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 |
729.57 |
704.44 |
-25.13 |
-3.4% |
773.25 |
High |
729.57 |
711.67 |
-17.90 |
-2.5% |
780.12 |
Low |
699.70 |
692.30 |
-7.40 |
-1.1% |
734.52 |
Close |
700.82 |
696.33 |
-4.49 |
-0.6% |
735.09 |
Range |
29.87 |
19.37 |
-10.50 |
-35.2% |
45.60 |
ATR |
26.92 |
26.38 |
-0.54 |
-2.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
758.21 |
746.64 |
706.98 |
|
R3 |
738.84 |
727.27 |
701.66 |
|
R2 |
719.47 |
719.47 |
699.88 |
|
R1 |
707.90 |
707.90 |
698.11 |
704.00 |
PP |
700.10 |
700.10 |
700.10 |
698.15 |
S1 |
688.53 |
688.53 |
694.55 |
684.63 |
S2 |
680.73 |
680.73 |
692.78 |
|
S3 |
661.36 |
669.16 |
691.00 |
|
S4 |
641.99 |
649.79 |
685.68 |
|
|
Weekly Pivots for week ending 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
886.71 |
856.50 |
760.17 |
|
R3 |
841.11 |
810.90 |
747.63 |
|
R2 |
795.51 |
795.51 |
743.45 |
|
R1 |
765.30 |
765.30 |
739.27 |
757.61 |
PP |
749.91 |
749.91 |
749.91 |
746.06 |
S1 |
719.70 |
719.70 |
730.91 |
712.01 |
S2 |
704.31 |
704.31 |
726.73 |
|
S3 |
658.71 |
674.10 |
722.55 |
|
S4 |
613.11 |
628.50 |
710.01 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
780.12 |
692.30 |
87.82 |
12.6% |
24.18 |
3.5% |
5% |
False |
True |
|
10 |
797.58 |
692.30 |
105.28 |
15.1% |
24.79 |
3.6% |
4% |
False |
True |
|
20 |
875.01 |
692.30 |
182.71 |
26.2% |
24.63 |
3.5% |
2% |
False |
True |
|
40 |
943.85 |
692.30 |
251.55 |
36.1% |
25.25 |
3.6% |
2% |
False |
True |
|
60 |
943.85 |
692.30 |
251.55 |
36.1% |
26.31 |
3.8% |
2% |
False |
True |
|
80 |
1,001.84 |
692.30 |
309.54 |
44.5% |
31.79 |
4.6% |
1% |
False |
True |
|
100 |
1,044.31 |
692.30 |
352.01 |
50.6% |
37.67 |
5.4% |
1% |
False |
True |
|
120 |
1,265.12 |
692.30 |
572.82 |
82.3% |
39.61 |
5.7% |
1% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
793.99 |
2.618 |
762.38 |
1.618 |
743.01 |
1.000 |
731.04 |
0.618 |
723.64 |
HIGH |
711.67 |
0.618 |
704.27 |
0.500 |
701.99 |
0.382 |
699.70 |
LOW |
692.30 |
0.618 |
680.33 |
1.000 |
672.93 |
1.618 |
660.96 |
2.618 |
641.59 |
4.250 |
609.98 |
|
|
Fisher Pivots for day following 03-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
701.99 |
721.79 |
PP |
700.10 |
713.30 |
S1 |
698.22 |
704.82 |
|