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 |
3,170.0 |
3,133.0 |
-37.0 |
-1.2% |
3,349.0 |
High |
3,215.0 |
3,174.0 |
-41.0 |
-1.3% |
3,388.0 |
Low |
3,137.0 |
3,127.0 |
-10.0 |
-0.3% |
3,276.0 |
Close |
3,171.0 |
3,161.0 |
-10.0 |
-0.3% |
3,317.0 |
Range |
78.0 |
47.0 |
-31.0 |
-39.7% |
112.0 |
ATR |
86.1 |
83.3 |
-2.8 |
-3.2% |
0.0 |
Volume |
30,345 |
29,518 |
-827 |
-2.7% |
129,138 |
|
Daily Pivots for day following 04-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,295.0 |
3,275.0 |
3,186.9 |
|
R3 |
3,248.0 |
3,228.0 |
3,173.9 |
|
R2 |
3,201.0 |
3,201.0 |
3,169.6 |
|
R1 |
3,181.0 |
3,181.0 |
3,165.3 |
3,191.0 |
PP |
3,154.0 |
3,154.0 |
3,154.0 |
3,159.0 |
S1 |
3,134.0 |
3,134.0 |
3,156.7 |
3,144.0 |
S2 |
3,107.0 |
3,107.0 |
3,152.4 |
|
S3 |
3,060.0 |
3,087.0 |
3,148.1 |
|
S4 |
3,013.0 |
3,040.0 |
3,135.2 |
|
|
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 |
3,354.0 |
3,127.0 |
227.0 |
7.2% |
60.2 |
1.9% |
15% |
False |
True |
28,345 |
10 |
3,447.0 |
3,127.0 |
320.0 |
10.1% |
68.4 |
2.2% |
11% |
False |
True |
26,623 |
20 |
3,524.0 |
3,127.0 |
397.0 |
12.6% |
67.4 |
2.1% |
9% |
False |
True |
24,989 |
40 |
3,811.0 |
3,127.0 |
684.0 |
21.6% |
70.6 |
2.2% |
5% |
False |
True |
25,033 |
60 |
4,002.0 |
3,127.0 |
875.0 |
27.7% |
89.9 |
2.8% |
4% |
False |
True |
24,885 |
80 |
4,125.0 |
3,127.0 |
998.0 |
31.6% |
80.3 |
2.5% |
3% |
False |
True |
18,989 |
100 |
4,385.0 |
3,127.0 |
1,258.0 |
39.8% |
70.7 |
2.2% |
3% |
False |
True |
16,078 |
120 |
5,073.0 |
3,127.0 |
1,946.0 |
61.6% |
66.2 |
2.1% |
2% |
False |
True |
13,411 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,373.8 |
2.618 |
3,297.0 |
1.618 |
3,250.0 |
1.000 |
3,221.0 |
0.618 |
3,203.0 |
HIGH |
3,174.0 |
0.618 |
3,156.0 |
0.500 |
3,150.5 |
0.382 |
3,145.0 |
LOW |
3,127.0 |
0.618 |
3,098.0 |
1.000 |
3,080.0 |
1.618 |
3,051.0 |
2.618 |
3,004.0 |
4.250 |
2,927.3 |
|
|
Fisher Pivots for day following 04-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
3,157.5 |
3,203.5 |
PP |
3,154.0 |
3,189.3 |
S1 |
3,150.5 |
3,175.2 |
|