Trading Metrics calculated at close of trading on 10-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2009 |
10-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
3,674.0 |
3,681.5 |
7.5 |
0.2% |
3,773.5 |
High |
3,709.0 |
3,908.0 |
199.0 |
5.4% |
3,935.0 |
Low |
3,588.5 |
3,667.0 |
78.5 |
2.2% |
3,621.0 |
Close |
3,696.0 |
3,885.5 |
189.5 |
5.1% |
3,656.0 |
Range |
120.5 |
241.0 |
120.5 |
100.0% |
314.0 |
ATR |
172.1 |
177.0 |
4.9 |
2.9% |
0.0 |
Volume |
193,277 |
198,507 |
5,230 |
2.7% |
995,764 |
|
Daily Pivots for day following 10-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,543.2 |
4,455.3 |
4,018.1 |
|
R3 |
4,302.2 |
4,214.3 |
3,951.8 |
|
R2 |
4,061.2 |
4,061.2 |
3,929.7 |
|
R1 |
3,973.3 |
3,973.3 |
3,907.6 |
4,017.3 |
PP |
3,820.2 |
3,820.2 |
3,820.2 |
3,842.1 |
S1 |
3,732.3 |
3,732.3 |
3,863.4 |
3,776.3 |
S2 |
3,579.2 |
3,579.2 |
3,841.3 |
|
S3 |
3,338.2 |
3,491.3 |
3,819.2 |
|
S4 |
3,097.2 |
3,250.3 |
3,753.0 |
|
|
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 |
8.9% |
186.0 |
4.8% |
86% |
False |
False |
202,804 |
10 |
3,992.5 |
3,588.5 |
404.0 |
10.4% |
161.5 |
4.2% |
74% |
False |
False |
196,504 |
20 |
4,653.5 |
3,588.5 |
1,065.0 |
27.4% |
159.5 |
4.1% |
28% |
False |
False |
191,414 |
40 |
4,809.0 |
3,588.5 |
1,220.5 |
31.4% |
166.2 |
4.3% |
24% |
False |
False |
176,320 |
60 |
5,138.5 |
3,588.5 |
1,550.0 |
39.9% |
159.9 |
4.1% |
19% |
False |
False |
138,877 |
80 |
5,183.0 |
3,588.5 |
1,594.5 |
41.0% |
185.0 |
4.8% |
19% |
False |
False |
104,506 |
100 |
5,458.0 |
3,588.5 |
1,869.5 |
48.1% |
212.4 |
5.5% |
16% |
False |
False |
83,802 |
120 |
6,353.5 |
3,588.5 |
2,765.0 |
71.2% |
217.4 |
5.6% |
11% |
False |
False |
70,205 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,932.3 |
2.618 |
4,538.9 |
1.618 |
4,297.9 |
1.000 |
4,149.0 |
0.618 |
4,056.9 |
HIGH |
3,908.0 |
0.618 |
3,815.9 |
0.500 |
3,787.5 |
0.382 |
3,759.1 |
LOW |
3,667.0 |
0.618 |
3,518.1 |
1.000 |
3,426.0 |
1.618 |
3,277.1 |
2.618 |
3,036.1 |
4.250 |
2,642.8 |
|
|
Fisher Pivots for day following 10-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
3,852.8 |
3,839.8 |
PP |
3,820.2 |
3,794.0 |
S1 |
3,787.5 |
3,748.3 |
|