0 |
3,621.0 |
1,837.0 |
50.2% |
217.1 |
5.9% |
2% |
False |
True |
79,900 |
120 |
6,392.5 |
3,621.0 |
2,771.5 |
75.8% |
216.6 |
5.9% |
1% |
False |
True |
66,987 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,413.8 |
2.618 |
4,167.3 |
1.618 |
4,016.3 |
1.000 |
3,923.0 |
0.618 |
3,865.3 |
HIGH |
3,772.0 |
0.618 |
3,714.3 |
0.500 |
3,696.5 |
0.382 |
3,678.7 |
LOW |
3,621.0 |
0.618 |
3,527.7 |
1.000 |
3,470.0 |
1.618 |
3,376.7 |
2.618 |
3,225.7 |
4.250 |
2,979.3 |
|
|
Fisher Pivots for day following 06-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
3,696.5 |
3,778.0 |
PP |
3,683.0 |
3,737.3 |
S1 |
3,669.5 |
3,696.7 |
|