Trading Metrics calculated at close of trading on 03-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2009 |
03-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
1,916.0 |
1,885.0 |
-31.0 |
-1.6% |
1,959.0 |
High |
1,935.0 |
1,885.0 |
-50.0 |
-2.6% |
2,000.0 |
Low |
1,873.0 |
1,787.0 |
-86.0 |
-4.6% |
1,873.0 |
Close |
1,908.0 |
1,813.0 |
-95.0 |
-5.0% |
1,908.0 |
Range |
62.0 |
98.0 |
36.0 |
58.1% |
127.0 |
ATR |
82.0 |
84.8 |
2.8 |
3.4% |
0.0 |
Volume |
10,104 |
0 |
-10,104 |
-100.0% |
29,782 |
|
Daily Pivots for day following 03-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,122.3 |
2,065.7 |
1,866.9 |
|
R3 |
2,024.3 |
1,967.7 |
1,840.0 |
|
R2 |
1,926.3 |
1,926.3 |
1,831.0 |
|
R1 |
1,869.7 |
1,869.7 |
1,822.0 |
1,849.0 |
PP |
1,828.3 |
1,828.3 |
1,828.3 |
1,818.0 |
S1 |
1,771.7 |
1,771.7 |
1,804.0 |
1,751.0 |
S2 |
1,730.3 |
1,730.3 |
1,795.0 |
|
S3 |
1,632.3 |
1,673.7 |
1,786.1 |
|
S4 |
1,534.3 |
1,575.7 |
1,759.1 |
|
|
Weekly Pivots for week ending 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,308.0 |
2,235.0 |
1,977.9 |
|
R3 |
2,181.0 |
2,108.0 |
1,942.9 |
|
R2 |
2,054.0 |
2,054.0 |
1,931.3 |
|
R1 |
1,981.0 |
1,981.0 |
1,919.6 |
1,954.0 |
PP |
1,927.0 |
1,927.0 |
1,927.0 |
1,913.5 |
S1 |
1,854.0 |
1,854.0 |
1,896.4 |
1,827.0 |
S2 |
1,800.0 |
1,800.0 |
1,884.7 |
|
S3 |
1,673.0 |
1,727.0 |
1,873.1 |
|
S4 |
1,546.0 |
1,600.0 |
1,838.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,969.0 |
1,787.0 |
182.0 |
10.0% |
78.2 |
4.3% |
14% |
False |
True |
4,977 |
10 |
2,107.0 |
1,787.0 |
320.0 |
17.7% |
77.3 |
4.3% |
8% |
False |
True |
5,267 |
20 |
2,304.0 |
1,787.0 |
517.0 |
28.5% |
73.3 |
4.0% |
5% |
False |
True |
4,890 |
40 |
2,562.0 |
1,787.0 |
775.0 |
42.7% |
78.6 |
4.3% |
3% |
False |
True |
4,223 |
60 |
2,562.0 |
1,787.0 |
775.0 |
42.7% |
80.2 |
4.4% |
3% |
False |
True |
6,445 |
80 |
2,725.0 |
1,787.0 |
938.0 |
51.7% |
89.5 |
4.9% |
3% |
False |
True |
5,301 |
100 |
2,890.0 |
1,787.0 |
1,103.0 |
60.8% |
92.7 |
5.1% |
2% |
False |
True |
4,527 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,301.5 |
2.618 |
2,141.6 |
1.618 |
2,043.6 |
1.000 |
1,983.0 |
0.618 |
1,945.6 |
HIGH |
1,885.0 |
0.618 |
1,847.6 |
0.500 |
1,836.0 |
0.382 |
1,824.4 |
LOW |
1,787.0 |
0.618 |
1,726.4 |
1.000 |
1,689.0 |
1.618 |
1,628.4 |
2.618 |
1,530.4 |
4.250 |
1,370.5 |
|
|
Fisher Pivots for day following 03-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
1,836.0 |
1,878.0 |
PP |
1,828.3 |
1,856.3 |
S1 |
1,820.7 |
1,834.7 |
|