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 |
6,764.81 |
6,726.50 |
-38.31 |
-0.6% |
7,365.99 |
High |
6,855.29 |
6,979.22 |
123.93 |
1.8% |
7,441.02 |
Low |
6,705.63 |
6,726.42 |
20.79 |
0.3% |
7,033.62 |
Close |
6,726.02 |
6,875.84 |
149.82 |
2.2% |
7,062.93 |
Range |
149.66 |
252.80 |
103.14 |
68.9% |
407.40 |
ATR |
228.05 |
229.84 |
1.80 |
0.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,618.89 |
7,500.17 |
7,014.88 |
|
R3 |
7,366.09 |
7,247.37 |
6,945.36 |
|
R2 |
7,113.29 |
7,113.29 |
6,922.19 |
|
R1 |
6,994.57 |
6,994.57 |
6,899.01 |
7,053.93 |
PP |
6,860.49 |
6,860.49 |
6,860.49 |
6,890.18 |
S1 |
6,741.77 |
6,741.77 |
6,852.67 |
6,801.13 |
S2 |
6,607.69 |
6,607.69 |
6,829.49 |
|
S3 |
6,354.89 |
6,488.97 |
6,806.32 |
|
S4 |
6,102.09 |
6,236.17 |
6,736.80 |
|
|
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 |
7,402.31 |
6,705.63 |
696.68 |
10.1% |
219.37 |
3.2% |
24% |
False |
False |
|
10 |
7,614.97 |
6,705.63 |
909.34 |
13.2% |
233.21 |
3.4% |
19% |
False |
False |
|
20 |
8,315.07 |
6,705.63 |
1,609.44 |
23.4% |
228.32 |
3.3% |
11% |
False |
False |
|
40 |
9,088.06 |
6,705.63 |
2,382.43 |
34.6% |
225.43 |
3.3% |
7% |
False |
False |
|
60 |
9,088.06 |
6,705.63 |
2,382.43 |
34.6% |
234.52 |
3.4% |
7% |
False |
False |
|
80 |
9,159.58 |
6,705.63 |
2,453.95 |
35.7% |
288.19 |
4.2% |
7% |
False |
False |
|
100 |
9,794.37 |
6,705.63 |
3,088.74 |
44.9% |
346.61 |
5.0% |
6% |
False |
False |
|
120 |
11,483.05 |
6,705.63 |
4,777.42 |
69.5% |
361.43 |
5.3% |
4% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,053.62 |
2.618 |
7,641.05 |
1.618 |
7,388.25 |
1.000 |
7,232.02 |
0.618 |
7,135.45 |
HIGH |
6,979.22 |
0.618 |
6,882.65 |
0.500 |
6,852.82 |
0.382 |
6,822.99 |
LOW |
6,726.42 |
0.618 |
6,570.19 |
1.000 |
6,473.62 |
1.618 |
6,317.39 |
2.618 |
6,064.59 |
4.250 |
5,652.02 |
|
|
Fisher Pivots for day following 04-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
6,868.17 |
6,882.29 |
PP |
6,860.49 |
6,880.14 |
S1 |
6,852.82 |
6,877.99 |
|