Trading Metrics calculated at close of trading on 09-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2009 |
09-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
3,713.5 |
3,674.0 |
-39.5 |
-1.1% |
3,773.5 |
High |
3,772.0 |
3,709.0 |
-63.0 |
-1.7% |
3,935.0 |
Low |
3,621.0 |
3,588.5 |
-32.5 |
-0.9% |
3,621.0 |
Close |
3,656.0 |
3,696.0 |
40.0 |
1.1% |
3,656.0 |
Range |
151.0 |
120.5 |
-30.5 |
-20.2% |
314.0 |
ATR |
176.1 |
172.1 |
-4.0 |
-2.3% |
0.0 |
Volume |
214,305 |
193,277 |
-21,028 |
-9.8% |
995,764 |
|
Daily Pivots for day following 09-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,026.0 |
3,981.5 |
3,762.3 |
|
R3 |
3,905.5 |
3,861.0 |
3,729.1 |
|
R2 |
3,785.0 |
3,785.0 |
3,718.1 |
|
R1 |
3,740.5 |
3,740.5 |
3,707.0 |
3,762.8 |
PP |
3,664.5 |
3,664.5 |
3,664.5 |
3,675.6 |
S1 |
3,620.0 |
3,620.0 |
3,685.0 |
3,642.3 |
S2 |
3,544.0 |
3,544.0 |
3,673.9 |
|
S3 |
3,423.5 |
3,499.5 |
3,662.9 |
|
S4 |
3,303.0 |
3,379.0 |
3,629.7 |
|
|
Weekly Pivots for week ending 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,679.3 |
4,481.7 |
3,828.7 |
|
R3 |
4,365.3 |
4,167.7 |
3,742.4 |
|
R2 |
4,051.3 |
4,051.3 |
3,713.6 |
|
R1 |
3,853.7 |
3,853.7 |
3,684.8 |
3,795.5 |
PP |
3,737.3 |
3,737.3 |
3,737.3 |
3,708.3 |
S1 |
3,539.7 |
3,539.7 |
3,627.2 |
3,481.5 |
S2 |
3,423.3 |
3,423.3 |
3,598.4 |
|
S3 |
3,109.3 |
3,225.7 |
3,569.7 |
|
S4 |
2,795.3 |
2,911.7 |
3,483.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,935.0 |
3,588.5 |
346.5 |
9.4% |
155.8 |
4.2% |
31% |
False |
True |
201,880 |
10 |
3,992.5 |
3,588.5 |
404.0 |
10.9% |
154.6 |
4.2% |
27% |
False |
True |
197,553 |
20 |
4,694.0 |
3,588.5 |
1,105.5 |
29.9% |
152.1 |
4.1% |
10% |
False |
True |
187,747 |
40 |
4,953.5 |
3,588.5 |
1,365.0 |
36.9% |
165.1 |
4.5% |
8% |
False |
True |
174,977 |
60 |
5,138.5 |
3,588.5 |
1,550.0 |
41.9% |
159.3 |
4.3% |
7% |
False |
True |
135,592 |
80 |
5,183.0 |
3,588.5 |
1,594.5 |
43.1% |
185.1 |
5.0% |
7% |
False |
True |
102,030 |
100 |
5,458.0 |
3,588.5 |
1,869.5 |
50.6% |
213.4 |
5.8% |
6% |
False |
True |
81,822 |
120 |
6,392.5 |
3,588.5 |
2,804.0 |
75.9% |
216.2 |
5.8% |
4% |
False |
True |
68,568 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,221.1 |
2.618 |
4,024.5 |
1.618 |
3,904.0 |
1.000 |
3,829.5 |
0.618 |
3,783.5 |
HIGH |
3,709.0 |
0.618 |
3,663.0 |
0.500 |
3,648.8 |
0.382 |
3,634.5 |
LOW |
3,588.5 |
0.618 |
3,514.0 |
1.000 |
3,468.0 |
1.618 |
3,393.5 |
2.618 |
3,273.0 |
4.250 |
3,076.4 |
|
|
Fisher Pivots for day following 09-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
3,680.3 |
3,726.0 |
PP |
3,664.5 |
3,716.0 |
S1 |
3,648.8 |
3,706.0 |
|