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 |
1,846.0 |
1,786.0 |
-60.0 |
-3.3% |
1,885.0 |
High |
1,857.0 |
1,796.0 |
-61.0 |
-3.3% |
1,895.0 |
Low |
1,760.0 |
1,716.0 |
-44.0 |
-2.5% |
1,716.0 |
Close |
1,786.0 |
1,738.0 |
-48.0 |
-2.7% |
1,738.0 |
Range |
97.0 |
80.0 |
-17.0 |
-17.5% |
179.0 |
ATR |
86.6 |
86.1 |
-0.5 |
-0.5% |
0.0 |
Volume |
11,862 |
57,007 |
45,145 |
380.6% |
110,093 |
|
Daily Pivots for day following 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,990.0 |
1,944.0 |
1,782.0 |
|
R3 |
1,910.0 |
1,864.0 |
1,760.0 |
|
R2 |
1,830.0 |
1,830.0 |
1,752.7 |
|
R1 |
1,784.0 |
1,784.0 |
1,745.3 |
1,767.0 |
PP |
1,750.0 |
1,750.0 |
1,750.0 |
1,741.5 |
S1 |
1,704.0 |
1,704.0 |
1,730.7 |
1,687.0 |
S2 |
1,670.0 |
1,670.0 |
1,723.3 |
|
S3 |
1,590.0 |
1,624.0 |
1,716.0 |
|
S4 |
1,510.0 |
1,544.0 |
1,694.0 |
|
|
Weekly Pivots for week ending 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,320.0 |
2,208.0 |
1,836.5 |
|
R3 |
2,141.0 |
2,029.0 |
1,787.2 |
|
R2 |
1,962.0 |
1,962.0 |
1,770.8 |
|
R1 |
1,850.0 |
1,850.0 |
1,754.4 |
1,816.5 |
PP |
1,783.0 |
1,783.0 |
1,783.0 |
1,766.3 |
S1 |
1,671.0 |
1,671.0 |
1,721.6 |
1,637.5 |
S2 |
1,604.0 |
1,604.0 |
1,705.2 |
|
S3 |
1,425.0 |
1,492.0 |
1,688.8 |
|
S4 |
1,246.0 |
1,313.0 |
1,639.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,935.0 |
1,716.0 |
219.0 |
12.6% |
83.6 |
4.8% |
10% |
False |
True |
24,039 |
10 |
2,015.0 |
1,716.0 |
299.0 |
17.2% |
85.5 |
4.9% |
7% |
False |
True |
14,211 |
20 |
2,304.0 |
1,716.0 |
588.0 |
33.8% |
73.4 |
4.2% |
4% |
False |
True |
9,602 |
40 |
2,493.0 |
1,716.0 |
777.0 |
44.7% |
80.7 |
4.6% |
3% |
False |
True |
6,866 |
60 |
2,562.0 |
1,716.0 |
846.0 |
48.7% |
78.8 |
4.5% |
3% |
False |
True |
8,202 |
80 |
2,637.0 |
1,716.0 |
921.0 |
53.0% |
87.5 |
5.0% |
2% |
False |
True |
6,603 |
100 |
2,746.0 |
1,716.0 |
1,030.0 |
59.3% |
90.7 |
5.2% |
2% |
False |
True |
5,614 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,136.0 |
2.618 |
2,005.4 |
1.618 |
1,925.4 |
1.000 |
1,876.0 |
0.618 |
1,845.4 |
HIGH |
1,796.0 |
0.618 |
1,765.4 |
0.500 |
1,756.0 |
0.382 |
1,746.6 |
LOW |
1,716.0 |
0.618 |
1,666.6 |
1.000 |
1,636.0 |
1.618 |
1,586.6 |
2.618 |
1,506.6 |
4.250 |
1,376.0 |
|
|
Fisher Pivots for day following 06-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
1,756.0 |
1,805.5 |
PP |
1,750.0 |
1,783.0 |
S1 |
1,744.0 |
1,760.5 |
|