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 |
928.0 |
916.5 |
-11.5 |
-1.2% |
994.3 |
High |
933.5 |
923.7 |
-9.8 |
-1.0% |
999.6 |
Low |
905.7 |
900.4 |
-5.3 |
-0.6% |
927.0 |
Close |
913.6 |
906.7 |
-6.9 |
-0.8% |
942.5 |
Range |
27.8 |
23.3 |
-4.5 |
-16.2% |
72.6 |
ATR |
29.8 |
29.3 |
-0.5 |
-1.6% |
0.0 |
Volume |
124,350 |
130,261 |
5,911 |
4.8% |
703,917 |
|
Daily Pivots for day following 04-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
980.2 |
966.7 |
919.5 |
|
R3 |
956.9 |
943.4 |
913.1 |
|
R2 |
933.6 |
933.6 |
911.0 |
|
R1 |
920.1 |
920.1 |
908.8 |
915.2 |
PP |
910.3 |
910.3 |
910.3 |
907.8 |
S1 |
896.8 |
896.8 |
904.6 |
891.9 |
S2 |
887.0 |
887.0 |
902.4 |
|
S3 |
863.7 |
873.5 |
900.3 |
|
S4 |
840.4 |
850.2 |
893.9 |
|
|
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 |
964.0 |
900.4 |
63.6 |
7.0% |
30.4 |
3.4% |
10% |
False |
True |
135,327 |
10 |
1,007.7 |
900.4 |
107.3 |
11.8% |
30.1 |
3.3% |
6% |
False |
True |
134,099 |
20 |
1,007.7 |
891.9 |
115.8 |
12.8% |
26.9 |
3.0% |
13% |
False |
False |
120,580 |
40 |
1,007.7 |
803.6 |
204.1 |
22.5% |
27.3 |
3.0% |
51% |
False |
False |
79,535 |
60 |
1,007.7 |
743.5 |
264.2 |
29.1% |
26.5 |
2.9% |
62% |
False |
False |
53,681 |
80 |
1,007.7 |
703.5 |
304.2 |
33.6% |
25.7 |
2.8% |
67% |
False |
False |
40,554 |
100 |
1,007.7 |
689.7 |
318.0 |
35.1% |
27.3 |
3.0% |
68% |
False |
False |
32,594 |
120 |
1,007.7 |
689.7 |
318.0 |
35.1% |
27.2 |
3.0% |
68% |
False |
False |
27,322 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,022.7 |
2.618 |
984.7 |
1.618 |
961.4 |
1.000 |
947.0 |
0.618 |
938.1 |
HIGH |
923.7 |
0.618 |
914.8 |
0.500 |
912.1 |
0.382 |
909.3 |
LOW |
900.4 |
0.618 |
886.0 |
1.000 |
877.1 |
1.618 |
862.7 |
2.618 |
839.4 |
4.250 |
801.4 |
|
|
Fisher Pivots for day following 04-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
912.1 |
930.0 |
PP |
910.3 |
922.2 |
S1 |
908.5 |
914.5 |
|