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 |
3,630.0 |
3,542.5 |
-87.5 |
-2.4% |
3,930.0 |
High |
3,663.5 |
3,680.0 |
16.5 |
0.5% |
3,950.0 |
Low |
3,464.5 |
3,534.5 |
70.0 |
2.0% |
3,740.0 |
Close |
3,509.0 |
3,638.5 |
129.5 |
3.7% |
3,807.5 |
Range |
199.0 |
145.5 |
-53.5 |
-26.9% |
210.0 |
ATR |
151.7 |
153.1 |
1.4 |
0.9% |
0.0 |
Volume |
179,711 |
208,155 |
28,444 |
15.8% |
675,989 |
|
Daily Pivots for day following 04-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,054.0 |
3,992.0 |
3,718.5 |
|
R3 |
3,908.5 |
3,846.5 |
3,678.5 |
|
R2 |
3,763.0 |
3,763.0 |
3,665.0 |
|
R1 |
3,701.0 |
3,701.0 |
3,652.0 |
3,732.0 |
PP |
3,617.5 |
3,617.5 |
3,617.5 |
3,633.0 |
S1 |
3,555.5 |
3,555.5 |
3,625.0 |
3,586.5 |
S2 |
3,472.0 |
3,472.0 |
3,612.0 |
|
S3 |
3,326.5 |
3,410.0 |
3,598.5 |
|
S4 |
3,181.0 |
3,264.5 |
3,558.5 |
|
|
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 |
13.3% |
155.5 |
4.3% |
36% |
False |
False |
162,689 |
10 |
4,029.5 |
3,464.5 |
565.0 |
15.5% |
141.5 |
3.9% |
31% |
False |
False |
146,679 |
20 |
4,313.0 |
3,464.5 |
848.5 |
23.3% |
133.0 |
3.7% |
21% |
False |
False |
132,421 |
40 |
4,649.0 |
3,464.5 |
1,184.5 |
32.6% |
138.0 |
3.8% |
15% |
False |
False |
129,879 |
60 |
4,649.0 |
3,464.5 |
1,184.5 |
32.6% |
136.5 |
3.8% |
15% |
False |
False |
108,976 |
80 |
4,649.0 |
3,464.5 |
1,184.5 |
32.6% |
146.0 |
4.0% |
15% |
False |
False |
81,801 |
100 |
4,649.0 |
3,464.5 |
1,184.5 |
32.6% |
163.0 |
4.5% |
15% |
False |
False |
65,497 |
120 |
5,442.5 |
3,464.5 |
1,978.0 |
54.4% |
164.0 |
4.5% |
9% |
False |
False |
54,690 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,298.5 |
2.618 |
4,061.0 |
1.618 |
3,915.5 |
1.000 |
3,825.5 |
0.618 |
3,770.0 |
HIGH |
3,680.0 |
0.618 |
3,624.5 |
0.500 |
3,607.0 |
0.382 |
3,590.0 |
LOW |
3,534.5 |
0.618 |
3,444.5 |
1.000 |
3,389.0 |
1.618 |
3,299.0 |
2.618 |
3,153.5 |
4.250 |
2,916.0 |
|
|
Fisher Pivots for day following 04-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
3,628.0 |
3,625.0 |
PP |
3,617.5 |
3,611.5 |
S1 |
3,607.0 |
3,598.0 |
|