Trading Metrics calculated at close of trading on 18-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2009 |
18-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
1,152.25 |
1,191.75 |
39.50 |
3.4% |
1,076.75 |
High |
1,192.25 |
1,225.25 |
33.00 |
2.8% |
1,176.00 |
Low |
1,148.25 |
1,180.00 |
31.75 |
2.8% |
1,040.25 |
Close |
1,191.25 |
1,213.75 |
22.50 |
1.9% |
1,169.50 |
Range |
44.00 |
45.25 |
1.25 |
2.8% |
135.75 |
ATR |
44.66 |
44.70 |
0.04 |
0.1% |
0.00 |
Volume |
114,924 |
104,635 |
-10,289 |
-9.0% |
1,941,044 |
|
Daily Pivots for day following 18-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,342.00 |
1,323.25 |
1,238.75 |
|
R3 |
1,296.75 |
1,278.00 |
1,226.25 |
|
R2 |
1,251.50 |
1,251.50 |
1,222.00 |
|
R1 |
1,232.75 |
1,232.75 |
1,218.00 |
1,242.00 |
PP |
1,206.25 |
1,206.25 |
1,206.25 |
1,211.00 |
S1 |
1,187.50 |
1,187.50 |
1,209.50 |
1,197.00 |
S2 |
1,161.00 |
1,161.00 |
1,205.50 |
|
S3 |
1,115.75 |
1,142.25 |
1,201.25 |
|
S4 |
1,070.50 |
1,097.00 |
1,188.75 |
|
|
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 |
1,225.25 |
1,111.75 |
113.50 |
9.4% |
42.00 |
3.5% |
90% |
True |
False |
194,765 |
10 |
1,225.25 |
1,040.25 |
185.00 |
15.2% |
45.50 |
3.8% |
94% |
True |
False |
312,271 |
20 |
1,225.25 |
1,040.25 |
185.00 |
15.2% |
45.00 |
3.7% |
94% |
True |
False |
348,975 |
40 |
1,286.00 |
1,040.25 |
245.75 |
20.2% |
44.75 |
3.7% |
71% |
False |
False |
335,994 |
60 |
1,287.00 |
1,040.25 |
246.75 |
20.3% |
42.75 |
3.5% |
70% |
False |
False |
294,826 |
80 |
1,287.00 |
1,021.00 |
266.00 |
21.9% |
47.50 |
3.9% |
72% |
False |
False |
241,485 |
100 |
1,392.00 |
1,021.00 |
371.00 |
30.6% |
53.00 |
4.4% |
52% |
False |
False |
193,216 |
120 |
1,719.75 |
1,021.00 |
698.75 |
57.6% |
60.75 |
5.0% |
28% |
False |
False |
161,038 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,417.50 |
2.618 |
1,343.75 |
1.618 |
1,298.50 |
1.000 |
1,270.50 |
0.618 |
1,253.25 |
HIGH |
1,225.25 |
0.618 |
1,208.00 |
0.500 |
1,202.50 |
0.382 |
1,197.25 |
LOW |
1,180.00 |
0.618 |
1,152.00 |
1.000 |
1,134.75 |
1.618 |
1,106.75 |
2.618 |
1,061.50 |
4.250 |
987.75 |
|
|
Fisher Pivots for day following 18-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
1,210.00 |
1,204.00 |
PP |
1,206.25 |
1,194.25 |
S1 |
1,202.50 |
1,184.50 |
|