Trading Metrics calculated at close of trading on 17-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2009 |
17-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
1,169.00 |
1,152.25 |
-16.75 |
-1.4% |
1,076.75 |
High |
1,182.00 |
1,192.25 |
10.25 |
0.9% |
1,176.00 |
Low |
1,144.00 |
1,148.25 |
4.25 |
0.4% |
1,040.25 |
Close |
1,153.75 |
1,191.25 |
37.50 |
3.3% |
1,169.50 |
Range |
38.00 |
44.00 |
6.00 |
15.8% |
135.75 |
ATR |
44.71 |
44.66 |
-0.05 |
-0.1% |
0.00 |
Volume |
109,381 |
114,924 |
5,543 |
5.1% |
1,941,044 |
|
Daily Pivots for day following 17-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,309.25 |
1,294.25 |
1,215.50 |
|
R3 |
1,265.25 |
1,250.25 |
1,203.25 |
|
R2 |
1,221.25 |
1,221.25 |
1,199.25 |
|
R1 |
1,206.25 |
1,206.25 |
1,195.25 |
1,213.75 |
PP |
1,177.25 |
1,177.25 |
1,177.25 |
1,181.00 |
S1 |
1,162.25 |
1,162.25 |
1,187.25 |
1,169.75 |
S2 |
1,133.25 |
1,133.25 |
1,183.25 |
|
S3 |
1,089.25 |
1,118.25 |
1,179.25 |
|
S4 |
1,045.25 |
1,074.25 |
1,167.00 |
|
|
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 |
1,192.25 |
1,105.00 |
87.25 |
7.3% |
39.00 |
3.3% |
99% |
True |
False |
257,506 |
10 |
1,192.25 |
1,040.25 |
152.00 |
12.8% |
47.25 |
4.0% |
99% |
True |
False |
338,534 |
20 |
1,204.00 |
1,040.25 |
163.75 |
13.7% |
44.50 |
3.7% |
92% |
False |
False |
362,909 |
40 |
1,286.00 |
1,040.25 |
245.75 |
20.6% |
45.75 |
3.8% |
61% |
False |
False |
341,139 |
60 |
1,287.00 |
1,040.25 |
246.75 |
20.7% |
42.75 |
3.6% |
61% |
False |
False |
297,996 |
80 |
1,287.00 |
1,021.00 |
266.00 |
22.3% |
48.00 |
4.0% |
64% |
False |
False |
240,179 |
100 |
1,392.00 |
1,021.00 |
371.00 |
31.1% |
53.50 |
4.5% |
46% |
False |
False |
192,172 |
120 |
1,719.75 |
1,021.00 |
698.75 |
58.7% |
60.75 |
5.1% |
24% |
False |
False |
160,166 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,379.25 |
2.618 |
1,307.50 |
1.618 |
1,263.50 |
1.000 |
1,236.25 |
0.618 |
1,219.50 |
HIGH |
1,192.25 |
0.618 |
1,175.50 |
0.500 |
1,170.25 |
0.382 |
1,165.00 |
LOW |
1,148.25 |
0.618 |
1,121.00 |
1.000 |
1,104.25 |
1.618 |
1,077.00 |
2.618 |
1,033.00 |
4.250 |
961.25 |
|
|
Fisher Pivots for day following 17-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
1,184.25 |
1,183.50 |
PP |
1,177.25 |
1,175.75 |
S1 |
1,170.25 |
1,168.00 |
|