Trading Metrics calculated at close of trading on 09-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2009 |
09-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
1,854.0 |
1,816.0 |
-38.0 |
-2.0% |
1,937.0 |
High |
1,868.0 |
1,829.0 |
-39.0 |
-2.1% |
1,942.0 |
Low |
1,784.0 |
1,761.0 |
-23.0 |
-1.3% |
1,784.0 |
Close |
1,808.0 |
1,811.0 |
3.0 |
0.2% |
1,808.0 |
Range |
84.0 |
68.0 |
-16.0 |
-19.0% |
158.0 |
ATR |
89.4 |
87.9 |
-1.5 |
-1.7% |
0.0 |
Volume |
1,991,569 |
1,749,371 |
-242,198 |
-12.2% |
7,055,692 |
|
Daily Pivots for day following 09-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,004.3 |
1,975.7 |
1,848.4 |
|
R3 |
1,936.3 |
1,907.7 |
1,829.7 |
|
R2 |
1,868.3 |
1,868.3 |
1,823.5 |
|
R1 |
1,839.7 |
1,839.7 |
1,817.2 |
1,820.0 |
PP |
1,800.3 |
1,800.3 |
1,800.3 |
1,790.5 |
S1 |
1,771.7 |
1,771.7 |
1,804.8 |
1,752.0 |
S2 |
1,732.3 |
1,732.3 |
1,798.5 |
|
S3 |
1,664.3 |
1,703.7 |
1,792.3 |
|
S4 |
1,596.3 |
1,635.7 |
1,773.6 |
|
|
Weekly Pivots for week ending 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,318.7 |
2,221.3 |
1,894.9 |
|
R3 |
2,160.7 |
2,063.3 |
1,851.5 |
|
R2 |
2,002.7 |
2,002.7 |
1,837.0 |
|
R1 |
1,905.3 |
1,905.3 |
1,822.5 |
1,875.0 |
PP |
1,844.7 |
1,844.7 |
1,844.7 |
1,829.5 |
S1 |
1,747.3 |
1,747.3 |
1,793.5 |
1,717.0 |
S2 |
1,686.7 |
1,686.7 |
1,779.0 |
|
S3 |
1,528.7 |
1,589.3 |
1,764.6 |
|
S4 |
1,370.7 |
1,431.3 |
1,721.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,942.0 |
1,761.0 |
181.0 |
10.0% |
80.4 |
4.4% |
28% |
False |
True |
1,761,012 |
10 |
2,066.0 |
1,761.0 |
305.0 |
16.8% |
83.3 |
4.6% |
16% |
False |
True |
1,678,746 |
20 |
2,368.0 |
1,761.0 |
607.0 |
33.5% |
77.7 |
4.3% |
8% |
False |
True |
1,553,805 |
40 |
2,551.0 |
1,761.0 |
790.0 |
43.6% |
84.4 |
4.7% |
6% |
False |
True |
1,422,510 |
60 |
2,619.0 |
1,761.0 |
858.0 |
47.4% |
85.2 |
4.7% |
6% |
False |
True |
1,131,367 |
80 |
2,709.0 |
1,761.0 |
948.0 |
52.3% |
98.2 |
5.4% |
5% |
False |
True |
850,072 |
100 |
2,878.0 |
1,761.0 |
1,117.0 |
61.7% |
112.6 |
6.2% |
4% |
False |
True |
681,464 |
120 |
3,349.0 |
1,761.0 |
1,588.0 |
87.7% |
117.2 |
6.5% |
3% |
False |
True |
571,534 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,118.0 |
2.618 |
2,007.0 |
1.618 |
1,939.0 |
1.000 |
1,897.0 |
0.618 |
1,871.0 |
HIGH |
1,829.0 |
0.618 |
1,803.0 |
0.500 |
1,795.0 |
0.382 |
1,787.0 |
LOW |
1,761.0 |
0.618 |
1,719.0 |
1.000 |
1,693.0 |
1.618 |
1,651.0 |
2.618 |
1,583.0 |
4.250 |
1,472.0 |
|
|
Fisher Pivots for day following 09-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
1,805.7 |
1,844.0 |
PP |
1,800.3 |
1,833.0 |
S1 |
1,795.0 |
1,822.0 |
|