Trading Metrics calculated at close of trading on 02-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2009 |
02-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
3,889.0 |
3,795.5 |
-93.5 |
-2.4% |
4,077.5 |
High |
3,917.0 |
3,795.5 |
-121.5 |
-3.1% |
4,125.5 |
Low |
3,790.0 |
3,677.0 |
-113.0 |
-3.0% |
3,790.0 |
Close |
3,860.5 |
3,710.0 |
-150.5 |
-3.9% |
3,860.5 |
Range |
127.0 |
118.5 |
-8.5 |
-6.7% |
335.5 |
ATR |
161.5 |
163.1 |
1.6 |
1.0% |
0.0 |
Volume |
1,133 |
1,527 |
394 |
34.8% |
3,393 |
|
Daily Pivots for day following 02-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,083.0 |
4,015.0 |
3,775.2 |
|
R3 |
3,964.5 |
3,896.5 |
3,742.6 |
|
R2 |
3,846.0 |
3,846.0 |
3,731.7 |
|
R1 |
3,778.0 |
3,778.0 |
3,720.9 |
3,752.8 |
PP |
3,727.5 |
3,727.5 |
3,727.5 |
3,714.9 |
S1 |
3,659.5 |
3,659.5 |
3,699.1 |
3,634.3 |
S2 |
3,609.0 |
3,609.0 |
3,688.3 |
|
S3 |
3,490.5 |
3,541.0 |
3,677.4 |
|
S4 |
3,372.0 |
3,422.5 |
3,644.8 |
|
|
Weekly Pivots for week ending 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,931.8 |
4,731.7 |
4,045.0 |
|
R3 |
4,596.3 |
4,396.2 |
3,952.8 |
|
R2 |
4,260.8 |
4,260.8 |
3,922.0 |
|
R1 |
4,060.7 |
4,060.7 |
3,891.3 |
3,993.0 |
PP |
3,925.3 |
3,925.3 |
3,925.3 |
3,891.5 |
S1 |
3,725.2 |
3,725.2 |
3,829.7 |
3,657.5 |
S2 |
3,589.8 |
3,589.8 |
3,799.0 |
|
S3 |
3,254.3 |
3,389.7 |
3,768.2 |
|
S4 |
2,918.8 |
3,054.2 |
3,676.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,002.0 |
3,677.0 |
325.0 |
8.8% |
142.3 |
3.8% |
10% |
False |
True |
831 |
10 |
4,344.0 |
3,677.0 |
667.0 |
18.0% |
149.8 |
4.0% |
5% |
False |
True |
814 |
20 |
4,703.5 |
3,677.0 |
1,026.5 |
27.7% |
144.4 |
3.9% |
3% |
False |
True |
702 |
40 |
5,151.0 |
3,677.0 |
1,474.0 |
39.7% |
150.4 |
4.1% |
2% |
False |
True |
636 |
60 |
5,151.0 |
3,677.0 |
1,474.0 |
39.7% |
151.8 |
4.1% |
2% |
False |
True |
1,121 |
80 |
5,414.0 |
3,677.0 |
1,737.0 |
46.8% |
174.9 |
4.7% |
2% |
False |
True |
955 |
100 |
5,630.0 |
3,677.0 |
1,953.0 |
52.6% |
193.9 |
5.2% |
2% |
False |
True |
803 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,299.1 |
2.618 |
4,105.7 |
1.618 |
3,987.2 |
1.000 |
3,914.0 |
0.618 |
3,868.7 |
HIGH |
3,795.5 |
0.618 |
3,750.2 |
0.500 |
3,736.3 |
0.382 |
3,722.3 |
LOW |
3,677.0 |
0.618 |
3,603.8 |
1.000 |
3,558.5 |
1.618 |
3,485.3 |
2.618 |
3,366.8 |
4.250 |
3,173.4 |
|
|
Fisher Pivots for day following 02-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
3,736.3 |
3,839.3 |
PP |
3,727.5 |
3,796.2 |
S1 |
3,718.8 |
3,753.1 |
|