Trading Metrics calculated at close of trading on 12-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2009 |
12-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
1,105.00 |
1,125.50 |
20.50 |
1.9% |
1,114.25 |
High |
1,135.75 |
1,167.75 |
32.00 |
2.8% |
1,125.00 |
Low |
1,105.00 |
1,111.75 |
6.75 |
0.6% |
1,043.00 |
Close |
1,125.00 |
1,164.50 |
39.50 |
3.5% |
1,076.50 |
Range |
30.75 |
56.00 |
25.25 |
82.1% |
82.00 |
ATR |
45.93 |
46.65 |
0.72 |
1.6% |
0.00 |
Volume |
418,341 |
420,617 |
2,276 |
0.5% |
2,020,489 |
|
Daily Pivots for day following 12-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,316.00 |
1,296.25 |
1,195.25 |
|
R3 |
1,260.00 |
1,240.25 |
1,180.00 |
|
R2 |
1,204.00 |
1,204.00 |
1,174.75 |
|
R1 |
1,184.25 |
1,184.25 |
1,169.75 |
1,194.00 |
PP |
1,148.00 |
1,148.00 |
1,148.00 |
1,153.00 |
S1 |
1,128.25 |
1,128.25 |
1,159.25 |
1,138.00 |
S2 |
1,092.00 |
1,092.00 |
1,154.25 |
|
S3 |
1,036.00 |
1,072.25 |
1,149.00 |
|
S4 |
980.00 |
1,016.25 |
1,133.75 |
|
|
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 |
1,167.75 |
1,040.25 |
127.50 |
10.9% |
50.25 |
4.3% |
97% |
True |
False |
428,586 |
10 |
1,167.75 |
1,040.25 |
127.50 |
10.9% |
47.25 |
4.1% |
97% |
True |
False |
410,137 |
20 |
1,255.00 |
1,040.25 |
214.75 |
18.4% |
45.00 |
3.9% |
58% |
False |
False |
390,225 |
40 |
1,286.00 |
1,040.25 |
245.75 |
21.1% |
46.75 |
4.0% |
51% |
False |
False |
353,908 |
60 |
1,287.00 |
1,040.25 |
246.75 |
21.2% |
43.50 |
3.7% |
50% |
False |
False |
307,626 |
80 |
1,287.00 |
1,021.00 |
266.00 |
22.8% |
49.00 |
4.2% |
54% |
False |
False |
234,582 |
100 |
1,392.00 |
1,021.00 |
371.00 |
31.9% |
54.75 |
4.7% |
39% |
False |
False |
187,690 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,405.75 |
2.618 |
1,314.25 |
1.618 |
1,258.25 |
1.000 |
1,223.75 |
0.618 |
1,202.25 |
HIGH |
1,167.75 |
0.618 |
1,146.25 |
0.500 |
1,139.75 |
0.382 |
1,133.25 |
LOW |
1,111.75 |
0.618 |
1,077.25 |
1.000 |
1,055.75 |
1.618 |
1,021.25 |
2.618 |
965.25 |
4.250 |
873.75 |
|
|
Fisher Pivots for day following 12-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
1,156.25 |
1,144.50 |
PP |
1,148.00 |
1,124.75 |
S1 |
1,139.75 |
1,104.75 |
|