Trading Metrics calculated at close of trading on 10-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2009 |
10-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
680.76 |
679.28 |
-1.48 |
-0.2% |
729.57 |
High |
695.27 |
719.60 |
24.33 |
3.5% |
729.57 |
Low |
672.88 |
679.28 |
6.40 |
1.0% |
666.79 |
Close |
676.53 |
719.60 |
43.07 |
6.4% |
683.38 |
Range |
22.39 |
40.32 |
17.93 |
80.1% |
62.78 |
ATR |
27.10 |
28.24 |
1.14 |
4.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
827.12 |
813.68 |
741.78 |
|
R3 |
786.80 |
773.36 |
730.69 |
|
R2 |
746.48 |
746.48 |
726.99 |
|
R1 |
733.04 |
733.04 |
723.30 |
739.76 |
PP |
706.16 |
706.16 |
706.16 |
709.52 |
S1 |
692.72 |
692.72 |
715.90 |
699.44 |
S2 |
665.84 |
665.84 |
712.21 |
|
S3 |
625.52 |
652.40 |
708.51 |
|
S4 |
585.20 |
612.08 |
697.42 |
|
|
Weekly Pivots for week ending 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
881.59 |
845.26 |
717.91 |
|
R3 |
818.81 |
782.48 |
700.64 |
|
R2 |
756.03 |
756.03 |
694.89 |
|
R1 |
719.70 |
719.70 |
689.13 |
706.48 |
PP |
693.25 |
693.25 |
693.25 |
686.63 |
S1 |
656.92 |
656.92 |
677.63 |
643.70 |
S2 |
630.47 |
630.47 |
671.87 |
|
S3 |
567.69 |
594.14 |
666.12 |
|
S4 |
504.91 |
531.36 |
648.85 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
724.12 |
666.79 |
57.33 |
8.0% |
30.17 |
4.2% |
92% |
False |
False |
|
10 |
780.12 |
666.79 |
113.33 |
15.7% |
27.18 |
3.8% |
47% |
False |
False |
|
20 |
868.05 |
666.79 |
201.26 |
28.0% |
26.54 |
3.7% |
26% |
False |
False |
|
40 |
890.40 |
666.79 |
223.61 |
31.1% |
26.63 |
3.7% |
24% |
False |
False |
|
60 |
943.85 |
666.79 |
277.06 |
38.5% |
25.61 |
3.6% |
19% |
False |
False |
|
80 |
943.85 |
666.79 |
277.06 |
38.5% |
31.10 |
4.3% |
19% |
False |
False |
|
100 |
1,007.51 |
666.79 |
340.72 |
47.3% |
35.08 |
4.9% |
15% |
False |
False |
|
120 |
1,265.12 |
666.79 |
598.33 |
83.1% |
39.32 |
5.5% |
9% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
890.96 |
2.618 |
825.16 |
1.618 |
784.84 |
1.000 |
759.92 |
0.618 |
744.52 |
HIGH |
719.60 |
0.618 |
704.20 |
0.500 |
699.44 |
0.382 |
694.68 |
LOW |
679.28 |
0.618 |
654.36 |
1.000 |
638.96 |
1.618 |
614.04 |
2.618 |
573.72 |
4.250 |
507.92 |
|
|
Fisher Pivots for day following 10-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
712.88 |
710.80 |
PP |
706.16 |
702.00 |
S1 |
699.44 |
693.20 |
|