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 |
918.7 |
911.2 |
-7.5 |
-0.8% |
997.7 |
High |
925.5 |
939.7 |
14.2 |
1.5% |
1,001.7 |
Low |
902.2 |
910.0 |
7.8 |
0.9% |
928.9 |
Close |
908.6 |
929.9 |
21.3 |
2.3% |
944.5 |
Range |
23.3 |
29.7 |
6.4 |
27.5% |
72.8 |
ATR |
29.2 |
29.3 |
0.1 |
0.5% |
0.0 |
Volume |
9,543 |
8,682 |
-861 |
-9.0% |
24,306 |
|
Daily Pivots for day following 05-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,015.6 |
1,002.5 |
946.2 |
|
R3 |
985.9 |
972.8 |
938.1 |
|
R2 |
956.2 |
956.2 |
935.3 |
|
R1 |
943.1 |
943.1 |
932.6 |
949.7 |
PP |
926.5 |
926.5 |
926.5 |
929.8 |
S1 |
913.4 |
913.4 |
927.2 |
920.0 |
S2 |
896.8 |
896.8 |
924.5 |
|
S3 |
867.1 |
883.7 |
921.7 |
|
S4 |
837.4 |
854.0 |
913.6 |
|
|
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 |
6.9% |
32.1 |
3.5% |
43% |
False |
False |
7,357 |
10 |
1,009.8 |
902.2 |
107.6 |
11.6% |
31.6 |
3.4% |
26% |
False |
False |
5,768 |
20 |
1,009.8 |
893.5 |
116.3 |
12.5% |
27.3 |
2.9% |
31% |
False |
False |
4,417 |
40 |
1,009.8 |
805.2 |
204.6 |
22.0% |
26.6 |
2.9% |
61% |
False |
False |
3,973 |
60 |
1,009.8 |
760.7 |
249.1 |
26.8% |
25.6 |
2.7% |
68% |
False |
False |
3,238 |
80 |
1,009.8 |
705.7 |
304.1 |
32.7% |
24.9 |
2.7% |
74% |
False |
False |
2,923 |
100 |
1,009.8 |
691.8 |
318.0 |
34.2% |
25.7 |
2.8% |
75% |
False |
False |
2,515 |
120 |
1,009.8 |
691.8 |
318.0 |
34.2% |
27.1 |
2.9% |
75% |
False |
False |
2,220 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,065.9 |
2.618 |
1,017.5 |
1.618 |
987.8 |
1.000 |
969.4 |
0.618 |
958.1 |
HIGH |
939.7 |
0.618 |
928.4 |
0.500 |
924.9 |
0.382 |
921.3 |
LOW |
910.0 |
0.618 |
891.6 |
1.000 |
880.3 |
1.618 |
861.9 |
2.618 |
832.2 |
4.250 |
783.8 |
|
|
Fisher Pivots for day following 05-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
928.2 |
926.9 |
PP |
926.5 |
923.9 |
S1 |
924.9 |
921.0 |
|