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 |
6,836 |
6,627 |
-209 |
-3.1% |
7,043 |
High |
6,861 |
6,746 |
-115 |
-1.7% |
7,050 |
Low |
6,534 |
6,460 |
-74 |
-1.1% |
6,460 |
Close |
6,631 |
6,674 |
43 |
0.6% |
6,674 |
Range |
327 |
286 |
-41 |
-12.5% |
590 |
ATR |
267 |
268 |
1 |
0.5% |
0 |
Volume |
234,312 |
250,150 |
15,838 |
6.8% |
1,211,789 |
|
Daily Pivots for day following 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,485 |
7,365 |
6,831 |
|
R3 |
7,199 |
7,079 |
6,753 |
|
R2 |
6,913 |
6,913 |
6,727 |
|
R1 |
6,793 |
6,793 |
6,700 |
6,853 |
PP |
6,627 |
6,627 |
6,627 |
6,657 |
S1 |
6,507 |
6,507 |
6,648 |
6,567 |
S2 |
6,341 |
6,341 |
6,622 |
|
S3 |
6,055 |
6,221 |
6,595 |
|
S4 |
5,769 |
5,935 |
6,517 |
|
|
Weekly Pivots for week ending 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,498 |
8,176 |
6,999 |
|
R3 |
7,908 |
7,586 |
6,836 |
|
R2 |
7,318 |
7,318 |
6,782 |
|
R1 |
6,996 |
6,996 |
6,728 |
6,862 |
PP |
6,728 |
6,728 |
6,728 |
6,661 |
S1 |
6,406 |
6,406 |
6,620 |
6,272 |
S2 |
6,138 |
6,138 |
6,566 |
|
S3 |
5,548 |
5,816 |
6,512 |
|
S4 |
4,958 |
5,226 |
6,350 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,050 |
6,460 |
590 |
8.8% |
301 |
4.5% |
36% |
False |
True |
242,357 |
10 |
7,497 |
6,460 |
1,037 |
15.5% |
286 |
4.3% |
21% |
False |
True |
243,144 |
20 |
8,280 |
6,460 |
1,820 |
27.3% |
261 |
3.9% |
12% |
False |
True |
229,506 |
40 |
8,758 |
6,460 |
2,298 |
34.4% |
261 |
3.9% |
9% |
False |
True |
211,210 |
60 |
9,048 |
6,460 |
2,588 |
38.8% |
258 |
3.9% |
8% |
False |
True |
177,211 |
80 |
9,167 |
6,460 |
2,707 |
40.6% |
317 |
4.7% |
8% |
False |
True |
133,021 |
100 |
9,894 |
6,460 |
3,434 |
51.5% |
373 |
5.6% |
6% |
False |
True |
106,458 |
120 |
11,540 |
6,460 |
5,080 |
76.1% |
396 |
5.9% |
4% |
False |
True |
88,763 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,962 |
2.618 |
7,495 |
1.618 |
7,209 |
1.000 |
7,032 |
0.618 |
6,923 |
HIGH |
6,746 |
0.618 |
6,637 |
0.500 |
6,603 |
0.382 |
6,569 |
LOW |
6,460 |
0.618 |
6,283 |
1.000 |
6,174 |
1.618 |
5,997 |
2.618 |
5,711 |
4.250 |
5,245 |
|
|
Fisher Pivots for day following 06-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
6,650 |
6,716 |
PP |
6,627 |
6,702 |
S1 |
6,603 |
6,688 |
|