Trading Metrics calculated at close of trading on 13-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2009 |
13-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
1,125.50 |
1,159.00 |
33.50 |
3.0% |
1,076.75 |
High |
1,167.75 |
1,176.00 |
8.25 |
0.7% |
1,176.00 |
Low |
1,111.75 |
1,149.25 |
37.50 |
3.4% |
1,040.25 |
Close |
1,164.50 |
1,169.50 |
5.00 |
0.4% |
1,169.50 |
Range |
56.00 |
26.75 |
-29.25 |
-52.2% |
135.75 |
ATR |
46.65 |
45.23 |
-1.42 |
-3.0% |
0.00 |
Volume |
420,617 |
224,268 |
-196,349 |
-46.7% |
1,941,044 |
|
Daily Pivots for day following 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,245.25 |
1,234.00 |
1,184.25 |
|
R3 |
1,218.50 |
1,207.25 |
1,176.75 |
|
R2 |
1,191.75 |
1,191.75 |
1,174.50 |
|
R1 |
1,180.50 |
1,180.50 |
1,172.00 |
1,186.00 |
PP |
1,165.00 |
1,165.00 |
1,165.00 |
1,167.75 |
S1 |
1,153.75 |
1,153.75 |
1,167.00 |
1,159.50 |
S2 |
1,138.25 |
1,138.25 |
1,164.50 |
|
S3 |
1,111.50 |
1,127.00 |
1,162.25 |
|
S4 |
1,084.75 |
1,100.25 |
1,154.75 |
|
|
Weekly Pivots for week ending 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,535.75 |
1,488.50 |
1,244.25 |
|
R3 |
1,400.00 |
1,352.75 |
1,206.75 |
|
R2 |
1,264.25 |
1,264.25 |
1,194.50 |
|
R1 |
1,217.00 |
1,217.00 |
1,182.00 |
1,240.50 |
PP |
1,128.50 |
1,128.50 |
1,128.50 |
1,140.50 |
S1 |
1,081.25 |
1,081.25 |
1,157.00 |
1,105.00 |
S2 |
992.75 |
992.75 |
1,144.50 |
|
S3 |
857.00 |
945.50 |
1,132.25 |
|
S4 |
721.25 |
809.75 |
1,094.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,176.00 |
1,040.25 |
135.75 |
11.6% |
46.25 |
4.0% |
95% |
True |
False |
388,208 |
10 |
1,176.00 |
1,040.25 |
135.75 |
11.6% |
46.75 |
4.0% |
95% |
True |
False |
396,153 |
20 |
1,255.00 |
1,040.25 |
214.75 |
18.4% |
44.00 |
3.8% |
60% |
False |
False |
386,659 |
40 |
1,286.00 |
1,040.25 |
245.75 |
21.0% |
46.00 |
3.9% |
53% |
False |
False |
352,384 |
60 |
1,287.00 |
1,040.25 |
246.75 |
21.1% |
43.00 |
3.7% |
52% |
False |
False |
305,110 |
80 |
1,287.00 |
1,021.00 |
266.00 |
22.7% |
48.25 |
4.1% |
56% |
False |
False |
237,382 |
100 |
1,392.00 |
1,021.00 |
371.00 |
31.7% |
54.00 |
4.6% |
40% |
False |
False |
189,930 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,289.75 |
2.618 |
1,246.00 |
1.618 |
1,219.25 |
1.000 |
1,202.75 |
0.618 |
1,192.50 |
HIGH |
1,176.00 |
0.618 |
1,165.75 |
0.500 |
1,162.50 |
0.382 |
1,159.50 |
LOW |
1,149.25 |
0.618 |
1,132.75 |
1.000 |
1,122.50 |
1.618 |
1,106.00 |
2.618 |
1,079.25 |
4.250 |
1,035.50 |
|
|
Fisher Pivots for day following 13-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
1,167.25 |
1,159.75 |
PP |
1,165.00 |
1,150.25 |
S1 |
1,162.50 |
1,140.50 |
|