Trading Metrics calculated at close of trading on 05-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2009 |
05-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
6,673 |
6,836 |
163 |
2.4% |
7,367 |
High |
6,972 |
6,861 |
-111 |
-1.6% |
7,497 |
Low |
6,604 |
6,534 |
-70 |
-1.1% |
7,012 |
Close |
6,830 |
6,631 |
-199 |
-2.9% |
7,052 |
Range |
368 |
327 |
-41 |
-11.1% |
485 |
ATR |
262 |
267 |
5 |
1.8% |
0 |
Volume |
235,446 |
234,312 |
-1,134 |
-0.5% |
1,219,658 |
|
Daily Pivots for day following 05-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,656 |
7,471 |
6,811 |
|
R3 |
7,329 |
7,144 |
6,721 |
|
R2 |
7,002 |
7,002 |
6,691 |
|
R1 |
6,817 |
6,817 |
6,661 |
6,746 |
PP |
6,675 |
6,675 |
6,675 |
6,640 |
S1 |
6,490 |
6,490 |
6,601 |
6,419 |
S2 |
6,348 |
6,348 |
6,571 |
|
S3 |
6,021 |
6,163 |
6,541 |
|
S4 |
5,694 |
5,836 |
6,451 |
|
|
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 |
7,205 |
6,534 |
671 |
10.1% |
283 |
4.3% |
14% |
False |
True |
234,093 |
10 |
7,497 |
6,534 |
963 |
14.5% |
281 |
4.2% |
10% |
False |
True |
237,523 |
20 |
8,280 |
6,534 |
1,746 |
26.3% |
260 |
3.9% |
6% |
False |
True |
226,894 |
40 |
8,959 |
6,534 |
2,425 |
36.6% |
261 |
3.9% |
4% |
False |
True |
209,043 |
60 |
9,048 |
6,534 |
2,514 |
37.9% |
261 |
3.9% |
4% |
False |
True |
173,057 |
80 |
9,167 |
6,534 |
2,633 |
39.7% |
317 |
4.8% |
4% |
False |
True |
129,897 |
100 |
9,894 |
6,534 |
3,360 |
50.7% |
380 |
5.7% |
3% |
False |
True |
103,966 |
120 |
11,540 |
6,534 |
5,006 |
75.5% |
395 |
5.9% |
2% |
False |
True |
86,678 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,251 |
2.618 |
7,717 |
1.618 |
7,390 |
1.000 |
7,188 |
0.618 |
7,063 |
HIGH |
6,861 |
0.618 |
6,736 |
0.500 |
6,698 |
0.382 |
6,659 |
LOW |
6,534 |
0.618 |
6,332 |
1.000 |
6,207 |
1.618 |
6,005 |
2.618 |
5,678 |
4.250 |
5,144 |
|
|
Fisher Pivots for day following 05-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
6,698 |
6,753 |
PP |
6,675 |
6,712 |
S1 |
6,653 |
6,672 |
|