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 |
1,094.08 |
1,082.53 |
-11.55 |
-1.1% |
1,098.99 |
High |
1,105.53 |
1,088.04 |
-17.49 |
-1.6% |
1,124.67 |
Low |
1,072.51 |
1,043.60 |
-28.91 |
-2.7% |
1,043.60 |
Close |
1,074.52 |
1,064.70 |
-9.82 |
-0.9% |
1,064.70 |
Range |
33.02 |
44.44 |
11.42 |
34.6% |
81.07 |
ATR |
39.00 |
39.39 |
0.39 |
1.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,198.77 |
1,176.17 |
1,089.14 |
|
R3 |
1,154.33 |
1,131.73 |
1,076.92 |
|
R2 |
1,109.89 |
1,109.89 |
1,072.85 |
|
R1 |
1,087.29 |
1,087.29 |
1,068.77 |
1,076.37 |
PP |
1,065.45 |
1,065.45 |
1,065.45 |
1,059.99 |
S1 |
1,042.85 |
1,042.85 |
1,060.63 |
1,031.93 |
S2 |
1,021.01 |
1,021.01 |
1,056.55 |
|
S3 |
976.57 |
998.41 |
1,052.48 |
|
S4 |
932.13 |
953.97 |
1,040.26 |
|
|
Weekly Pivots for week ending 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,320.87 |
1,273.85 |
1,109.29 |
|
R3 |
1,239.80 |
1,192.78 |
1,086.99 |
|
R2 |
1,158.73 |
1,158.73 |
1,079.56 |
|
R1 |
1,111.71 |
1,111.71 |
1,072.13 |
1,094.69 |
PP |
1,077.66 |
1,077.66 |
1,077.66 |
1,069.14 |
S1 |
1,030.64 |
1,030.64 |
1,057.27 |
1,013.62 |
S2 |
996.59 |
996.59 |
1,049.84 |
|
S3 |
915.52 |
949.57 |
1,042.41 |
|
S4 |
834.45 |
868.50 |
1,020.11 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,124.67 |
1,043.60 |
81.07 |
7.6% |
35.96 |
3.4% |
26% |
False |
True |
|
10 |
1,183.93 |
1,043.60 |
140.33 |
13.2% |
38.59 |
3.6% |
15% |
False |
True |
|
20 |
1,286.90 |
1,043.60 |
243.30 |
22.9% |
35.69 |
3.4% |
9% |
False |
True |
|
40 |
1,286.90 |
1,043.60 |
243.30 |
22.9% |
36.50 |
3.4% |
9% |
False |
True |
|
60 |
1,286.90 |
1,043.60 |
243.30 |
22.9% |
35.76 |
3.4% |
9% |
False |
True |
|
80 |
1,298.09 |
1,018.86 |
279.23 |
26.2% |
41.88 |
3.9% |
16% |
False |
False |
|
100 |
1,470.99 |
1,018.86 |
452.13 |
42.5% |
48.54 |
4.6% |
10% |
False |
False |
|
120 |
1,773.83 |
1,018.86 |
754.97 |
70.9% |
52.94 |
5.0% |
6% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,276.91 |
2.618 |
1,204.38 |
1.618 |
1,159.94 |
1.000 |
1,132.48 |
0.618 |
1,115.50 |
HIGH |
1,088.04 |
0.618 |
1,071.06 |
0.500 |
1,065.82 |
0.382 |
1,060.58 |
LOW |
1,043.60 |
0.618 |
1,016.14 |
1.000 |
999.16 |
1.618 |
971.70 |
2.618 |
927.26 |
4.250 |
854.73 |
|
|
Fisher Pivots for day following 06-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
1,065.82 |
1,084.14 |
PP |
1,065.45 |
1,077.66 |
S1 |
1,065.07 |
1,071.18 |
|