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 |
1,076.75 |
1,045.25 |
-31.50 |
-2.9% |
1,114.25 |
High |
1,087.75 |
1,112.50 |
24.75 |
2.3% |
1,125.00 |
Low |
1,040.25 |
1,041.75 |
1.50 |
0.1% |
1,043.00 |
Close |
1,047.00 |
1,106.00 |
59.00 |
5.6% |
1,076.50 |
Range |
47.50 |
70.75 |
23.25 |
48.9% |
82.00 |
ATR |
45.28 |
47.10 |
1.82 |
4.0% |
0.00 |
Volume |
455,925 |
421,893 |
-34,032 |
-7.5% |
2,020,489 |
|
Daily Pivots for day following 10-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,299.00 |
1,273.25 |
1,145.00 |
|
R3 |
1,228.25 |
1,202.50 |
1,125.50 |
|
R2 |
1,157.50 |
1,157.50 |
1,119.00 |
|
R1 |
1,131.75 |
1,131.75 |
1,112.50 |
1,144.50 |
PP |
1,086.75 |
1,086.75 |
1,086.75 |
1,093.25 |
S1 |
1,061.00 |
1,061.00 |
1,099.50 |
1,074.00 |
S2 |
1,016.00 |
1,016.00 |
1,093.00 |
|
S3 |
945.25 |
990.25 |
1,086.50 |
|
S4 |
874.50 |
919.50 |
1,067.00 |
|
|
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 |
7.7% |
55.50 |
5.0% |
78% |
False |
False |
419,562 |
10 |
1,184.25 |
1,040.25 |
144.00 |
13.0% |
47.50 |
4.3% |
46% |
False |
False |
407,234 |
20 |
1,286.00 |
1,040.25 |
245.75 |
22.2% |
45.50 |
4.1% |
27% |
False |
False |
380,368 |
40 |
1,286.00 |
1,040.25 |
245.75 |
22.2% |
46.25 |
4.2% |
27% |
False |
False |
344,684 |
60 |
1,287.00 |
1,040.25 |
246.75 |
22.3% |
44.50 |
4.0% |
27% |
False |
False |
298,495 |
80 |
1,287.00 |
1,021.00 |
266.00 |
24.1% |
50.50 |
4.6% |
32% |
False |
False |
224,096 |
100 |
1,392.00 |
1,021.00 |
371.00 |
33.5% |
56.75 |
5.1% |
23% |
False |
False |
179,301 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,413.25 |
2.618 |
1,297.75 |
1.618 |
1,227.00 |
1.000 |
1,183.25 |
0.618 |
1,156.25 |
HIGH |
1,112.50 |
0.618 |
1,085.50 |
0.500 |
1,077.00 |
0.382 |
1,068.75 |
LOW |
1,041.75 |
0.618 |
998.00 |
1.000 |
971.00 |
1.618 |
927.25 |
2.618 |
856.50 |
4.250 |
741.00 |
|
|
Fisher Pivots for day following 10-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
1,096.50 |
1,096.00 |
PP |
1,086.75 |
1,086.25 |
S1 |
1,077.00 |
1,076.50 |
|