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 |
3,835.5 |
3,715.0 |
-120.5 |
-3.1% |
3,930.0 |
High |
3,861.0 |
3,731.0 |
-130.0 |
-3.4% |
3,950.0 |
Low |
3,740.0 |
3,565.0 |
-175.0 |
-4.7% |
3,740.0 |
Close |
3,807.5 |
3,613.5 |
-194.0 |
-5.1% |
3,807.5 |
Range |
121.0 |
166.0 |
45.0 |
37.2% |
210.0 |
ATR |
140.8 |
148.0 |
7.3 |
5.2% |
0.0 |
Volume |
141,507 |
160,303 |
18,796 |
13.3% |
675,989 |
|
Daily Pivots for day following 02-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,134.5 |
4,040.0 |
3,705.0 |
|
R3 |
3,968.5 |
3,874.0 |
3,659.0 |
|
R2 |
3,802.5 |
3,802.5 |
3,644.0 |
|
R1 |
3,708.0 |
3,708.0 |
3,628.5 |
3,672.0 |
PP |
3,636.5 |
3,636.5 |
3,636.5 |
3,618.5 |
S1 |
3,542.0 |
3,542.0 |
3,598.5 |
3,506.0 |
S2 |
3,470.5 |
3,470.5 |
3,583.0 |
|
S3 |
3,304.5 |
3,376.0 |
3,568.0 |
|
S4 |
3,138.5 |
3,210.0 |
3,522.0 |
|
|
Weekly Pivots for week ending 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,462.5 |
4,345.0 |
3,923.0 |
|
R3 |
4,252.5 |
4,135.0 |
3,865.0 |
|
R2 |
4,042.5 |
4,042.5 |
3,846.0 |
|
R1 |
3,925.0 |
3,925.0 |
3,827.0 |
3,879.0 |
PP |
3,832.5 |
3,832.5 |
3,832.5 |
3,809.5 |
S1 |
3,715.0 |
3,715.0 |
3,788.0 |
3,669.0 |
S2 |
3,622.5 |
3,622.5 |
3,769.0 |
|
S3 |
3,412.5 |
3,505.0 |
3,750.0 |
|
S4 |
3,202.5 |
3,295.0 |
3,692.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,950.0 |
3,565.0 |
385.0 |
10.7% |
133.0 |
3.7% |
13% |
False |
True |
138,725 |
10 |
4,084.0 |
3,565.0 |
519.0 |
14.4% |
131.5 |
3.6% |
9% |
False |
True |
127,613 |
20 |
4,313.0 |
3,565.0 |
748.0 |
20.7% |
129.0 |
3.6% |
6% |
False |
True |
125,505 |
40 |
4,649.0 |
3,565.0 |
1,084.0 |
30.0% |
137.0 |
3.8% |
4% |
False |
True |
122,085 |
60 |
4,649.0 |
3,565.0 |
1,084.0 |
30.0% |
136.0 |
3.8% |
4% |
False |
True |
102,535 |
80 |
4,649.0 |
3,565.0 |
1,084.0 |
30.0% |
146.5 |
4.0% |
4% |
False |
True |
76,954 |
100 |
4,749.0 |
3,565.0 |
1,184.0 |
32.8% |
166.0 |
4.6% |
4% |
False |
True |
61,619 |
120 |
5,531.5 |
3,565.0 |
1,966.5 |
54.4% |
162.0 |
4.5% |
2% |
False |
True |
51,458 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,436.5 |
2.618 |
4,165.5 |
1.618 |
3,999.5 |
1.000 |
3,897.0 |
0.618 |
3,833.5 |
HIGH |
3,731.0 |
0.618 |
3,667.5 |
0.500 |
3,648.0 |
0.382 |
3,628.5 |
LOW |
3,565.0 |
0.618 |
3,462.5 |
1.000 |
3,399.0 |
1.618 |
3,296.5 |
2.618 |
3,130.5 |
4.250 |
2,859.5 |
|
|
Fisher Pivots for day following 02-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
3,648.0 |
3,757.5 |
PP |
3,636.5 |
3,709.5 |
S1 |
3,625.0 |
3,661.5 |
|