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 |
916.5 |
906.8 |
-9.7 |
-1.1% |
994.3 |
High |
923.7 |
937.5 |
13.8 |
1.5% |
999.6 |
Low |
900.4 |
906.2 |
5.8 |
0.6% |
927.0 |
Close |
906.7 |
927.8 |
21.1 |
2.3% |
942.5 |
Range |
23.3 |
31.3 |
8.0 |
34.3% |
72.6 |
ATR |
29.3 |
29.5 |
0.1 |
0.5% |
0.0 |
Volume |
130,261 |
102,120 |
-28,141 |
-21.6% |
703,917 |
|
Daily Pivots for day following 05-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,017.7 |
1,004.1 |
945.0 |
|
R3 |
986.4 |
972.8 |
936.4 |
|
R2 |
955.1 |
955.1 |
933.5 |
|
R1 |
941.5 |
941.5 |
930.7 |
948.3 |
PP |
923.8 |
923.8 |
923.8 |
927.3 |
S1 |
910.2 |
910.2 |
924.9 |
917.0 |
S2 |
892.5 |
892.5 |
922.1 |
|
S3 |
861.2 |
878.9 |
919.2 |
|
S4 |
829.9 |
847.6 |
910.6 |
|
|
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 |
6.9% |
31.6 |
3.4% |
43% |
False |
False |
127,687 |
10 |
1,007.7 |
900.4 |
107.3 |
11.6% |
31.4 |
3.4% |
26% |
False |
False |
132,533 |
20 |
1,007.7 |
891.9 |
115.8 |
12.5% |
27.7 |
3.0% |
31% |
False |
False |
120,286 |
40 |
1,007.7 |
803.6 |
204.1 |
22.0% |
27.3 |
2.9% |
61% |
False |
False |
81,989 |
60 |
1,007.7 |
758.1 |
249.6 |
26.9% |
26.5 |
2.9% |
68% |
False |
False |
55,369 |
80 |
1,007.7 |
703.5 |
304.2 |
32.8% |
25.9 |
2.8% |
74% |
False |
False |
41,807 |
100 |
1,007.7 |
689.7 |
318.0 |
34.3% |
26.6 |
2.9% |
75% |
False |
False |
33,604 |
120 |
1,007.7 |
689.7 |
318.0 |
34.3% |
27.4 |
2.9% |
75% |
False |
False |
28,157 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,070.5 |
2.618 |
1,019.4 |
1.618 |
988.1 |
1.000 |
968.8 |
0.618 |
956.8 |
HIGH |
937.5 |
0.618 |
925.5 |
0.500 |
921.9 |
0.382 |
918.2 |
LOW |
906.2 |
0.618 |
886.9 |
1.000 |
874.9 |
1.618 |
855.6 |
2.618 |
824.3 |
4.250 |
773.2 |
|
|
Fisher Pivots for day following 05-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
925.8 |
924.9 |
PP |
923.8 |
921.9 |
S1 |
921.9 |
919.0 |
|