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 |
3,204.0 |
3,120.0 |
-84.0 |
-2.6% |
3,280.0 |
High |
3,212.0 |
3,155.0 |
-57.0 |
-1.8% |
3,280.0 |
Low |
3,167.0 |
3,115.0 |
-52.0 |
-1.6% |
3,115.0 |
Close |
3,169.0 |
3,147.0 |
-22.0 |
-0.7% |
3,147.0 |
Range |
45.0 |
40.0 |
-5.0 |
-11.1% |
165.0 |
ATR |
81.0 |
79.1 |
-1.9 |
-2.4% |
0.0 |
Volume |
31,887 |
22,094 |
-9,793 |
-30.7% |
141,858 |
|
Daily Pivots for day following 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,259.0 |
3,243.0 |
3,169.0 |
|
R3 |
3,219.0 |
3,203.0 |
3,158.0 |
|
R2 |
3,179.0 |
3,179.0 |
3,154.3 |
|
R1 |
3,163.0 |
3,163.0 |
3,150.7 |
3,171.0 |
PP |
3,139.0 |
3,139.0 |
3,139.0 |
3,143.0 |
S1 |
3,123.0 |
3,123.0 |
3,143.3 |
3,131.0 |
S2 |
3,099.0 |
3,099.0 |
3,139.7 |
|
S3 |
3,059.0 |
3,083.0 |
3,136.0 |
|
S4 |
3,019.0 |
3,043.0 |
3,125.0 |
|
|
Weekly Pivots for week ending 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,675.7 |
3,576.3 |
3,237.8 |
|
R3 |
3,510.7 |
3,411.3 |
3,192.4 |
|
R2 |
3,345.7 |
3,345.7 |
3,177.3 |
|
R1 |
3,246.3 |
3,246.3 |
3,162.1 |
3,213.5 |
PP |
3,180.7 |
3,180.7 |
3,180.7 |
3,164.3 |
S1 |
3,081.3 |
3,081.3 |
3,131.9 |
3,048.5 |
S2 |
3,015.7 |
3,015.7 |
3,116.8 |
|
S3 |
2,850.7 |
2,916.3 |
3,101.6 |
|
S4 |
2,685.7 |
2,751.3 |
3,056.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,280.0 |
3,115.0 |
165.0 |
5.2% |
54.6 |
1.7% |
19% |
False |
True |
28,371 |
10 |
3,388.0 |
3,115.0 |
273.0 |
8.7% |
61.2 |
1.9% |
12% |
False |
True |
27,099 |
20 |
3,524.0 |
3,115.0 |
409.0 |
13.0% |
66.6 |
2.1% |
8% |
False |
True |
25,637 |
40 |
3,726.0 |
3,115.0 |
611.0 |
19.4% |
69.3 |
2.2% |
5% |
False |
True |
25,389 |
60 |
4,002.0 |
3,115.0 |
887.0 |
28.2% |
89.0 |
2.8% |
4% |
False |
True |
25,773 |
80 |
4,002.0 |
3,115.0 |
887.0 |
28.2% |
81.2 |
2.6% |
4% |
False |
True |
19,663 |
100 |
4,385.0 |
3,115.0 |
1,270.0 |
40.4% |
70.6 |
2.2% |
3% |
False |
True |
16,617 |
120 |
5,073.0 |
3,115.0 |
1,958.0 |
62.2% |
66.3 |
2.1% |
2% |
False |
True |
13,860 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,325.0 |
2.618 |
3,259.7 |
1.618 |
3,219.7 |
1.000 |
3,195.0 |
0.618 |
3,179.7 |
HIGH |
3,155.0 |
0.618 |
3,139.7 |
0.500 |
3,135.0 |
0.382 |
3,130.3 |
LOW |
3,115.0 |
0.618 |
3,090.3 |
1.000 |
3,075.0 |
1.618 |
3,050.3 |
2.618 |
3,010.3 |
4.250 |
2,945.0 |
|
|
Fisher Pivots for day following 06-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
3,143.0 |
3,163.5 |
PP |
3,139.0 |
3,158.0 |
S1 |
3,135.0 |
3,152.5 |
|