Trading Metrics calculated at close of trading on 03-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2009 |
03-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
3,795.5 |
3,741.5 |
-54.0 |
-1.4% |
4,077.5 |
High |
3,795.5 |
3,766.5 |
-29.0 |
-0.8% |
4,125.5 |
Low |
3,677.0 |
3,685.5 |
8.5 |
0.2% |
3,790.0 |
Close |
3,710.0 |
3,720.0 |
10.0 |
0.3% |
3,860.5 |
Range |
118.5 |
81.0 |
-37.5 |
-31.6% |
335.5 |
ATR |
163.1 |
157.2 |
-5.9 |
-3.6% |
0.0 |
Volume |
1,527 |
1,734 |
207 |
13.6% |
3,393 |
|
Daily Pivots for day following 03-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,967.0 |
3,924.5 |
3,764.6 |
|
R3 |
3,886.0 |
3,843.5 |
3,742.3 |
|
R2 |
3,805.0 |
3,805.0 |
3,734.9 |
|
R1 |
3,762.5 |
3,762.5 |
3,727.4 |
3,743.3 |
PP |
3,724.0 |
3,724.0 |
3,724.0 |
3,714.4 |
S1 |
3,681.5 |
3,681.5 |
3,712.6 |
3,662.3 |
S2 |
3,643.0 |
3,643.0 |
3,705.2 |
|
S3 |
3,562.0 |
3,600.5 |
3,697.7 |
|
S4 |
3,481.0 |
3,519.5 |
3,675.5 |
|
|
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 |
4,001.5 |
3,677.0 |
324.5 |
8.7% |
127.3 |
3.4% |
13% |
False |
False |
1,069 |
10 |
4,290.0 |
3,677.0 |
613.0 |
16.5% |
145.5 |
3.9% |
7% |
False |
False |
930 |
20 |
4,703.5 |
3,677.0 |
1,026.5 |
27.6% |
138.6 |
3.7% |
4% |
False |
False |
739 |
40 |
5,033.5 |
3,677.0 |
1,356.5 |
36.5% |
148.9 |
4.0% |
3% |
False |
False |
660 |
60 |
5,151.0 |
3,677.0 |
1,474.0 |
39.6% |
148.7 |
4.0% |
3% |
False |
False |
1,142 |
80 |
5,388.0 |
3,677.0 |
1,711.0 |
46.0% |
172.5 |
4.6% |
3% |
False |
False |
974 |
100 |
5,454.5 |
3,677.0 |
1,777.5 |
47.8% |
193.1 |
5.2% |
2% |
False |
False |
820 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,110.8 |
2.618 |
3,978.6 |
1.618 |
3,897.6 |
1.000 |
3,847.5 |
0.618 |
3,816.6 |
HIGH |
3,766.5 |
0.618 |
3,735.6 |
0.500 |
3,726.0 |
0.382 |
3,716.4 |
LOW |
3,685.5 |
0.618 |
3,635.4 |
1.000 |
3,604.5 |
1.618 |
3,554.4 |
2.618 |
3,473.4 |
4.250 |
3,341.3 |
|
|
Fisher Pivots for day following 03-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
3,726.0 |
3,797.0 |
PP |
3,724.0 |
3,771.3 |
S1 |
3,722.0 |
3,745.7 |
|