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 |
3,603.5 |
3,513.0 |
-90.5 |
-2.5% |
3,715.0 |
High |
3,612.5 |
3,580.0 |
-32.5 |
-0.9% |
3,731.0 |
Low |
3,456.0 |
3,456.5 |
0.5 |
0.0% |
3,456.0 |
Close |
3,517.5 |
3,513.0 |
-4.5 |
-0.1% |
3,513.0 |
Range |
156.5 |
123.5 |
-33.0 |
-21.1% |
275.0 |
ATR |
155.2 |
152.9 |
-2.3 |
-1.5% |
0.0 |
Volume |
149,887 |
133,895 |
-15,992 |
-10.7% |
831,951 |
|
Daily Pivots for day following 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,887.0 |
3,823.5 |
3,581.0 |
|
R3 |
3,763.5 |
3,700.0 |
3,547.0 |
|
R2 |
3,640.0 |
3,640.0 |
3,535.5 |
|
R1 |
3,576.5 |
3,576.5 |
3,524.5 |
3,575.0 |
PP |
3,516.5 |
3,516.5 |
3,516.5 |
3,515.5 |
S1 |
3,453.0 |
3,453.0 |
3,501.5 |
3,451.0 |
S2 |
3,393.0 |
3,393.0 |
3,490.5 |
|
S3 |
3,269.5 |
3,329.5 |
3,479.0 |
|
S4 |
3,146.0 |
3,206.0 |
3,445.0 |
|
|
Weekly Pivots for week ending 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,391.5 |
4,227.5 |
3,664.0 |
|
R3 |
4,116.5 |
3,952.5 |
3,588.5 |
|
R2 |
3,841.5 |
3,841.5 |
3,563.5 |
|
R1 |
3,677.5 |
3,677.5 |
3,538.0 |
3,622.0 |
PP |
3,566.5 |
3,566.5 |
3,566.5 |
3,539.0 |
S1 |
3,402.5 |
3,402.5 |
3,488.0 |
3,347.0 |
S2 |
3,291.5 |
3,291.5 |
3,462.5 |
|
S3 |
3,016.5 |
3,127.5 |
3,437.5 |
|
S4 |
2,741.5 |
2,852.5 |
3,362.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,731.0 |
3,456.0 |
275.0 |
7.8% |
158.0 |
4.5% |
21% |
False |
False |
166,390 |
10 |
3,950.0 |
3,456.0 |
494.0 |
14.1% |
148.0 |
4.2% |
12% |
False |
False |
150,794 |
20 |
4,313.0 |
3,456.0 |
857.0 |
24.4% |
133.0 |
3.8% |
7% |
False |
False |
134,388 |
40 |
4,508.0 |
3,456.0 |
1,052.0 |
29.9% |
137.5 |
3.9% |
5% |
False |
False |
131,189 |
60 |
4,649.0 |
3,456.0 |
1,193.0 |
34.0% |
134.0 |
3.8% |
5% |
False |
False |
113,487 |
80 |
4,649.0 |
3,456.0 |
1,193.0 |
34.0% |
145.5 |
4.1% |
5% |
False |
False |
85,347 |
100 |
4,649.0 |
3,456.0 |
1,193.0 |
34.0% |
161.5 |
4.6% |
5% |
False |
False |
68,332 |
120 |
5,442.5 |
3,456.0 |
1,986.5 |
56.5% |
165.0 |
4.7% |
3% |
False |
False |
57,054 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,105.0 |
2.618 |
3,903.5 |
1.618 |
3,780.0 |
1.000 |
3,703.5 |
0.618 |
3,656.5 |
HIGH |
3,580.0 |
0.618 |
3,533.0 |
0.500 |
3,518.0 |
0.382 |
3,503.5 |
LOW |
3,456.5 |
0.618 |
3,380.0 |
1.000 |
3,333.0 |
1.618 |
3,256.5 |
2.618 |
3,133.0 |
4.250 |
2,931.5 |
|
|
Fisher Pivots for day following 06-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
3,518.0 |
3,568.0 |
PP |
3,516.5 |
3,549.5 |
S1 |
3,515.0 |
3,531.5 |
|