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 |
6,784 |
6,673 |
-111 |
-1.6% |
7,367 |
High |
6,877 |
6,972 |
95 |
1.4% |
7,497 |
Low |
6,662 |
6,604 |
-58 |
-0.9% |
7,012 |
Close |
6,669 |
6,830 |
161 |
2.4% |
7,052 |
Range |
215 |
368 |
153 |
71.2% |
485 |
ATR |
254 |
262 |
8 |
3.2% |
0 |
Volume |
251,087 |
235,446 |
-15,641 |
-6.2% |
1,219,658 |
|
Daily Pivots for day following 04-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,906 |
7,736 |
7,033 |
|
R3 |
7,538 |
7,368 |
6,931 |
|
R2 |
7,170 |
7,170 |
6,898 |
|
R1 |
7,000 |
7,000 |
6,864 |
7,085 |
PP |
6,802 |
6,802 |
6,802 |
6,845 |
S1 |
6,632 |
6,632 |
6,796 |
6,717 |
S2 |
6,434 |
6,434 |
6,763 |
|
S3 |
6,066 |
6,264 |
6,729 |
|
S4 |
5,698 |
5,896 |
6,628 |
|
|
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 |
6,604 |
789 |
11.6% |
264 |
3.9% |
29% |
False |
True |
241,749 |
10 |
7,616 |
6,604 |
1,012 |
14.8% |
268 |
3.9% |
22% |
False |
True |
237,339 |
20 |
8,280 |
6,604 |
1,676 |
24.5% |
256 |
3.7% |
13% |
False |
True |
224,107 |
40 |
9,048 |
6,604 |
2,444 |
35.8% |
256 |
3.8% |
9% |
False |
True |
206,642 |
60 |
9,048 |
6,604 |
2,444 |
35.8% |
265 |
3.9% |
9% |
False |
True |
169,163 |
80 |
9,167 |
6,604 |
2,563 |
37.5% |
320 |
4.7% |
9% |
False |
True |
126,969 |
100 |
9,894 |
6,604 |
3,290 |
48.2% |
386 |
5.6% |
7% |
False |
True |
101,632 |
120 |
11,540 |
6,604 |
4,936 |
72.3% |
394 |
5.8% |
5% |
False |
True |
84,726 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,536 |
2.618 |
7,936 |
1.618 |
7,568 |
1.000 |
7,340 |
0.618 |
7,200 |
HIGH |
6,972 |
0.618 |
6,832 |
0.500 |
6,788 |
0.382 |
6,745 |
LOW |
6,604 |
0.618 |
6,377 |
1.000 |
6,236 |
1.618 |
6,009 |
2.618 |
5,641 |
4.250 |
5,040 |
|
|
Fisher Pivots for day following 04-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
6,816 |
6,829 |
PP |
6,802 |
6,828 |
S1 |
6,788 |
6,827 |
|