| 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 |
1,885.0 |
1,814.0 |
-71.0 |
-3.8% |
1,959.0 |
| High |
1,885.0 |
1,895.0 |
10.0 |
0.5% |
2,000.0 |
| Low |
1,787.0 |
1,814.0 |
27.0 |
1.5% |
1,873.0 |
| Close |
1,813.0 |
1,873.0 |
60.0 |
3.3% |
1,908.0 |
| Range |
98.0 |
81.0 |
-17.0 |
-17.3% |
127.0 |
| ATR |
84.8 |
84.6 |
-0.2 |
-0.2% |
0.0 |
| Volume |
0 |
41,224 |
41,224 |
|
29,782 |
|
| Daily Pivots for day following 04-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,103.7 |
2,069.3 |
1,917.6 |
|
| R3 |
2,022.7 |
1,988.3 |
1,895.3 |
|
| R2 |
1,941.7 |
1,941.7 |
1,887.9 |
|
| R1 |
1,907.3 |
1,907.3 |
1,880.4 |
1,924.5 |
| PP |
1,860.7 |
1,860.7 |
1,860.7 |
1,869.3 |
| S1 |
1,826.3 |
1,826.3 |
1,865.6 |
1,843.5 |
| S2 |
1,779.7 |
1,779.7 |
1,858.2 |
|
| S3 |
1,698.7 |
1,745.3 |
1,850.7 |
|
| S4 |
1,617.7 |
1,664.3 |
1,828.5 |
|
|
| 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 |
9.7% |
78.6 |
4.2% |
47% |
False |
False |
12,201 |
| 10 |
2,083.0 |
1,787.0 |
296.0 |
15.8% |
79.1 |
4.2% |
29% |
False |
False |
9,224 |
| 20 |
2,304.0 |
1,787.0 |
517.0 |
27.6% |
73.0 |
3.9% |
17% |
False |
False |
6,815 |
| 40 |
2,522.0 |
1,787.0 |
735.0 |
39.2% |
79.1 |
4.2% |
12% |
False |
False |
5,225 |
| 60 |
2,562.0 |
1,787.0 |
775.0 |
41.4% |
79.4 |
4.2% |
11% |
False |
False |
7,109 |
| 80 |
2,714.0 |
1,787.0 |
927.0 |
49.5% |
88.9 |
4.7% |
9% |
False |
False |
5,808 |
| 100 |
2,807.0 |
1,787.0 |
1,020.0 |
54.5% |
92.3 |
4.9% |
8% |
False |
False |
4,934 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,239.3 |
|
2.618 |
2,107.1 |
|
1.618 |
2,026.1 |
|
1.000 |
1,976.0 |
|
0.618 |
1,945.1 |
|
HIGH |
1,895.0 |
|
0.618 |
1,864.1 |
|
0.500 |
1,854.5 |
|
0.382 |
1,844.9 |
|
LOW |
1,814.0 |
|
0.618 |
1,763.9 |
|
1.000 |
1,733.0 |
|
1.618 |
1,682.9 |
|
2.618 |
1,601.9 |
|
4.250 |
1,469.8 |
|
|
| Fisher Pivots for day following 04-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,866.8 |
1,869.0 |
| PP |
1,860.7 |
1,865.0 |
| S1 |
1,854.5 |
1,861.0 |
|