Trading Metrics calculated at close of trading on 19-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2009 |
19-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
779.00 |
794.50 |
15.50 |
2.0% |
688.75 |
High |
804.00 |
805.50 |
1.50 |
0.2% |
761.25 |
Low |
765.50 |
781.50 |
16.00 |
2.1% |
670.75 |
Close |
795.50 |
784.25 |
-11.25 |
-1.4% |
757.75 |
Range |
38.50 |
24.00 |
-14.50 |
-37.7% |
90.50 |
ATR |
31.26 |
30.74 |
-0.52 |
-1.7% |
0.00 |
Volume |
700,058 |
561,493 |
-138,565 |
-19.8% |
14,527,009 |
|
Daily Pivots for day following 19-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
862.50 |
847.25 |
797.50 |
|
R3 |
838.50 |
823.25 |
790.75 |
|
R2 |
814.50 |
814.50 |
788.75 |
|
R1 |
799.25 |
799.25 |
786.50 |
795.00 |
PP |
790.50 |
790.50 |
790.50 |
788.25 |
S1 |
775.25 |
775.25 |
782.00 |
771.00 |
S2 |
766.50 |
766.50 |
779.75 |
|
S3 |
742.50 |
751.25 |
777.75 |
|
S4 |
718.50 |
727.25 |
771.00 |
|
|
Weekly Pivots for week ending 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,001.50 |
970.00 |
807.50 |
|
R3 |
911.00 |
879.50 |
782.75 |
|
R2 |
820.50 |
820.50 |
774.25 |
|
R1 |
789.00 |
789.00 |
766.00 |
804.75 |
PP |
730.00 |
730.00 |
730.00 |
737.75 |
S1 |
698.50 |
698.50 |
749.50 |
714.25 |
S2 |
639.50 |
639.50 |
741.25 |
|
S3 |
549.00 |
608.00 |
732.75 |
|
S4 |
458.50 |
517.50 |
708.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
805.50 |
742.25 |
63.25 |
8.1% |
27.50 |
3.5% |
66% |
True |
False |
1,030,603 |
10 |
805.50 |
665.75 |
139.75 |
17.8% |
30.50 |
3.9% |
85% |
True |
False |
2,103,507 |
20 |
805.50 |
665.75 |
139.75 |
17.8% |
31.75 |
4.0% |
85% |
True |
False |
2,499,288 |
40 |
876.00 |
665.75 |
210.25 |
26.8% |
30.25 |
3.8% |
56% |
False |
False |
2,475,857 |
60 |
942.75 |
665.75 |
277.00 |
35.3% |
29.50 |
3.7% |
43% |
False |
False |
2,198,816 |
80 |
942.75 |
665.75 |
277.00 |
35.3% |
33.50 |
4.3% |
43% |
False |
False |
1,838,194 |
100 |
1,006.50 |
665.75 |
340.75 |
43.4% |
38.50 |
4.9% |
35% |
False |
False |
1,471,480 |
120 |
1,222.75 |
665.75 |
557.00 |
71.0% |
45.00 |
5.7% |
21% |
False |
False |
1,227,370 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
907.50 |
2.618 |
868.25 |
1.618 |
844.25 |
1.000 |
829.50 |
0.618 |
820.25 |
HIGH |
805.50 |
0.618 |
796.25 |
0.500 |
793.50 |
0.382 |
790.75 |
LOW |
781.50 |
0.618 |
766.75 |
1.000 |
757.50 |
1.618 |
742.75 |
2.618 |
718.75 |
4.250 |
679.50 |
|
|
Fisher Pivots for day following 19-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
793.50 |
782.00 |
PP |
790.50 |
779.75 |
S1 |
787.25 |
777.50 |
|