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 |
3,715.0 |
3,630.0 |
-85.0 |
-2.3% |
3,930.0 |
High |
3,731.0 |
3,663.5 |
-67.5 |
-1.8% |
3,950.0 |
Low |
3,565.0 |
3,464.5 |
-100.5 |
-2.8% |
3,740.0 |
Close |
3,613.5 |
3,509.0 |
-104.5 |
-2.9% |
3,807.5 |
Range |
166.0 |
199.0 |
33.0 |
19.9% |
210.0 |
ATR |
148.0 |
151.7 |
3.6 |
2.5% |
0.0 |
Volume |
160,303 |
179,711 |
19,408 |
12.1% |
675,989 |
|
Daily Pivots for day following 03-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,142.5 |
4,025.0 |
3,618.5 |
|
R3 |
3,943.5 |
3,826.0 |
3,563.5 |
|
R2 |
3,744.5 |
3,744.5 |
3,545.5 |
|
R1 |
3,627.0 |
3,627.0 |
3,527.0 |
3,586.0 |
PP |
3,545.5 |
3,545.5 |
3,545.5 |
3,525.5 |
S1 |
3,428.0 |
3,428.0 |
3,491.0 |
3,387.0 |
S2 |
3,346.5 |
3,346.5 |
3,472.5 |
|
S3 |
3,147.5 |
3,229.0 |
3,454.5 |
|
S4 |
2,948.5 |
3,030.0 |
3,399.5 |
|
|
Weekly Pivots for week ending 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,462.5 |
4,345.0 |
3,923.0 |
|
R3 |
4,252.5 |
4,135.0 |
3,865.0 |
|
R2 |
4,042.5 |
4,042.5 |
3,846.0 |
|
R1 |
3,925.0 |
3,925.0 |
3,827.0 |
3,879.0 |
PP |
3,832.5 |
3,832.5 |
3,832.5 |
3,809.5 |
S1 |
3,715.0 |
3,715.0 |
3,788.0 |
3,669.0 |
S2 |
3,622.5 |
3,622.5 |
3,769.0 |
|
S3 |
3,412.5 |
3,505.0 |
3,750.0 |
|
S4 |
3,202.5 |
3,295.0 |
3,692.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,950.0 |
3,464.5 |
485.5 |
13.8% |
150.0 |
4.3% |
9% |
False |
True |
151,842 |
10 |
4,043.0 |
3,464.5 |
578.5 |
16.5% |
139.5 |
4.0% |
8% |
False |
True |
141,118 |
20 |
4,313.0 |
3,464.5 |
848.5 |
24.2% |
135.0 |
3.8% |
5% |
False |
True |
127,251 |
40 |
4,649.0 |
3,464.5 |
1,184.5 |
33.8% |
137.0 |
3.9% |
4% |
False |
True |
125,973 |
60 |
4,649.0 |
3,464.5 |
1,184.5 |
33.8% |
137.0 |
3.9% |
4% |
False |
True |
105,508 |
80 |
4,649.0 |
3,464.5 |
1,184.5 |
33.8% |
146.0 |
4.2% |
4% |
False |
True |
79,199 |
100 |
4,670.0 |
3,464.5 |
1,205.5 |
34.4% |
165.5 |
4.7% |
4% |
False |
True |
63,416 |
120 |
5,442.5 |
3,464.5 |
1,978.0 |
56.4% |
163.0 |
4.6% |
2% |
False |
True |
52,955 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,509.0 |
2.618 |
4,184.5 |
1.618 |
3,985.5 |
1.000 |
3,862.5 |
0.618 |
3,786.5 |
HIGH |
3,663.5 |
0.618 |
3,587.5 |
0.500 |
3,564.0 |
0.382 |
3,540.5 |
LOW |
3,464.5 |
0.618 |
3,341.5 |
1.000 |
3,265.5 |
1.618 |
3,142.5 |
2.618 |
2,943.5 |
4.250 |
2,619.0 |
|
|
Fisher Pivots for day following 03-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
3,564.0 |
3,663.0 |
PP |
3,545.5 |
3,611.5 |
S1 |
3,527.5 |
3,560.0 |
|