| 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 |
940.3 |
928.0 |
-12.3 |
-1.3% |
994.3 |
| High |
959.5 |
933.5 |
-26.0 |
-2.7% |
999.6 |
| Low |
921.0 |
905.7 |
-15.3 |
-1.7% |
927.0 |
| Close |
940.0 |
913.6 |
-26.4 |
-2.8% |
942.5 |
| Range |
38.5 |
27.8 |
-10.7 |
-27.8% |
72.6 |
| ATR |
29.4 |
29.8 |
0.3 |
1.2% |
0.0 |
| Volume |
148,526 |
124,350 |
-24,176 |
-16.3% |
703,917 |
|
| Daily Pivots for day following 03-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,001.0 |
985.1 |
928.9 |
|
| R3 |
973.2 |
957.3 |
921.2 |
|
| R2 |
945.4 |
945.4 |
918.7 |
|
| R1 |
929.5 |
929.5 |
916.1 |
923.6 |
| PP |
917.6 |
917.6 |
917.6 |
914.6 |
| S1 |
901.7 |
901.7 |
911.1 |
895.8 |
| S2 |
889.8 |
889.8 |
908.5 |
|
| S3 |
862.0 |
873.9 |
906.0 |
|
| S4 |
834.2 |
846.1 |
898.3 |
|
|
| Weekly Pivots for week ending 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,174.2 |
1,130.9 |
982.4 |
|
| R3 |
1,101.6 |
1,058.3 |
962.5 |
|
| R2 |
1,029.0 |
1,029.0 |
955.8 |
|
| R1 |
985.7 |
985.7 |
949.2 |
971.1 |
| PP |
956.4 |
956.4 |
956.4 |
949.0 |
| S1 |
913.1 |
913.1 |
935.8 |
898.5 |
| S2 |
883.8 |
883.8 |
929.2 |
|
| S3 |
811.2 |
840.5 |
922.5 |
|
| S4 |
738.6 |
767.9 |
902.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
979.7 |
905.7 |
74.0 |
8.1% |
32.6 |
3.6% |
11% |
False |
True |
140,508 |
| 10 |
1,007.7 |
905.7 |
102.0 |
11.2% |
30.5 |
3.3% |
8% |
False |
True |
134,861 |
| 20 |
1,007.7 |
890.3 |
117.4 |
12.9% |
26.9 |
2.9% |
20% |
False |
False |
118,881 |
| 40 |
1,007.7 |
803.6 |
204.1 |
22.3% |
27.8 |
3.0% |
54% |
False |
False |
76,366 |
| 60 |
1,007.7 |
743.5 |
264.2 |
28.9% |
26.5 |
2.9% |
64% |
False |
False |
51,530 |
| 80 |
1,007.7 |
703.5 |
304.2 |
33.3% |
25.8 |
2.8% |
69% |
False |
False |
38,935 |
| 100 |
1,007.7 |
689.7 |
318.0 |
34.8% |
27.4 |
3.0% |
70% |
False |
False |
31,300 |
| 120 |
1,007.7 |
689.7 |
318.0 |
34.8% |
27.0 |
3.0% |
70% |
False |
False |
26,244 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,051.7 |
|
2.618 |
1,006.3 |
|
1.618 |
978.5 |
|
1.000 |
961.3 |
|
0.618 |
950.7 |
|
HIGH |
933.5 |
|
0.618 |
922.9 |
|
0.500 |
919.6 |
|
0.382 |
916.3 |
|
LOW |
905.7 |
|
0.618 |
888.5 |
|
1.000 |
877.9 |
|
1.618 |
860.7 |
|
2.618 |
832.9 |
|
4.250 |
787.6 |
|
|
| Fisher Pivots for day following 03-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
919.6 |
934.9 |
| PP |
917.6 |
927.8 |
| S1 |
915.6 |
920.7 |
|