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 |
911.2 |
934.3 |
23.1 |
2.5% |
942.0 |
High |
939.7 |
947.4 |
7.7 |
0.8% |
966.1 |
Low |
910.0 |
932.7 |
22.7 |
2.5% |
902.2 |
Close |
929.9 |
944.9 |
15.0 |
1.6% |
944.9 |
Range |
29.7 |
14.7 |
-15.0 |
-50.5% |
63.9 |
ATR |
29.3 |
28.5 |
-0.8 |
-2.9% |
0.0 |
Volume |
8,682 |
11,011 |
2,329 |
26.8% |
41,720 |
|
Daily Pivots for day following 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
985.8 |
980.0 |
953.0 |
|
R3 |
971.1 |
965.3 |
948.9 |
|
R2 |
956.4 |
956.4 |
947.6 |
|
R1 |
950.6 |
950.6 |
946.2 |
953.5 |
PP |
941.7 |
941.7 |
941.7 |
943.1 |
S1 |
935.9 |
935.9 |
943.6 |
938.8 |
S2 |
927.0 |
927.0 |
942.2 |
|
S3 |
912.3 |
921.2 |
940.9 |
|
S4 |
897.6 |
906.5 |
936.8 |
|
|
Weekly Pivots for week ending 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,129.4 |
1,101.1 |
980.0 |
|
R3 |
1,065.5 |
1,037.2 |
962.5 |
|
R2 |
1,001.6 |
1,001.6 |
956.6 |
|
R1 |
973.3 |
973.3 |
950.8 |
987.5 |
PP |
937.7 |
937.7 |
937.7 |
944.8 |
S1 |
909.4 |
909.4 |
939.0 |
923.6 |
S2 |
873.8 |
873.8 |
933.2 |
|
S3 |
809.9 |
845.5 |
927.3 |
|
S4 |
746.0 |
781.6 |
909.8 |
|
|
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 |
6.8% |
27.6 |
2.9% |
67% |
False |
False |
8,344 |
10 |
1,001.7 |
902.2 |
99.5 |
10.5% |
29.5 |
3.1% |
43% |
False |
False |
6,602 |
20 |
1,009.8 |
893.5 |
116.3 |
12.3% |
26.9 |
2.8% |
44% |
False |
False |
4,895 |
40 |
1,009.8 |
805.2 |
204.6 |
21.7% |
26.2 |
2.8% |
68% |
False |
False |
4,163 |
60 |
1,009.8 |
767.1 |
242.7 |
25.7% |
25.4 |
2.7% |
73% |
False |
False |
3,351 |
80 |
1,009.8 |
705.7 |
304.1 |
32.2% |
24.8 |
2.6% |
79% |
False |
False |
3,050 |
100 |
1,009.8 |
691.8 |
318.0 |
33.7% |
25.6 |
2.7% |
80% |
False |
False |
2,612 |
120 |
1,009.8 |
691.8 |
318.0 |
33.7% |
27.0 |
2.9% |
80% |
False |
False |
2,305 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,009.9 |
2.618 |
985.9 |
1.618 |
971.2 |
1.000 |
962.1 |
0.618 |
956.5 |
HIGH |
947.4 |
0.618 |
941.8 |
0.500 |
940.1 |
0.382 |
938.3 |
LOW |
932.7 |
0.618 |
923.6 |
1.000 |
918.0 |
1.618 |
908.9 |
2.618 |
894.2 |
4.250 |
870.2 |
|
|
Fisher Pivots for day following 06-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
943.3 |
938.2 |
PP |
941.7 |
931.5 |
S1 |
940.1 |
924.8 |
|