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 |
927.5 |
918.7 |
-8.8 |
-0.9% |
997.7 |
High |
935.0 |
925.5 |
-9.5 |
-1.0% |
1,001.7 |
Low |
907.5 |
902.2 |
-5.3 |
-0.6% |
928.9 |
Close |
915.4 |
908.6 |
-6.8 |
-0.7% |
944.5 |
Range |
27.5 |
23.3 |
-4.2 |
-15.3% |
72.8 |
ATR |
29.6 |
29.2 |
-0.5 |
-1.5% |
0.0 |
Volume |
4,563 |
9,543 |
4,980 |
109.1% |
24,306 |
|
Daily Pivots for day following 04-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
982.0 |
968.6 |
921.4 |
|
R3 |
958.7 |
945.3 |
915.0 |
|
R2 |
935.4 |
935.4 |
912.9 |
|
R1 |
922.0 |
922.0 |
910.7 |
917.1 |
PP |
912.1 |
912.1 |
912.1 |
909.6 |
S1 |
898.7 |
898.7 |
906.5 |
893.8 |
S2 |
888.8 |
888.8 |
904.3 |
|
S3 |
865.5 |
875.4 |
902.2 |
|
S4 |
842.2 |
852.1 |
895.8 |
|
|
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 |
966.1 |
902.2 |
63.9 |
7.0% |
31.3 |
3.4% |
10% |
False |
True |
6,542 |
10 |
1,009.8 |
902.2 |
107.6 |
11.8% |
30.3 |
3.3% |
6% |
False |
True |
5,195 |
20 |
1,009.8 |
893.5 |
116.3 |
12.8% |
26.5 |
2.9% |
13% |
False |
False |
4,167 |
40 |
1,009.8 |
805.2 |
204.6 |
22.5% |
26.6 |
2.9% |
51% |
False |
False |
3,843 |
60 |
1,009.8 |
748.0 |
261.8 |
28.8% |
25.5 |
2.8% |
61% |
False |
False |
3,143 |
80 |
1,009.8 |
705.7 |
304.1 |
33.5% |
24.7 |
2.7% |
67% |
False |
False |
2,831 |
100 |
1,009.8 |
691.8 |
318.0 |
35.0% |
26.4 |
2.9% |
68% |
False |
False |
2,434 |
120 |
1,009.8 |
691.8 |
318.0 |
35.0% |
26.9 |
3.0% |
68% |
False |
False |
2,154 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,024.5 |
2.618 |
986.5 |
1.618 |
963.2 |
1.000 |
948.8 |
0.618 |
939.9 |
HIGH |
925.5 |
0.618 |
916.6 |
0.500 |
913.9 |
0.382 |
911.1 |
LOW |
902.2 |
0.618 |
887.8 |
1.000 |
878.9 |
1.618 |
864.5 |
2.618 |
841.2 |
4.250 |
803.2 |
|
|
Fisher Pivots for day following 04-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
913.9 |
934.2 |
PP |
912.1 |
925.6 |
S1 |
910.4 |
917.1 |
|