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 |
950.6 |
942.0 |
-8.6 |
-0.9% |
997.7 |
High |
966.1 |
966.1 |
0.0 |
0.0% |
1,001.7 |
Low |
928.9 |
923.1 |
-5.8 |
-0.6% |
928.9 |
Close |
944.5 |
942.0 |
-2.5 |
-0.3% |
944.5 |
Range |
37.2 |
43.0 |
5.8 |
15.6% |
72.8 |
ATR |
28.2 |
29.3 |
1.1 |
3.7% |
0.0 |
Volume |
6,077 |
7,921 |
1,844 |
30.3% |
24,306 |
|
Daily Pivots for day following 02-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,072.7 |
1,050.4 |
965.7 |
|
R3 |
1,029.7 |
1,007.4 |
953.8 |
|
R2 |
986.7 |
986.7 |
949.9 |
|
R1 |
964.4 |
964.4 |
945.9 |
963.5 |
PP |
943.7 |
943.7 |
943.7 |
943.3 |
S1 |
921.4 |
921.4 |
938.1 |
920.5 |
S2 |
900.7 |
900.7 |
934.1 |
|
S3 |
857.7 |
878.4 |
930.2 |
|
S4 |
814.7 |
835.4 |
918.4 |
|
|
Weekly Pivots for week ending 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,176.8 |
1,133.4 |
984.5 |
|
R3 |
1,104.0 |
1,060.6 |
964.5 |
|
R2 |
1,031.2 |
1,031.2 |
957.8 |
|
R1 |
987.8 |
987.8 |
951.2 |
973.1 |
PP |
958.4 |
958.4 |
958.4 |
951.0 |
S1 |
915.0 |
915.0 |
937.8 |
900.3 |
S2 |
885.6 |
885.6 |
931.2 |
|
S3 |
812.8 |
842.2 |
924.5 |
|
S4 |
740.0 |
769.4 |
904.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
999.0 |
923.1 |
75.9 |
8.1% |
35.2 |
3.7% |
25% |
False |
True |
5,712 |
10 |
1,009.8 |
923.1 |
86.7 |
9.2% |
31.5 |
3.3% |
22% |
False |
True |
4,473 |
20 |
1,009.8 |
892.7 |
117.1 |
12.4% |
26.3 |
2.8% |
42% |
False |
False |
3,783 |
40 |
1,009.8 |
805.2 |
204.6 |
21.7% |
26.8 |
2.8% |
67% |
False |
False |
3,546 |
60 |
1,009.8 |
748.0 |
261.8 |
27.8% |
25.3 |
2.7% |
74% |
False |
False |
3,026 |
80 |
1,009.8 |
705.7 |
304.1 |
32.3% |
24.7 |
2.6% |
78% |
False |
False |
2,679 |
100 |
1,009.8 |
691.8 |
318.0 |
33.8% |
26.6 |
2.8% |
79% |
False |
False |
2,306 |
120 |
1,009.8 |
691.8 |
318.0 |
33.8% |
26.9 |
2.9% |
79% |
False |
False |
2,082 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,148.9 |
2.618 |
1,078.7 |
1.618 |
1,035.7 |
1.000 |
1,009.1 |
0.618 |
992.7 |
HIGH |
966.1 |
0.618 |
949.7 |
0.500 |
944.6 |
0.382 |
939.5 |
LOW |
923.1 |
0.618 |
896.5 |
1.000 |
880.1 |
1.618 |
853.5 |
2.618 |
810.5 |
4.250 |
740.4 |
|
|
Fisher Pivots for day following 02-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
944.6 |
944.6 |
PP |
943.7 |
943.7 |
S1 |
942.9 |
942.9 |
|