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 |
3,848.5 |
3,720.0 |
-128.5 |
-3.3% |
3,795.5 |
High |
3,864.0 |
3,780.0 |
-84.0 |
-2.2% |
3,941.5 |
Low |
3,669.0 |
3,635.0 |
-34.0 |
-0.9% |
3,635.0 |
Close |
3,715.0 |
3,665.5 |
-49.5 |
-1.3% |
3,665.5 |
Range |
195.0 |
145.0 |
-50.0 |
-25.6% |
306.5 |
ATR |
166.5 |
165.0 |
-1.5 |
-0.9% |
0.0 |
Volume |
13,444 |
3,468 |
-9,976 |
-74.2% |
22,260 |
|
Daily Pivots for day following 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,128.5 |
4,042.0 |
3,745.3 |
|
R3 |
3,983.5 |
3,897.0 |
3,705.4 |
|
R2 |
3,838.5 |
3,838.5 |
3,692.1 |
|
R1 |
3,752.0 |
3,752.0 |
3,678.8 |
3,722.8 |
PP |
3,693.5 |
3,693.5 |
3,693.5 |
3,678.9 |
S1 |
3,607.0 |
3,607.0 |
3,652.2 |
3,577.8 |
S2 |
3,548.5 |
3,548.5 |
3,638.9 |
|
S3 |
3,403.5 |
3,462.0 |
3,625.6 |
|
S4 |
3,258.5 |
3,317.0 |
3,585.8 |
|
|
Weekly Pivots for week ending 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,666.8 |
4,472.7 |
3,834.1 |
|
R3 |
4,360.3 |
4,166.2 |
3,749.8 |
|
R2 |
4,053.8 |
4,053.8 |
3,721.7 |
|
R1 |
3,859.7 |
3,859.7 |
3,693.6 |
3,803.5 |
PP |
3,747.3 |
3,747.3 |
3,747.3 |
3,719.3 |
S1 |
3,553.2 |
3,553.2 |
3,637.4 |
3,497.0 |
S2 |
3,440.8 |
3,440.8 |
3,609.3 |
|
S3 |
3,134.3 |
3,246.7 |
3,581.2 |
|
S4 |
2,827.8 |
2,940.2 |
3,496.9 |
|
|
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 |
3,635.0 |
306.5 |
8.4% |
147.5 |
4.0% |
10% |
False |
True |
4,452 |
10 |
4,125.5 |
3,635.0 |
490.5 |
13.4% |
157.9 |
4.3% |
6% |
False |
True |
2,565 |
20 |
4,703.5 |
3,635.0 |
1,068.5 |
29.2% |
140.9 |
3.8% |
3% |
False |
True |
1,557 |
40 |
4,815.0 |
3,635.0 |
1,180.0 |
32.2% |
152.9 |
4.2% |
3% |
False |
True |
1,098 |
60 |
5,151.0 |
3,635.0 |
1,516.0 |
41.4% |
146.5 |
4.0% |
2% |
False |
True |
1,430 |
80 |
5,204.0 |
3,635.0 |
1,569.0 |
42.8% |
168.2 |
4.6% |
2% |
False |
True |
1,195 |
100 |
5,454.5 |
3,635.0 |
1,819.5 |
49.6% |
189.5 |
5.2% |
2% |
False |
True |
1,005 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,396.3 |
2.618 |
4,159.6 |
1.618 |
4,014.6 |
1.000 |
3,925.0 |
0.618 |
3,869.6 |
HIGH |
3,780.0 |
0.618 |
3,724.6 |
0.500 |
3,707.5 |
0.382 |
3,690.4 |
LOW |
3,635.0 |
0.618 |
3,545.4 |
1.000 |
3,490.0 |
1.618 |
3,400.4 |
2.618 |
3,255.4 |
4.250 |
3,018.8 |
|
|
Fisher Pivots for day following 06-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
3,707.5 |
3,788.3 |
PP |
3,693.5 |
3,747.3 |
S1 |
3,679.5 |
3,706.4 |
|