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 |
7,043 |
6,784 |
-259 |
-3.7% |
7,367 |
High |
7,050 |
6,877 |
-173 |
-2.5% |
7,497 |
Low |
6,740 |
6,662 |
-78 |
-1.2% |
7,012 |
Close |
6,790 |
6,669 |
-121 |
-1.8% |
7,052 |
Range |
310 |
215 |
-95 |
-30.6% |
485 |
ATR |
257 |
254 |
-3 |
-1.2% |
0 |
Volume |
240,794 |
251,087 |
10,293 |
4.3% |
1,219,658 |
|
Daily Pivots for day following 03-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,381 |
7,240 |
6,787 |
|
R3 |
7,166 |
7,025 |
6,728 |
|
R2 |
6,951 |
6,951 |
6,709 |
|
R1 |
6,810 |
6,810 |
6,689 |
6,773 |
PP |
6,736 |
6,736 |
6,736 |
6,718 |
S1 |
6,595 |
6,595 |
6,649 |
6,558 |
S2 |
6,521 |
6,521 |
6,630 |
|
S3 |
6,306 |
6,380 |
6,610 |
|
S4 |
6,091 |
6,165 |
6,551 |
|
|
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 |
6,662 |
731 |
11.0% |
241 |
3.6% |
1% |
False |
True |
240,438 |
10 |
7,616 |
6,662 |
954 |
14.3% |
247 |
3.7% |
1% |
False |
True |
237,967 |
20 |
8,280 |
6,662 |
1,618 |
24.3% |
248 |
3.7% |
0% |
False |
True |
220,592 |
40 |
9,048 |
6,662 |
2,386 |
35.8% |
251 |
3.8% |
0% |
False |
True |
202,978 |
60 |
9,048 |
6,662 |
2,386 |
35.8% |
265 |
4.0% |
0% |
False |
True |
165,250 |
80 |
9,612 |
6,662 |
2,950 |
44.2% |
323 |
4.8% |
0% |
False |
True |
124,028 |
100 |
9,894 |
6,662 |
3,232 |
48.5% |
388 |
5.8% |
0% |
False |
True |
99,289 |
120 |
11,540 |
6,662 |
4,878 |
73.1% |
392 |
5.9% |
0% |
False |
True |
82,764 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,791 |
2.618 |
7,440 |
1.618 |
7,225 |
1.000 |
7,092 |
0.618 |
7,010 |
HIGH |
6,877 |
0.618 |
6,795 |
0.500 |
6,770 |
0.382 |
6,744 |
LOW |
6,662 |
0.618 |
6,529 |
1.000 |
6,447 |
1.618 |
6,314 |
2.618 |
6,099 |
4.250 |
5,748 |
|
|
Fisher Pivots for day following 03-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
6,770 |
6,934 |
PP |
6,736 |
6,845 |
S1 |
6,703 |
6,757 |
|