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 |
7,177 |
7,043 |
-134 |
-1.9% |
7,367 |
High |
7,205 |
7,050 |
-155 |
-2.2% |
7,497 |
Low |
7,012 |
6,740 |
-272 |
-3.9% |
7,012 |
Close |
7,052 |
6,790 |
-262 |
-3.7% |
7,052 |
Range |
193 |
310 |
117 |
60.6% |
485 |
ATR |
252 |
257 |
4 |
1.7% |
0 |
Volume |
208,827 |
240,794 |
31,967 |
15.3% |
1,219,658 |
|
Daily Pivots for day following 02-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,790 |
7,600 |
6,961 |
|
R3 |
7,480 |
7,290 |
6,875 |
|
R2 |
7,170 |
7,170 |
6,847 |
|
R1 |
6,980 |
6,980 |
6,819 |
6,920 |
PP |
6,860 |
6,860 |
6,860 |
6,830 |
S1 |
6,670 |
6,670 |
6,762 |
6,610 |
S2 |
6,550 |
6,550 |
6,733 |
|
S3 |
6,240 |
6,360 |
6,705 |
|
S4 |
5,930 |
6,050 |
6,620 |
|
|
Weekly Pivots for week ending 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,642 |
8,332 |
7,319 |
|
R3 |
8,157 |
7,847 |
7,186 |
|
R2 |
7,672 |
7,672 |
7,141 |
|
R1 |
7,362 |
7,362 |
7,097 |
7,275 |
PP |
7,187 |
7,187 |
7,187 |
7,143 |
S1 |
6,877 |
6,877 |
7,008 |
6,790 |
S2 |
6,702 |
6,702 |
6,963 |
|
S3 |
6,217 |
6,392 |
6,919 |
|
S4 |
5,732 |
5,907 |
6,785 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,393 |
6,740 |
653 |
9.6% |
251 |
3.7% |
8% |
False |
True |
237,221 |
10 |
7,772 |
6,740 |
1,032 |
15.2% |
252 |
3.7% |
5% |
False |
True |
232,480 |
20 |
8,280 |
6,740 |
1,540 |
22.7% |
246 |
3.6% |
3% |
False |
True |
217,677 |
40 |
9,048 |
6,740 |
2,308 |
34.0% |
253 |
3.7% |
2% |
False |
True |
198,369 |
60 |
9,048 |
6,740 |
2,308 |
34.0% |
268 |
3.9% |
2% |
False |
True |
161,076 |
80 |
9,612 |
6,740 |
2,872 |
42.3% |
324 |
4.8% |
2% |
False |
True |
120,891 |
100 |
10,139 |
6,740 |
3,399 |
50.1% |
393 |
5.8% |
1% |
False |
True |
96,784 |
120 |
11,542 |
6,740 |
4,802 |
70.7% |
392 |
5.8% |
1% |
False |
True |
80,671 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,368 |
2.618 |
7,862 |
1.618 |
7,552 |
1.000 |
7,360 |
0.618 |
7,242 |
HIGH |
7,050 |
0.618 |
6,932 |
0.500 |
6,895 |
0.382 |
6,859 |
LOW |
6,740 |
0.618 |
6,549 |
1.000 |
6,430 |
1.618 |
6,239 |
2.618 |
5,929 |
4.250 |
5,423 |
|
|
Fisher Pivots for day following 02-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
6,895 |
7,067 |
PP |
6,860 |
6,974 |
S1 |
6,825 |
6,882 |
|