Trading Metrics calculated at close of trading on 02-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2009 |
02-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
7,180.97 |
7,056.48 |
-124.49 |
-1.7% |
7,365.99 |
High |
7,195.46 |
7,058.95 |
-136.51 |
-1.9% |
7,441.02 |
Low |
7,033.62 |
6,755.17 |
-278.45 |
-4.0% |
7,033.62 |
Close |
7,062.93 |
6,763.29 |
-299.64 |
-4.2% |
7,062.93 |
Range |
161.84 |
303.78 |
141.94 |
87.7% |
407.40 |
ATR |
228.41 |
234.08 |
5.67 |
2.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,770.48 |
7,570.66 |
6,930.37 |
|
R3 |
7,466.70 |
7,266.88 |
6,846.83 |
|
R2 |
7,162.92 |
7,162.92 |
6,818.98 |
|
R1 |
6,963.10 |
6,963.10 |
6,791.14 |
6,911.12 |
PP |
6,859.14 |
6,859.14 |
6,859.14 |
6,833.15 |
S1 |
6,659.32 |
6,659.32 |
6,735.44 |
6,607.34 |
S2 |
6,555.36 |
6,555.36 |
6,707.60 |
|
S3 |
6,251.58 |
6,355.54 |
6,679.75 |
|
S4 |
5,947.80 |
6,051.76 |
6,596.21 |
|
|
Weekly Pivots for week ending 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,401.39 |
8,139.56 |
7,287.00 |
|
R3 |
7,993.99 |
7,732.16 |
7,174.97 |
|
R2 |
7,586.59 |
7,586.59 |
7,137.62 |
|
R1 |
7,324.76 |
7,324.76 |
7,100.28 |
7,251.98 |
PP |
7,179.19 |
7,179.19 |
7,179.19 |
7,142.80 |
S1 |
6,917.36 |
6,917.36 |
7,025.59 |
6,844.58 |
S2 |
6,771.79 |
6,771.79 |
6,988.24 |
|
S3 |
6,364.39 |
6,509.96 |
6,950.90 |
|
S4 |
5,956.99 |
6,102.56 |
6,838.86 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,404.94 |
6,755.17 |
649.77 |
9.6% |
241.46 |
3.6% |
1% |
False |
True |
|
10 |
7,845.63 |
6,755.17 |
1,090.46 |
16.1% |
236.20 |
3.5% |
1% |
False |
True |
|
20 |
8,315.07 |
6,755.17 |
1,559.90 |
23.1% |
225.16 |
3.3% |
1% |
False |
True |
|
40 |
9,088.06 |
6,755.17 |
2,332.89 |
34.5% |
226.53 |
3.3% |
0% |
False |
True |
|
60 |
9,088.06 |
6,755.17 |
2,332.89 |
34.5% |
240.52 |
3.6% |
0% |
False |
True |
|
80 |
9,653.95 |
6,755.17 |
2,898.78 |
42.9% |
293.60 |
4.3% |
0% |
False |
True |
|
100 |
10,124.03 |
6,755.17 |
3,368.86 |
49.8% |
353.79 |
5.2% |
0% |
False |
True |
|
120 |
11,577.50 |
6,755.17 |
4,822.33 |
71.3% |
362.35 |
5.4% |
0% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,350.02 |
2.618 |
7,854.25 |
1.618 |
7,550.47 |
1.000 |
7,362.73 |
0.618 |
7,246.69 |
HIGH |
7,058.95 |
0.618 |
6,942.91 |
0.500 |
6,907.06 |
0.382 |
6,871.21 |
LOW |
6,755.17 |
0.618 |
6,567.43 |
1.000 |
6,451.39 |
1.618 |
6,263.65 |
2.618 |
5,959.87 |
4.250 |
5,464.11 |
|
|
Fisher Pivots for day following 02-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
6,907.06 |
7,078.74 |
PP |
6,859.14 |
6,973.59 |
S1 |
6,811.21 |
6,868.44 |
|