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 |
942.0 |
927.5 |
-14.5 |
-1.5% |
997.7 |
High |
966.1 |
935.0 |
-31.1 |
-3.2% |
1,001.7 |
Low |
923.1 |
907.5 |
-15.6 |
-1.7% |
928.9 |
Close |
942.0 |
915.4 |
-26.6 |
-2.8% |
944.5 |
Range |
43.0 |
27.5 |
-15.5 |
-36.0% |
72.8 |
ATR |
29.3 |
29.6 |
0.4 |
1.3% |
0.0 |
Volume |
7,921 |
4,563 |
-3,358 |
-42.4% |
24,306 |
|
Daily Pivots for day following 03-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,001.8 |
986.1 |
930.5 |
|
R3 |
974.3 |
958.6 |
923.0 |
|
R2 |
946.8 |
946.8 |
920.4 |
|
R1 |
931.1 |
931.1 |
917.9 |
925.2 |
PP |
919.3 |
919.3 |
919.3 |
916.4 |
S1 |
903.6 |
903.6 |
912.9 |
897.7 |
S2 |
891.8 |
891.8 |
910.4 |
|
S3 |
864.3 |
876.1 |
907.8 |
|
S4 |
836.8 |
848.6 |
900.3 |
|
|
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 |
981.2 |
907.5 |
73.7 |
8.1% |
33.4 |
3.6% |
11% |
False |
True |
5,671 |
10 |
1,009.8 |
907.5 |
102.3 |
11.2% |
30.6 |
3.3% |
8% |
False |
True |
4,749 |
20 |
1,009.8 |
892.7 |
117.1 |
12.8% |
26.5 |
2.9% |
19% |
False |
False |
3,826 |
40 |
1,009.8 |
805.2 |
204.6 |
22.4% |
27.0 |
3.0% |
54% |
False |
False |
3,624 |
60 |
1,009.8 |
748.0 |
261.8 |
28.6% |
25.5 |
2.8% |
64% |
False |
False |
3,047 |
80 |
1,009.8 |
705.7 |
304.1 |
33.2% |
24.7 |
2.7% |
69% |
False |
False |
2,727 |
100 |
1,009.8 |
691.8 |
318.0 |
34.7% |
26.5 |
2.9% |
70% |
False |
False |
2,341 |
120 |
1,009.8 |
691.8 |
318.0 |
34.7% |
26.9 |
2.9% |
70% |
False |
False |
2,112 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,051.9 |
2.618 |
1,007.0 |
1.618 |
979.5 |
1.000 |
962.5 |
0.618 |
952.0 |
HIGH |
935.0 |
0.618 |
924.5 |
0.500 |
921.3 |
0.382 |
918.0 |
LOW |
907.5 |
0.618 |
890.5 |
1.000 |
880.0 |
1.618 |
863.0 |
2.618 |
835.5 |
4.250 |
790.6 |
|
|
Fisher Pivots for day following 03-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
921.3 |
936.8 |
PP |
919.3 |
929.7 |
S1 |
917.4 |
922.5 |
|