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 |
1,096.20 |
1,094.08 |
-2.12 |
-0.2% |
1,180.10 |
High |
1,124.67 |
1,105.53 |
-19.14 |
-1.7% |
1,183.93 |
Low |
1,093.42 |
1,072.51 |
-20.91 |
-1.9% |
1,112.12 |
Close |
1,110.30 |
1,074.52 |
-35.78 |
-3.2% |
1,116.99 |
Range |
31.25 |
33.02 |
1.77 |
5.7% |
71.81 |
ATR |
39.09 |
39.00 |
-0.09 |
-0.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,183.25 |
1,161.90 |
1,092.68 |
|
R3 |
1,150.23 |
1,128.88 |
1,083.60 |
|
R2 |
1,117.21 |
1,117.21 |
1,080.57 |
|
R1 |
1,095.86 |
1,095.86 |
1,077.55 |
1,090.03 |
PP |
1,084.19 |
1,084.19 |
1,084.19 |
1,081.27 |
S1 |
1,062.84 |
1,062.84 |
1,071.49 |
1,057.01 |
S2 |
1,051.17 |
1,051.17 |
1,068.47 |
|
S3 |
1,018.15 |
1,029.82 |
1,065.44 |
|
S4 |
985.13 |
996.80 |
1,056.36 |
|
|
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 |
1,135.45 |
1,072.42 |
63.03 |
5.9% |
31.74 |
3.0% |
3% |
False |
False |
|
10 |
1,183.93 |
1,072.42 |
111.51 |
10.4% |
37.16 |
3.5% |
2% |
False |
False |
|
20 |
1,286.90 |
1,072.42 |
214.48 |
20.0% |
36.00 |
3.4% |
1% |
False |
False |
|
40 |
1,286.90 |
1,072.42 |
214.48 |
20.0% |
36.09 |
3.4% |
1% |
False |
False |
|
60 |
1,286.90 |
1,072.42 |
214.48 |
20.0% |
35.69 |
3.3% |
1% |
False |
False |
|
80 |
1,298.09 |
1,018.86 |
279.23 |
26.0% |
41.77 |
3.9% |
20% |
False |
False |
|
100 |
1,470.99 |
1,018.86 |
452.13 |
42.1% |
49.31 |
4.6% |
12% |
False |
False |
|
120 |
1,775.47 |
1,018.86 |
756.61 |
70.4% |
52.83 |
4.9% |
7% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,245.87 |
2.618 |
1,191.98 |
1.618 |
1,158.96 |
1.000 |
1,138.55 |
0.618 |
1,125.94 |
HIGH |
1,105.53 |
0.618 |
1,092.92 |
0.500 |
1,089.02 |
0.382 |
1,085.12 |
LOW |
1,072.51 |
0.618 |
1,052.10 |
1.000 |
1,039.49 |
1.618 |
1,019.08 |
2.618 |
986.06 |
4.250 |
932.18 |
|
|
Fisher Pivots for day following 05-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
1,089.02 |
1,098.55 |
PP |
1,084.19 |
1,090.54 |
S1 |
1,079.35 |
1,082.53 |
|