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 |
1,814.0 |
1,846.0 |
32.0 |
1.8% |
1,959.0 |
High |
1,895.0 |
1,857.0 |
-38.0 |
-2.0% |
2,000.0 |
Low |
1,814.0 |
1,760.0 |
-54.0 |
-3.0% |
1,873.0 |
Close |
1,873.0 |
1,786.0 |
-87.0 |
-4.6% |
1,908.0 |
Range |
81.0 |
97.0 |
16.0 |
19.8% |
127.0 |
ATR |
84.6 |
86.6 |
2.0 |
2.4% |
0.0 |
Volume |
41,224 |
11,862 |
-29,362 |
-71.2% |
29,782 |
|
Daily Pivots for day following 05-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,092.0 |
2,036.0 |
1,839.4 |
|
R3 |
1,995.0 |
1,939.0 |
1,812.7 |
|
R2 |
1,898.0 |
1,898.0 |
1,803.8 |
|
R1 |
1,842.0 |
1,842.0 |
1,794.9 |
1,821.5 |
PP |
1,801.0 |
1,801.0 |
1,801.0 |
1,790.8 |
S1 |
1,745.0 |
1,745.0 |
1,777.1 |
1,724.5 |
S2 |
1,704.0 |
1,704.0 |
1,768.2 |
|
S3 |
1,607.0 |
1,648.0 |
1,759.3 |
|
S4 |
1,510.0 |
1,551.0 |
1,732.7 |
|
|
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 |
1,760.0 |
209.0 |
11.7% |
80.8 |
4.5% |
12% |
False |
True |
13,984 |
10 |
2,083.0 |
1,760.0 |
323.0 |
18.1% |
83.9 |
4.7% |
8% |
False |
True |
9,780 |
20 |
2,304.0 |
1,760.0 |
544.0 |
30.5% |
74.1 |
4.1% |
5% |
False |
True |
7,006 |
40 |
2,493.0 |
1,760.0 |
733.0 |
41.0% |
80.0 |
4.5% |
4% |
False |
True |
5,493 |
60 |
2,562.0 |
1,760.0 |
802.0 |
44.9% |
79.4 |
4.4% |
3% |
False |
True |
7,272 |
80 |
2,637.0 |
1,760.0 |
877.0 |
49.1% |
88.6 |
5.0% |
3% |
False |
True |
5,932 |
100 |
2,746.0 |
1,760.0 |
986.0 |
55.2% |
91.3 |
5.1% |
3% |
False |
True |
5,047 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,269.3 |
2.618 |
2,110.9 |
1.618 |
2,013.9 |
1.000 |
1,954.0 |
0.618 |
1,916.9 |
HIGH |
1,857.0 |
0.618 |
1,819.9 |
0.500 |
1,808.5 |
0.382 |
1,797.1 |
LOW |
1,760.0 |
0.618 |
1,700.1 |
1.000 |
1,663.0 |
1.618 |
1,603.1 |
2.618 |
1,506.1 |
4.250 |
1,347.8 |
|
|
Fisher Pivots for day following 05-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
1,808.5 |
1,827.5 |
PP |
1,801.0 |
1,813.7 |
S1 |
1,793.5 |
1,799.8 |
|