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 |
3,741.5 |
3,747.0 |
5.5 |
0.1% |
4,077.5 |
High |
3,766.5 |
3,941.5 |
175.0 |
4.6% |
4,125.5 |
Low |
3,685.5 |
3,743.5 |
58.0 |
1.6% |
3,790.0 |
Close |
3,720.0 |
3,896.5 |
176.5 |
4.7% |
3,860.5 |
Range |
81.0 |
198.0 |
117.0 |
144.4% |
335.5 |
ATR |
157.2 |
161.8 |
4.6 |
2.9% |
0.0 |
Volume |
1,734 |
2,087 |
353 |
20.4% |
3,393 |
|
Daily Pivots for day following 04-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,454.5 |
4,373.5 |
4,005.4 |
|
R3 |
4,256.5 |
4,175.5 |
3,951.0 |
|
R2 |
4,058.5 |
4,058.5 |
3,932.8 |
|
R1 |
3,977.5 |
3,977.5 |
3,914.7 |
4,018.0 |
PP |
3,860.5 |
3,860.5 |
3,860.5 |
3,880.8 |
S1 |
3,779.5 |
3,779.5 |
3,878.4 |
3,820.0 |
S2 |
3,662.5 |
3,662.5 |
3,860.2 |
|
S3 |
3,464.5 |
3,581.5 |
3,842.1 |
|
S4 |
3,266.5 |
3,383.5 |
3,787.6 |
|
|
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 |
8.3% |
131.1 |
3.4% |
68% |
False |
False |
1,419 |
10 |
4,290.0 |
3,677.0 |
613.0 |
15.7% |
153.7 |
3.9% |
36% |
False |
False |
1,067 |
20 |
4,703.5 |
3,677.0 |
1,026.5 |
26.3% |
140.8 |
3.6% |
21% |
False |
False |
820 |
40 |
4,961.0 |
3,677.0 |
1,284.0 |
33.0% |
151.3 |
3.9% |
17% |
False |
False |
699 |
60 |
5,151.0 |
3,677.0 |
1,474.0 |
37.8% |
148.1 |
3.8% |
15% |
False |
False |
1,163 |
80 |
5,204.0 |
3,677.0 |
1,527.0 |
39.2% |
171.4 |
4.4% |
14% |
False |
False |
995 |
100 |
5,454.5 |
3,677.0 |
1,777.5 |
45.6% |
192.0 |
4.9% |
12% |
False |
False |
839 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,783.0 |
2.618 |
4,459.9 |
1.618 |
4,261.9 |
1.000 |
4,139.5 |
0.618 |
4,063.9 |
HIGH |
3,941.5 |
0.618 |
3,865.9 |
0.500 |
3,842.5 |
0.382 |
3,819.1 |
LOW |
3,743.5 |
0.618 |
3,621.1 |
1.000 |
3,545.5 |
1.618 |
3,423.1 |
2.618 |
3,225.1 |
4.250 |
2,902.0 |
|
|
Fisher Pivots for day following 04-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
3,878.5 |
3,867.4 |
PP |
3,860.5 |
3,838.3 |
S1 |
3,842.5 |
3,809.3 |
|