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 |
1,092.42 |
1,096.20 |
3.78 |
0.3% |
1,180.10 |
High |
1,102.10 |
1,124.67 |
22.57 |
2.0% |
1,183.93 |
Low |
1,072.42 |
1,093.42 |
21.00 |
2.0% |
1,112.12 |
Close |
1,080.67 |
1,110.30 |
29.63 |
2.7% |
1,116.99 |
Range |
29.68 |
31.25 |
1.57 |
5.3% |
71.81 |
ATR |
38.72 |
39.09 |
0.38 |
1.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,203.21 |
1,188.01 |
1,127.49 |
|
R3 |
1,171.96 |
1,156.76 |
1,118.89 |
|
R2 |
1,140.71 |
1,140.71 |
1,116.03 |
|
R1 |
1,125.51 |
1,125.51 |
1,113.16 |
1,133.11 |
PP |
1,109.46 |
1,109.46 |
1,109.46 |
1,113.27 |
S1 |
1,094.26 |
1,094.26 |
1,107.44 |
1,101.86 |
S2 |
1,078.21 |
1,078.21 |
1,104.57 |
|
S3 |
1,046.96 |
1,063.01 |
1,101.71 |
|
S4 |
1,015.71 |
1,031.76 |
1,093.11 |
|
|
Weekly Pivots for week ending 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,353.11 |
1,306.86 |
1,156.49 |
|
R3 |
1,281.30 |
1,235.05 |
1,136.74 |
|
R2 |
1,209.49 |
1,209.49 |
1,130.16 |
|
R1 |
1,163.24 |
1,163.24 |
1,123.57 |
1,150.46 |
PP |
1,137.68 |
1,137.68 |
1,137.68 |
1,131.29 |
S1 |
1,091.43 |
1,091.43 |
1,110.41 |
1,078.65 |
S2 |
1,065.87 |
1,065.87 |
1,103.82 |
|
S3 |
994.06 |
1,019.62 |
1,097.24 |
|
S4 |
922.25 |
947.81 |
1,077.49 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,174.77 |
1,072.42 |
102.35 |
9.2% |
34.67 |
3.1% |
37% |
False |
False |
|
10 |
1,201.94 |
1,072.42 |
129.52 |
11.7% |
37.40 |
3.4% |
29% |
False |
False |
|
20 |
1,286.90 |
1,072.42 |
214.48 |
19.3% |
35.98 |
3.2% |
18% |
False |
False |
|
40 |
1,286.90 |
1,072.42 |
214.48 |
19.3% |
35.78 |
3.2% |
18% |
False |
False |
|
60 |
1,286.90 |
1,072.42 |
214.48 |
19.3% |
36.54 |
3.3% |
18% |
False |
False |
|
80 |
1,298.09 |
1,018.86 |
279.23 |
25.1% |
42.09 |
3.8% |
33% |
False |
False |
|
100 |
1,470.99 |
1,018.86 |
452.13 |
40.7% |
50.06 |
4.5% |
20% |
False |
False |
|
120 |
1,775.47 |
1,018.86 |
756.61 |
68.1% |
53.06 |
4.8% |
12% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,257.48 |
2.618 |
1,206.48 |
1.618 |
1,175.23 |
1.000 |
1,155.92 |
0.618 |
1,143.98 |
HIGH |
1,124.67 |
0.618 |
1,112.73 |
0.500 |
1,109.05 |
0.382 |
1,105.36 |
LOW |
1,093.42 |
0.618 |
1,074.11 |
1.000 |
1,062.17 |
1.618 |
1,042.86 |
2.618 |
1,011.61 |
4.250 |
960.61 |
|
|
Fisher Pivots for day following 04-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
1,109.88 |
1,106.38 |
PP |
1,109.46 |
1,102.46 |
S1 |
1,109.05 |
1,098.55 |
|