Trading Metrics calculated at close of trading on 11-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2009 |
11-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
1,045.25 |
1,105.00 |
59.75 |
5.7% |
1,114.25 |
High |
1,112.50 |
1,135.75 |
23.25 |
2.1% |
1,125.00 |
Low |
1,041.75 |
1,105.00 |
63.25 |
6.1% |
1,043.00 |
Close |
1,106.00 |
1,125.00 |
19.00 |
1.7% |
1,076.50 |
Range |
70.75 |
30.75 |
-40.00 |
-56.5% |
82.00 |
ATR |
47.10 |
45.93 |
-1.17 |
-2.5% |
0.00 |
Volume |
421,893 |
418,341 |
-3,552 |
-0.8% |
2,020,489 |
|
Daily Pivots for day following 11-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,214.25 |
1,200.25 |
1,142.00 |
|
R3 |
1,183.50 |
1,169.50 |
1,133.50 |
|
R2 |
1,152.75 |
1,152.75 |
1,130.75 |
|
R1 |
1,138.75 |
1,138.75 |
1,127.75 |
1,145.75 |
PP |
1,122.00 |
1,122.00 |
1,122.00 |
1,125.50 |
S1 |
1,108.00 |
1,108.00 |
1,122.25 |
1,115.00 |
S2 |
1,091.25 |
1,091.25 |
1,119.25 |
|
S3 |
1,060.50 |
1,077.25 |
1,116.50 |
|
S4 |
1,029.75 |
1,046.50 |
1,108.00 |
|
|
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 |
1,135.75 |
1,040.25 |
95.50 |
8.5% |
49.25 |
4.4% |
89% |
True |
False |
429,778 |
10 |
1,175.00 |
1,040.25 |
134.75 |
12.0% |
46.50 |
4.1% |
63% |
False |
False |
410,039 |
20 |
1,255.00 |
1,040.25 |
214.75 |
19.1% |
44.00 |
3.9% |
39% |
False |
False |
390,365 |
40 |
1,286.00 |
1,040.25 |
245.75 |
21.8% |
46.00 |
4.1% |
34% |
False |
False |
349,012 |
60 |
1,287.00 |
1,040.25 |
246.75 |
21.9% |
44.00 |
3.9% |
34% |
False |
False |
305,066 |
80 |
1,287.00 |
1,021.00 |
266.00 |
23.6% |
50.00 |
4.4% |
39% |
False |
False |
229,325 |
100 |
1,392.00 |
1,021.00 |
371.00 |
33.0% |
55.50 |
4.9% |
28% |
False |
False |
183,484 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,266.50 |
2.618 |
1,216.25 |
1.618 |
1,185.50 |
1.000 |
1,166.50 |
0.618 |
1,154.75 |
HIGH |
1,135.75 |
0.618 |
1,124.00 |
0.500 |
1,120.50 |
0.382 |
1,116.75 |
LOW |
1,105.00 |
0.618 |
1,086.00 |
1.000 |
1,074.25 |
1.618 |
1,055.25 |
2.618 |
1,024.50 |
4.250 |
974.25 |
|
|
Fisher Pivots for day following 11-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
1,123.50 |
1,112.75 |
PP |
1,122.00 |
1,100.25 |
S1 |
1,120.50 |
1,088.00 |
|