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 |
3,280.0 |
3,170.0 |
-110.0 |
-3.4% |
3,349.0 |
High |
3,280.0 |
3,215.0 |
-65.0 |
-2.0% |
3,388.0 |
Low |
3,217.0 |
3,137.0 |
-80.0 |
-2.5% |
3,276.0 |
Close |
3,231.0 |
3,171.0 |
-60.0 |
-1.9% |
3,317.0 |
Range |
63.0 |
78.0 |
15.0 |
23.8% |
112.0 |
ATR |
85.5 |
86.1 |
0.6 |
0.7% |
0.0 |
Volume |
28,014 |
30,345 |
2,331 |
8.3% |
129,138 |
|
Daily Pivots for day following 03-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,408.3 |
3,367.7 |
3,213.9 |
|
R3 |
3,330.3 |
3,289.7 |
3,192.5 |
|
R2 |
3,252.3 |
3,252.3 |
3,185.3 |
|
R1 |
3,211.7 |
3,211.7 |
3,178.2 |
3,232.0 |
PP |
3,174.3 |
3,174.3 |
3,174.3 |
3,184.5 |
S1 |
3,133.7 |
3,133.7 |
3,163.9 |
3,154.0 |
S2 |
3,096.3 |
3,096.3 |
3,156.7 |
|
S3 |
3,018.3 |
3,055.7 |
3,149.6 |
|
S4 |
2,940.3 |
2,977.7 |
3,128.1 |
|
|
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 |
3,137.0 |
251.0 |
7.9% |
69.2 |
2.2% |
14% |
False |
True |
27,475 |
10 |
3,447.0 |
3,137.0 |
310.0 |
9.8% |
68.6 |
2.2% |
11% |
False |
True |
26,462 |
20 |
3,524.0 |
3,137.0 |
387.0 |
12.2% |
69.3 |
2.2% |
9% |
False |
True |
25,145 |
40 |
3,811.0 |
3,137.0 |
674.0 |
21.3% |
71.3 |
2.2% |
5% |
False |
True |
24,767 |
60 |
4,002.0 |
3,137.0 |
865.0 |
27.3% |
90.4 |
2.8% |
4% |
False |
True |
24,394 |
80 |
4,170.0 |
3,137.0 |
1,033.0 |
32.6% |
80.0 |
2.5% |
3% |
False |
True |
18,620 |
100 |
4,385.0 |
3,137.0 |
1,248.0 |
39.4% |
70.4 |
2.2% |
3% |
False |
True |
15,783 |
120 |
5,073.0 |
3,137.0 |
1,936.0 |
61.1% |
65.8 |
2.1% |
2% |
False |
True |
13,165 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,546.5 |
2.618 |
3,419.2 |
1.618 |
3,341.2 |
1.000 |
3,293.0 |
0.618 |
3,263.2 |
HIGH |
3,215.0 |
0.618 |
3,185.2 |
0.500 |
3,176.0 |
0.382 |
3,166.8 |
LOW |
3,137.0 |
0.618 |
3,088.8 |
1.000 |
3,059.0 |
1.618 |
3,010.8 |
2.618 |
2,932.8 |
4.250 |
2,805.5 |
|
|
Fisher Pivots for day following 03-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
3,176.0 |
3,245.0 |
PP |
3,174.3 |
3,220.3 |
S1 |
3,172.7 |
3,195.7 |
|