Trading Metrics calculated at close of trading on 16-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2009 |
16-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
1,159.00 |
1,169.00 |
10.00 |
0.9% |
1,076.75 |
High |
1,176.00 |
1,182.00 |
6.00 |
0.5% |
1,176.00 |
Low |
1,149.25 |
1,144.00 |
-5.25 |
-0.5% |
1,040.25 |
Close |
1,169.50 |
1,153.75 |
-15.75 |
-1.3% |
1,169.50 |
Range |
26.75 |
38.00 |
11.25 |
42.1% |
135.75 |
ATR |
45.23 |
44.71 |
-0.52 |
-1.1% |
0.00 |
Volume |
224,268 |
109,381 |
-114,887 |
-51.2% |
1,941,044 |
|
Daily Pivots for day following 16-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,274.00 |
1,251.75 |
1,174.75 |
|
R3 |
1,236.00 |
1,213.75 |
1,164.25 |
|
R2 |
1,198.00 |
1,198.00 |
1,160.75 |
|
R1 |
1,175.75 |
1,175.75 |
1,157.25 |
1,168.00 |
PP |
1,160.00 |
1,160.00 |
1,160.00 |
1,156.00 |
S1 |
1,137.75 |
1,137.75 |
1,150.25 |
1,130.00 |
S2 |
1,122.00 |
1,122.00 |
1,146.75 |
|
S3 |
1,084.00 |
1,099.75 |
1,143.25 |
|
S4 |
1,046.00 |
1,061.75 |
1,132.75 |
|
|
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 |
1,182.00 |
1,041.75 |
140.25 |
12.2% |
44.50 |
3.9% |
80% |
True |
False |
318,900 |
10 |
1,182.00 |
1,040.25 |
141.75 |
12.3% |
46.50 |
4.0% |
80% |
True |
False |
366,911 |
20 |
1,227.00 |
1,040.25 |
186.75 |
16.2% |
44.50 |
3.9% |
61% |
False |
False |
371,493 |
40 |
1,286.00 |
1,040.25 |
245.75 |
21.3% |
45.50 |
4.0% |
46% |
False |
False |
347,880 |
60 |
1,287.00 |
1,040.25 |
246.75 |
21.4% |
42.75 |
3.7% |
46% |
False |
False |
301,782 |
80 |
1,287.00 |
1,021.00 |
266.00 |
23.1% |
48.25 |
4.2% |
50% |
False |
False |
238,744 |
100 |
1,392.00 |
1,021.00 |
371.00 |
32.2% |
53.75 |
4.7% |
36% |
False |
False |
191,023 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,343.50 |
2.618 |
1,281.50 |
1.618 |
1,243.50 |
1.000 |
1,220.00 |
0.618 |
1,205.50 |
HIGH |
1,182.00 |
0.618 |
1,167.50 |
0.500 |
1,163.00 |
0.382 |
1,158.50 |
LOW |
1,144.00 |
0.618 |
1,120.50 |
1.000 |
1,106.00 |
1.618 |
1,082.50 |
2.618 |
1,044.50 |
4.250 |
982.50 |
|
|
Fisher Pivots for day following 16-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
1,163.00 |
1,151.50 |
PP |
1,160.00 |
1,149.25 |
S1 |
1,156.75 |
1,147.00 |
|