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 |
1,084.00 |
1,076.75 |
-7.25 |
-0.7% |
1,114.25 |
High |
1,089.50 |
1,087.75 |
-1.75 |
-0.2% |
1,125.00 |
Low |
1,043.00 |
1,040.25 |
-2.75 |
-0.3% |
1,043.00 |
Close |
1,076.50 |
1,047.00 |
-29.50 |
-2.7% |
1,076.50 |
Range |
46.50 |
47.50 |
1.00 |
2.2% |
82.00 |
ATR |
45.11 |
45.28 |
0.17 |
0.4% |
0.00 |
Volume |
426,158 |
455,925 |
29,767 |
7.0% |
2,020,489 |
|
Daily Pivots for day following 09-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,200.75 |
1,171.50 |
1,073.00 |
|
R3 |
1,153.25 |
1,124.00 |
1,060.00 |
|
R2 |
1,105.75 |
1,105.75 |
1,055.75 |
|
R1 |
1,076.50 |
1,076.50 |
1,051.25 |
1,067.50 |
PP |
1,058.25 |
1,058.25 |
1,058.25 |
1,053.75 |
S1 |
1,029.00 |
1,029.00 |
1,042.75 |
1,020.00 |
S2 |
1,010.75 |
1,010.75 |
1,038.25 |
|
S3 |
963.25 |
981.50 |
1,034.00 |
|
S4 |
915.75 |
934.00 |
1,021.00 |
|
|
Weekly Pivots for week ending 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,327.50 |
1,284.00 |
1,121.50 |
|
R3 |
1,245.50 |
1,202.00 |
1,099.00 |
|
R2 |
1,163.50 |
1,163.50 |
1,091.50 |
|
R1 |
1,120.00 |
1,120.00 |
1,084.00 |
1,100.75 |
PP |
1,081.50 |
1,081.50 |
1,081.50 |
1,072.00 |
S1 |
1,038.00 |
1,038.00 |
1,069.00 |
1,018.75 |
S2 |
999.50 |
999.50 |
1,061.50 |
|
S3 |
917.50 |
956.00 |
1,054.00 |
|
S4 |
835.50 |
874.00 |
1,031.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,125.00 |
1,040.25 |
84.75 |
8.1% |
48.25 |
4.6% |
8% |
False |
True |
414,923 |
10 |
1,184.25 |
1,040.25 |
144.00 |
13.8% |
45.00 |
4.3% |
5% |
False |
True |
402,833 |
20 |
1,286.00 |
1,040.25 |
245.75 |
23.5% |
43.50 |
4.1% |
3% |
False |
True |
376,155 |
40 |
1,286.00 |
1,040.25 |
245.75 |
23.5% |
45.50 |
4.4% |
3% |
False |
True |
340,556 |
60 |
1,287.00 |
1,040.25 |
246.75 |
23.6% |
43.75 |
4.2% |
3% |
False |
True |
291,562 |
80 |
1,287.00 |
1,021.00 |
266.00 |
25.4% |
50.50 |
4.8% |
10% |
False |
False |
218,823 |
100 |
1,501.75 |
1,021.00 |
480.75 |
45.9% |
57.50 |
5.5% |
5% |
False |
False |
175,083 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,289.50 |
2.618 |
1,212.00 |
1.618 |
1,164.50 |
1.000 |
1,135.25 |
0.618 |
1,117.00 |
HIGH |
1,087.75 |
0.618 |
1,069.50 |
0.500 |
1,064.00 |
0.382 |
1,058.50 |
LOW |
1,040.25 |
0.618 |
1,011.00 |
1.000 |
992.75 |
1.618 |
963.50 |
2.618 |
916.00 |
4.250 |
838.50 |
|
|
Fisher Pivots for day following 09-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
1,064.00 |
1,081.25 |
PP |
1,058.25 |
1,069.75 |
S1 |
1,052.75 |
1,058.50 |
|