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 |
3,747.0 |
3,848.5 |
101.5 |
2.7% |
4,077.5 |
High |
3,941.5 |
3,864.0 |
-77.5 |
-2.0% |
4,125.5 |
Low |
3,743.5 |
3,669.0 |
-74.5 |
-2.0% |
3,790.0 |
Close |
3,896.5 |
3,715.0 |
-181.5 |
-4.7% |
3,860.5 |
Range |
198.0 |
195.0 |
-3.0 |
-1.5% |
335.5 |
ATR |
161.8 |
166.5 |
4.7 |
2.9% |
0.0 |
Volume |
2,087 |
13,444 |
11,357 |
544.2% |
3,393 |
|
Daily Pivots for day following 05-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,334.3 |
4,219.7 |
3,822.3 |
|
R3 |
4,139.3 |
4,024.7 |
3,768.6 |
|
R2 |
3,944.3 |
3,944.3 |
3,750.8 |
|
R1 |
3,829.7 |
3,829.7 |
3,732.9 |
3,789.5 |
PP |
3,749.3 |
3,749.3 |
3,749.3 |
3,729.3 |
S1 |
3,634.7 |
3,634.7 |
3,697.1 |
3,594.5 |
S2 |
3,554.3 |
3,554.3 |
3,679.3 |
|
S3 |
3,359.3 |
3,439.7 |
3,661.4 |
|
S4 |
3,164.3 |
3,244.7 |
3,607.8 |
|
|
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 |
3,941.5 |
3,669.0 |
272.5 |
7.3% |
143.9 |
3.9% |
17% |
False |
True |
3,985 |
10 |
4,179.0 |
3,669.0 |
510.0 |
13.7% |
162.2 |
4.4% |
9% |
False |
True |
2,258 |
20 |
4,703.5 |
3,669.0 |
1,034.5 |
27.8% |
142.0 |
3.8% |
4% |
False |
True |
1,426 |
40 |
4,959.5 |
3,669.0 |
1,290.5 |
34.7% |
153.7 |
4.1% |
4% |
False |
True |
1,025 |
60 |
5,151.0 |
3,669.0 |
1,482.0 |
39.9% |
147.6 |
4.0% |
3% |
False |
True |
1,380 |
80 |
5,204.0 |
3,669.0 |
1,535.0 |
41.3% |
169.4 |
4.6% |
3% |
False |
True |
1,156 |
100 |
5,454.5 |
3,669.0 |
1,785.5 |
48.1% |
190.3 |
5.1% |
3% |
False |
True |
971 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,692.8 |
2.618 |
4,374.5 |
1.618 |
4,179.5 |
1.000 |
4,059.0 |
0.618 |
3,984.5 |
HIGH |
3,864.0 |
0.618 |
3,789.5 |
0.500 |
3,766.5 |
0.382 |
3,743.5 |
LOW |
3,669.0 |
0.618 |
3,548.5 |
1.000 |
3,474.0 |
1.618 |
3,353.5 |
2.618 |
3,158.5 |
4.250 |
2,840.3 |
|
|
Fisher Pivots for day following 05-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
3,766.5 |
3,805.3 |
PP |
3,749.3 |
3,775.2 |
S1 |
3,732.2 |
3,745.1 |
|