Trading Metrics calculated at close of trading on 11-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2009 |
11-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
3,681.5 |
3,865.5 |
184.0 |
5.0% |
3,773.5 |
High |
3,908.0 |
3,995.0 |
87.0 |
2.2% |
3,935.0 |
Low |
3,667.0 |
3,828.0 |
161.0 |
4.4% |
3,621.0 |
Close |
3,885.5 |
3,911.5 |
26.0 |
0.7% |
3,656.0 |
Range |
241.0 |
167.0 |
-74.0 |
-30.7% |
314.0 |
ATR |
177.0 |
176.3 |
-0.7 |
-0.4% |
0.0 |
Volume |
198,507 |
196,011 |
-2,496 |
-1.3% |
995,764 |
|
Daily Pivots for day following 11-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,412.5 |
4,329.0 |
4,003.4 |
|
R3 |
4,245.5 |
4,162.0 |
3,957.4 |
|
R2 |
4,078.5 |
4,078.5 |
3,942.1 |
|
R1 |
3,995.0 |
3,995.0 |
3,926.8 |
4,036.8 |
PP |
3,911.5 |
3,911.5 |
3,911.5 |
3,932.4 |
S1 |
3,828.0 |
3,828.0 |
3,896.2 |
3,869.8 |
S2 |
3,744.5 |
3,744.5 |
3,880.9 |
|
S3 |
3,577.5 |
3,661.0 |
3,865.6 |
|
S4 |
3,410.5 |
3,494.0 |
3,819.7 |
|
|
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 |
3,995.0 |
3,588.5 |
406.5 |
10.4% |
177.4 |
4.5% |
79% |
True |
False |
202,293 |
10 |
3,995.0 |
3,588.5 |
406.5 |
10.4% |
159.2 |
4.1% |
79% |
True |
False |
196,602 |
20 |
4,548.0 |
3,588.5 |
959.5 |
24.5% |
157.1 |
4.0% |
34% |
False |
False |
191,378 |
40 |
4,720.0 |
3,588.5 |
1,131.5 |
28.9% |
167.0 |
4.3% |
29% |
False |
False |
178,095 |
60 |
5,138.5 |
3,588.5 |
1,550.0 |
39.6% |
160.0 |
4.1% |
21% |
False |
False |
142,035 |
80 |
5,138.5 |
3,588.5 |
1,550.0 |
39.6% |
183.8 |
4.7% |
21% |
False |
False |
106,941 |
100 |
5,458.0 |
3,588.5 |
1,869.5 |
47.8% |
209.3 |
5.4% |
17% |
False |
False |
85,757 |
120 |
6,353.5 |
3,588.5 |
2,765.0 |
70.7% |
217.8 |
5.6% |
12% |
False |
False |
71,789 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,704.8 |
2.618 |
4,432.2 |
1.618 |
4,265.2 |
1.000 |
4,162.0 |
0.618 |
4,098.2 |
HIGH |
3,995.0 |
0.618 |
3,931.2 |
0.500 |
3,911.5 |
0.382 |
3,891.8 |
LOW |
3,828.0 |
0.618 |
3,724.8 |
1.000 |
3,661.0 |
1.618 |
3,557.8 |
2.618 |
3,390.8 |
4.250 |
3,118.3 |
|
|
Fisher Pivots for day following 11-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
3,911.5 |
3,871.6 |
PP |
3,911.5 |
3,831.7 |
S1 |
3,911.5 |
3,791.8 |
|