Trading Metrics calculated at close of trading on 03-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2009 |
03-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
7,056.48 |
6,764.81 |
-291.67 |
-4.1% |
7,365.99 |
High |
7,058.95 |
6,855.29 |
-203.66 |
-2.9% |
7,441.02 |
Low |
6,755.17 |
6,705.63 |
-49.54 |
-0.7% |
7,033.62 |
Close |
6,763.29 |
6,726.02 |
-37.27 |
-0.6% |
7,062.93 |
Range |
303.78 |
149.66 |
-154.12 |
-50.7% |
407.40 |
ATR |
234.08 |
228.05 |
-6.03 |
-2.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,211.29 |
7,118.32 |
6,808.33 |
|
R3 |
7,061.63 |
6,968.66 |
6,767.18 |
|
R2 |
6,911.97 |
6,911.97 |
6,753.46 |
|
R1 |
6,819.00 |
6,819.00 |
6,739.74 |
6,790.66 |
PP |
6,762.31 |
6,762.31 |
6,762.31 |
6,748.14 |
S1 |
6,669.34 |
6,669.34 |
6,712.30 |
6,641.00 |
S2 |
6,612.65 |
6,612.65 |
6,698.58 |
|
S3 |
6,462.99 |
6,519.68 |
6,684.86 |
|
S4 |
6,313.33 |
6,370.02 |
6,643.71 |
|
|
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 |
6,705.63 |
699.31 |
10.4% |
218.46 |
3.2% |
3% |
False |
True |
|
10 |
7,617.76 |
6,705.63 |
912.13 |
13.6% |
221.71 |
3.3% |
2% |
False |
True |
|
20 |
8,315.07 |
6,705.63 |
1,609.44 |
23.9% |
225.98 |
3.4% |
1% |
False |
True |
|
40 |
9,088.06 |
6,705.63 |
2,382.43 |
35.4% |
222.66 |
3.3% |
1% |
False |
True |
|
60 |
9,088.06 |
6,705.63 |
2,382.43 |
35.4% |
236.51 |
3.5% |
1% |
False |
True |
|
80 |
9,616.60 |
6,705.63 |
2,910.97 |
43.3% |
291.34 |
4.3% |
1% |
False |
True |
|
100 |
9,794.37 |
6,705.63 |
3,088.74 |
45.9% |
348.41 |
5.2% |
1% |
False |
True |
|
120 |
11,483.05 |
6,705.63 |
4,777.42 |
71.0% |
360.71 |
5.4% |
0% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,491.35 |
2.618 |
7,247.10 |
1.618 |
7,097.44 |
1.000 |
7,004.95 |
0.618 |
6,947.78 |
HIGH |
6,855.29 |
0.618 |
6,798.12 |
0.500 |
6,780.46 |
0.382 |
6,762.80 |
LOW |
6,705.63 |
0.618 |
6,613.14 |
1.000 |
6,555.97 |
1.618 |
6,463.48 |
2.618 |
6,313.82 |
4.250 |
6,069.58 |
|
|
Fisher Pivots for day following 03-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
6,780.46 |
6,950.55 |
PP |
6,762.31 |
6,875.70 |
S1 |
6,744.17 |
6,800.86 |
|