Trading Metrics calculated at close of trading on 05-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2009 |
05-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
3,542.5 |
3,603.5 |
61.0 |
1.7% |
3,930.0 |
High |
3,680.0 |
3,612.5 |
-67.5 |
-1.8% |
3,950.0 |
Low |
3,534.5 |
3,456.0 |
-78.5 |
-2.2% |
3,740.0 |
Close |
3,638.5 |
3,517.5 |
-121.0 |
-3.3% |
3,807.5 |
Range |
145.5 |
156.5 |
11.0 |
7.6% |
210.0 |
ATR |
153.1 |
155.2 |
2.1 |
1.4% |
0.0 |
Volume |
208,155 |
149,887 |
-58,268 |
-28.0% |
675,989 |
|
Daily Pivots for day following 05-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,998.0 |
3,914.5 |
3,603.5 |
|
R3 |
3,841.5 |
3,758.0 |
3,560.5 |
|
R2 |
3,685.0 |
3,685.0 |
3,546.0 |
|
R1 |
3,601.5 |
3,601.5 |
3,532.0 |
3,565.0 |
PP |
3,528.5 |
3,528.5 |
3,528.5 |
3,510.5 |
S1 |
3,445.0 |
3,445.0 |
3,503.0 |
3,408.5 |
S2 |
3,372.0 |
3,372.0 |
3,489.0 |
|
S3 |
3,215.5 |
3,288.5 |
3,474.5 |
|
S4 |
3,059.0 |
3,132.0 |
3,431.5 |
|
|
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 |
3,861.0 |
3,456.0 |
405.0 |
11.5% |
157.5 |
4.5% |
15% |
False |
True |
167,912 |
10 |
3,953.0 |
3,456.0 |
497.0 |
14.1% |
149.0 |
4.2% |
12% |
False |
True |
148,466 |
20 |
4,313.0 |
3,456.0 |
857.0 |
24.4% |
135.0 |
3.8% |
7% |
False |
True |
133,684 |
40 |
4,600.0 |
3,456.0 |
1,144.0 |
32.5% |
139.0 |
3.9% |
5% |
False |
True |
131,202 |
60 |
4,649.0 |
3,456.0 |
1,193.0 |
33.9% |
135.0 |
3.8% |
5% |
False |
True |
111,302 |
80 |
4,649.0 |
3,456.0 |
1,193.0 |
33.9% |
145.0 |
4.1% |
5% |
False |
True |
83,673 |
100 |
4,649.0 |
3,456.0 |
1,193.0 |
33.9% |
162.5 |
4.6% |
5% |
False |
True |
66,993 |
120 |
5,442.5 |
3,456.0 |
1,986.5 |
56.5% |
164.5 |
4.7% |
3% |
False |
True |
55,939 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,277.5 |
2.618 |
4,022.0 |
1.618 |
3,865.5 |
1.000 |
3,769.0 |
0.618 |
3,709.0 |
HIGH |
3,612.5 |
0.618 |
3,552.5 |
0.500 |
3,534.0 |
0.382 |
3,516.0 |
LOW |
3,456.0 |
0.618 |
3,359.5 |
1.000 |
3,299.5 |
1.618 |
3,203.0 |
2.618 |
3,046.5 |
4.250 |
2,791.0 |
|
|
Fisher Pivots for day following 05-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
3,534.0 |
3,568.0 |
PP |
3,528.5 |
3,551.0 |
S1 |
3,523.0 |
3,534.5 |
|