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 |
6,874.01 |
6,595.16 |
-278.85 |
-4.1% |
7,056.48 |
High |
6,874.01 |
6,755.17 |
-118.84 |
-1.7% |
7,058.95 |
Low |
6,544.10 |
6,469.95 |
-74.15 |
-1.1% |
6,469.95 |
Close |
6,594.44 |
6,626.94 |
32.50 |
0.5% |
6,626.94 |
Range |
329.91 |
285.22 |
-44.69 |
-13.5% |
589.00 |
ATR |
237.12 |
240.56 |
3.44 |
1.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,473.01 |
7,335.20 |
6,783.81 |
|
R3 |
7,187.79 |
7,049.98 |
6,705.38 |
|
R2 |
6,902.57 |
6,902.57 |
6,679.23 |
|
R1 |
6,764.76 |
6,764.76 |
6,653.09 |
6,833.67 |
PP |
6,617.35 |
6,617.35 |
6,617.35 |
6,651.81 |
S1 |
6,479.54 |
6,479.54 |
6,600.79 |
6,548.45 |
S2 |
6,332.13 |
6,332.13 |
6,574.65 |
|
S3 |
6,046.91 |
6,194.32 |
6,548.50 |
|
S4 |
5,761.69 |
5,909.10 |
6,470.07 |
|
|
Weekly Pivots for week ending 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,485.61 |
8,145.28 |
6,950.89 |
|
R3 |
7,896.61 |
7,556.28 |
6,788.92 |
|
R2 |
7,307.61 |
7,307.61 |
6,734.92 |
|
R1 |
6,967.28 |
6,967.28 |
6,680.93 |
6,842.95 |
PP |
6,718.61 |
6,718.61 |
6,718.61 |
6,656.45 |
S1 |
6,378.28 |
6,378.28 |
6,572.95 |
6,253.95 |
S2 |
6,129.61 |
6,129.61 |
6,518.96 |
|
S3 |
5,540.61 |
5,789.28 |
6,464.97 |
|
S4 |
4,951.61 |
5,200.28 |
6,302.99 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,058.95 |
6,469.95 |
589.00 |
8.9% |
264.27 |
4.0% |
27% |
False |
True |
|
10 |
7,441.02 |
6,469.95 |
971.07 |
14.7% |
256.00 |
3.9% |
16% |
False |
True |
|
20 |
8,315.07 |
6,469.95 |
1,845.12 |
27.8% |
234.30 |
3.5% |
9% |
False |
True |
|
40 |
8,770.02 |
6,469.95 |
2,300.07 |
34.7% |
230.21 |
3.5% |
7% |
False |
True |
|
60 |
9,088.06 |
6,469.95 |
2,618.11 |
39.5% |
228.82 |
3.5% |
6% |
False |
True |
|
80 |
9,159.58 |
6,469.95 |
2,689.63 |
40.6% |
286.08 |
4.3% |
6% |
False |
True |
|
100 |
9,794.37 |
6,469.95 |
3,324.42 |
50.2% |
333.88 |
5.0% |
5% |
False |
True |
|
120 |
11,483.05 |
6,469.95 |
5,013.10 |
75.6% |
362.17 |
5.5% |
3% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,967.36 |
2.618 |
7,501.88 |
1.618 |
7,216.66 |
1.000 |
7,040.39 |
0.618 |
6,931.44 |
HIGH |
6,755.17 |
0.618 |
6,646.22 |
0.500 |
6,612.56 |
0.382 |
6,578.90 |
LOW |
6,469.95 |
0.618 |
6,293.68 |
1.000 |
6,184.73 |
1.618 |
6,008.46 |
2.618 |
5,723.24 |
4.250 |
5,257.77 |
|
|
Fisher Pivots for day following 06-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
6,622.15 |
6,724.59 |
PP |
6,617.35 |
6,692.04 |
S1 |
6,612.56 |
6,659.49 |
|