Trading Metrics calculated at close of trading on 02-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2009 |
02-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
3,315.0 |
3,280.0 |
-35.0 |
-1.1% |
3,349.0 |
High |
3,353.0 |
3,280.0 |
-73.0 |
-2.2% |
3,388.0 |
Low |
3,292.0 |
3,217.0 |
-75.0 |
-2.3% |
3,276.0 |
Close |
3,317.0 |
3,231.0 |
-86.0 |
-2.6% |
3,317.0 |
Range |
61.0 |
63.0 |
2.0 |
3.3% |
112.0 |
ATR |
84.4 |
85.5 |
1.1 |
1.3% |
0.0 |
Volume |
30,760 |
28,014 |
-2,746 |
-8.9% |
129,138 |
|
Daily Pivots for day following 02-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,431.7 |
3,394.3 |
3,265.7 |
|
R3 |
3,368.7 |
3,331.3 |
3,248.3 |
|
R2 |
3,305.7 |
3,305.7 |
3,242.6 |
|
R1 |
3,268.3 |
3,268.3 |
3,236.8 |
3,255.5 |
PP |
3,242.7 |
3,242.7 |
3,242.7 |
3,236.3 |
S1 |
3,205.3 |
3,205.3 |
3,225.2 |
3,192.5 |
S2 |
3,179.7 |
3,179.7 |
3,219.5 |
|
S3 |
3,116.7 |
3,142.3 |
3,213.7 |
|
S4 |
3,053.7 |
3,079.3 |
3,196.4 |
|
|
Weekly Pivots for week ending 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,663.0 |
3,602.0 |
3,378.6 |
|
R3 |
3,551.0 |
3,490.0 |
3,347.8 |
|
R2 |
3,439.0 |
3,439.0 |
3,337.5 |
|
R1 |
3,378.0 |
3,378.0 |
3,327.3 |
3,352.5 |
PP |
3,327.0 |
3,327.0 |
3,327.0 |
3,314.3 |
S1 |
3,266.0 |
3,266.0 |
3,306.7 |
3,240.5 |
S2 |
3,215.0 |
3,215.0 |
3,296.5 |
|
S3 |
3,103.0 |
3,154.0 |
3,286.2 |
|
S4 |
2,991.0 |
3,042.0 |
3,255.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,388.0 |
3,217.0 |
171.0 |
5.3% |
65.0 |
2.0% |
8% |
False |
True |
26,300 |
10 |
3,508.0 |
3,217.0 |
291.0 |
9.0% |
70.5 |
2.2% |
5% |
False |
True |
26,329 |
20 |
3,551.0 |
3,217.0 |
334.0 |
10.3% |
71.2 |
2.2% |
4% |
False |
True |
25,784 |
40 |
3,811.0 |
3,217.0 |
594.0 |
18.4% |
72.8 |
2.3% |
2% |
False |
True |
24,564 |
60 |
4,002.0 |
3,217.0 |
785.0 |
24.3% |
90.5 |
2.8% |
2% |
False |
True |
23,890 |
80 |
4,326.0 |
3,217.0 |
1,109.0 |
34.3% |
80.0 |
2.5% |
1% |
False |
True |
18,244 |
100 |
4,385.0 |
3,217.0 |
1,168.0 |
36.1% |
69.6 |
2.2% |
1% |
False |
True |
15,480 |
120 |
5,073.0 |
3,217.0 |
1,856.0 |
57.4% |
65.2 |
2.0% |
1% |
False |
True |
12,912 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,547.8 |
2.618 |
3,444.9 |
1.618 |
3,381.9 |
1.000 |
3,343.0 |
0.618 |
3,318.9 |
HIGH |
3,280.0 |
0.618 |
3,255.9 |
0.500 |
3,248.5 |
0.382 |
3,241.1 |
LOW |
3,217.0 |
0.618 |
3,178.1 |
1.000 |
3,154.0 |
1.618 |
3,115.1 |
2.618 |
3,052.1 |
4.250 |
2,949.3 |
|
|
Fisher Pivots for day following 02-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
3,248.5 |
3,285.5 |
PP |
3,242.7 |
3,267.3 |
S1 |
3,236.8 |
3,249.2 |
|