Trading Metrics calculated at close of trading on 05-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2009 |
05-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
6,726.50 |
6,874.01 |
147.51 |
2.2% |
7,365.99 |
High |
6,979.22 |
6,874.01 |
-105.21 |
-1.5% |
7,441.02 |
Low |
6,726.42 |
6,544.10 |
-182.32 |
-2.7% |
7,033.62 |
Close |
6,875.84 |
6,594.44 |
-281.40 |
-4.1% |
7,062.93 |
Range |
252.80 |
329.91 |
77.11 |
30.5% |
407.40 |
ATR |
229.84 |
237.12 |
7.28 |
3.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,660.58 |
7,457.42 |
6,775.89 |
|
R3 |
7,330.67 |
7,127.51 |
6,685.17 |
|
R2 |
7,000.76 |
7,000.76 |
6,654.92 |
|
R1 |
6,797.60 |
6,797.60 |
6,624.68 |
6,734.23 |
PP |
6,670.85 |
6,670.85 |
6,670.85 |
6,639.16 |
S1 |
6,467.69 |
6,467.69 |
6,564.20 |
6,404.32 |
S2 |
6,340.94 |
6,340.94 |
6,533.96 |
|
S3 |
6,011.03 |
6,137.78 |
6,503.71 |
|
S4 |
5,681.12 |
5,807.87 |
6,412.99 |
|
|
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 |
7,195.46 |
6,544.10 |
651.36 |
9.9% |
239.60 |
3.6% |
8% |
False |
True |
|
10 |
7,469.29 |
6,544.10 |
925.19 |
14.0% |
249.46 |
3.8% |
5% |
False |
True |
|
20 |
8,315.07 |
6,544.10 |
1,770.97 |
26.9% |
233.17 |
3.5% |
3% |
False |
True |
|
40 |
8,996.94 |
6,544.10 |
2,452.84 |
37.2% |
230.00 |
3.5% |
2% |
False |
True |
|
60 |
9,088.06 |
6,544.10 |
2,543.96 |
38.6% |
230.55 |
3.5% |
2% |
False |
True |
|
80 |
9,159.58 |
6,544.10 |
2,615.48 |
39.7% |
285.83 |
4.3% |
2% |
False |
True |
|
100 |
9,794.37 |
6,544.10 |
3,250.27 |
49.3% |
341.22 |
5.2% |
2% |
False |
True |
|
120 |
11,483.05 |
6,544.10 |
4,938.95 |
74.9% |
361.29 |
5.5% |
1% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,276.13 |
2.618 |
7,737.71 |
1.618 |
7,407.80 |
1.000 |
7,203.92 |
0.618 |
7,077.89 |
HIGH |
6,874.01 |
0.618 |
6,747.98 |
0.500 |
6,709.06 |
0.382 |
6,670.13 |
LOW |
6,544.10 |
0.618 |
6,340.22 |
1.000 |
6,214.19 |
1.618 |
6,010.31 |
2.618 |
5,680.40 |
4.250 |
5,141.98 |
|
|
Fisher Pivots for day following 05-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
6,709.06 |
6,761.66 |
PP |
6,670.85 |
6,705.92 |
S1 |
6,632.65 |
6,650.18 |
|