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 |
906.8 |
934.2 |
27.4 |
3.0% |
940.3 |
High |
937.5 |
945.5 |
8.0 |
0.9% |
959.5 |
Low |
906.2 |
930.6 |
24.4 |
2.7% |
900.4 |
Close |
927.8 |
942.7 |
14.9 |
1.6% |
942.7 |
Range |
31.3 |
14.9 |
-16.4 |
-52.4% |
59.1 |
ATR |
29.5 |
28.6 |
-0.8 |
-2.9% |
0.0 |
Volume |
102,120 |
105,847 |
3,727 |
3.6% |
611,104 |
|
Daily Pivots for day following 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
984.3 |
978.4 |
950.9 |
|
R3 |
969.4 |
963.5 |
946.8 |
|
R2 |
954.5 |
954.5 |
945.4 |
|
R1 |
948.6 |
948.6 |
944.1 |
951.6 |
PP |
939.6 |
939.6 |
939.6 |
941.1 |
S1 |
933.7 |
933.7 |
941.3 |
936.7 |
S2 |
924.7 |
924.7 |
940.0 |
|
S3 |
909.8 |
918.8 |
938.6 |
|
S4 |
894.9 |
903.9 |
934.5 |
|
|
Weekly Pivots for week ending 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,111.5 |
1,086.2 |
975.2 |
|
R3 |
1,052.4 |
1,027.1 |
959.0 |
|
R2 |
993.3 |
993.3 |
953.5 |
|
R1 |
968.0 |
968.0 |
948.1 |
980.7 |
PP |
934.2 |
934.2 |
934.2 |
940.5 |
S1 |
908.9 |
908.9 |
937.3 |
921.6 |
S2 |
875.1 |
875.1 |
931.9 |
|
S3 |
816.0 |
849.8 |
926.4 |
|
S4 |
756.9 |
790.7 |
910.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
959.5 |
900.4 |
59.1 |
6.3% |
27.2 |
2.9% |
72% |
False |
False |
122,220 |
10 |
999.6 |
900.4 |
99.2 |
10.5% |
29.3 |
3.1% |
43% |
False |
False |
131,502 |
20 |
1,007.7 |
891.9 |
115.8 |
12.3% |
27.3 |
2.9% |
44% |
False |
False |
121,798 |
40 |
1,007.7 |
803.6 |
204.1 |
21.7% |
26.9 |
2.9% |
68% |
False |
False |
84,476 |
60 |
1,007.7 |
766.4 |
241.3 |
25.6% |
26.3 |
2.8% |
73% |
False |
False |
57,118 |
80 |
1,007.7 |
703.5 |
304.2 |
32.3% |
25.9 |
2.7% |
79% |
False |
False |
43,120 |
100 |
1,007.7 |
689.7 |
318.0 |
33.7% |
26.3 |
2.8% |
80% |
False |
False |
34,658 |
120 |
1,007.7 |
689.7 |
318.0 |
33.7% |
27.4 |
2.9% |
80% |
False |
False |
29,021 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,008.8 |
2.618 |
984.5 |
1.618 |
969.6 |
1.000 |
960.4 |
0.618 |
954.7 |
HIGH |
945.5 |
0.618 |
939.8 |
0.500 |
938.1 |
0.382 |
936.3 |
LOW |
930.6 |
0.618 |
921.4 |
1.000 |
915.7 |
1.618 |
906.5 |
2.618 |
891.6 |
4.250 |
867.3 |
|
|
Fisher Pivots for day following 06-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
941.2 |
936.1 |
PP |
939.6 |
929.5 |
S1 |
938.1 |
923.0 |
|