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 |
947.0 |
940.3 |
-6.7 |
-0.7% |
994.3 |
High |
964.0 |
959.5 |
-4.5 |
-0.5% |
999.6 |
Low |
927.0 |
921.0 |
-6.0 |
-0.6% |
927.0 |
Close |
942.5 |
940.0 |
-2.5 |
-0.3% |
942.5 |
Range |
37.0 |
38.5 |
1.5 |
4.1% |
72.6 |
ATR |
28.8 |
29.4 |
0.7 |
2.4% |
0.0 |
Volume |
133,178 |
148,526 |
15,348 |
11.5% |
703,917 |
|
Daily Pivots for day following 02-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,055.7 |
1,036.3 |
961.2 |
|
R3 |
1,017.2 |
997.8 |
950.6 |
|
R2 |
978.7 |
978.7 |
947.1 |
|
R1 |
959.3 |
959.3 |
943.5 |
949.8 |
PP |
940.2 |
940.2 |
940.2 |
935.4 |
S1 |
920.8 |
920.8 |
936.5 |
911.3 |
S2 |
901.7 |
901.7 |
932.9 |
|
S3 |
863.2 |
882.3 |
929.4 |
|
S4 |
824.7 |
843.8 |
918.8 |
|
|
Weekly Pivots for week ending 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,174.2 |
1,130.9 |
982.4 |
|
R3 |
1,101.6 |
1,058.3 |
962.5 |
|
R2 |
1,029.0 |
1,029.0 |
955.8 |
|
R1 |
985.7 |
985.7 |
949.2 |
971.1 |
PP |
956.4 |
956.4 |
956.4 |
949.0 |
S1 |
913.1 |
913.1 |
935.8 |
898.5 |
S2 |
883.8 |
883.8 |
929.2 |
|
S3 |
811.2 |
840.5 |
922.5 |
|
S4 |
738.6 |
767.9 |
902.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
997.0 |
921.0 |
76.0 |
8.1% |
34.4 |
3.7% |
25% |
False |
True |
137,855 |
10 |
1,007.7 |
921.0 |
86.7 |
9.2% |
31.5 |
3.4% |
22% |
False |
True |
130,153 |
20 |
1,007.7 |
890.3 |
117.4 |
12.5% |
26.9 |
2.9% |
42% |
False |
False |
119,117 |
40 |
1,007.7 |
803.6 |
204.1 |
21.7% |
27.5 |
2.9% |
67% |
False |
False |
73,421 |
60 |
1,007.7 |
743.5 |
264.2 |
28.1% |
26.3 |
2.8% |
74% |
False |
False |
49,468 |
80 |
1,007.7 |
703.5 |
304.2 |
32.4% |
25.7 |
2.7% |
78% |
False |
False |
37,391 |
100 |
1,007.7 |
689.7 |
318.0 |
33.8% |
27.5 |
2.9% |
79% |
False |
False |
30,062 |
120 |
1,007.7 |
689.7 |
318.0 |
33.8% |
27.0 |
2.9% |
79% |
False |
False |
25,213 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,123.1 |
2.618 |
1,060.3 |
1.618 |
1,021.8 |
1.000 |
998.0 |
0.618 |
983.3 |
HIGH |
959.5 |
0.618 |
944.8 |
0.500 |
940.3 |
0.382 |
935.7 |
LOW |
921.0 |
0.618 |
897.2 |
1.000 |
882.5 |
1.618 |
858.7 |
2.618 |
820.2 |
4.250 |
757.4 |
|
|
Fisher Pivots for day following 02-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
940.3 |
942.5 |
PP |
940.2 |
941.7 |
S1 |
940.1 |
940.8 |
|