Trading Metrics calculated at close of trading on 12-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2009 |
12-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
3,865.5 |
3,874.5 |
9.0 |
0.2% |
3,773.5 |
High |
3,995.0 |
4,012.0 |
17.0 |
0.4% |
3,935.0 |
Low |
3,828.0 |
3,801.0 |
-27.0 |
-0.7% |
3,621.0 |
Close |
3,911.5 |
3,952.5 |
41.0 |
1.0% |
3,656.0 |
Range |
167.0 |
211.0 |
44.0 |
26.3% |
314.0 |
ATR |
176.3 |
178.8 |
2.5 |
1.4% |
0.0 |
Volume |
196,011 |
201,983 |
5,972 |
3.0% |
995,764 |
|
Daily Pivots for day following 12-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,554.8 |
4,464.7 |
4,068.6 |
|
R3 |
4,343.8 |
4,253.7 |
4,010.5 |
|
R2 |
4,132.8 |
4,132.8 |
3,991.2 |
|
R1 |
4,042.7 |
4,042.7 |
3,971.8 |
4,087.8 |
PP |
3,921.8 |
3,921.8 |
3,921.8 |
3,944.4 |
S1 |
3,831.7 |
3,831.7 |
3,933.2 |
3,876.8 |
S2 |
3,710.8 |
3,710.8 |
3,913.8 |
|
S3 |
3,499.8 |
3,620.7 |
3,894.5 |
|
S4 |
3,288.8 |
3,409.7 |
3,836.5 |
|
|
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 |
4,012.0 |
3,588.5 |
423.5 |
10.7% |
178.1 |
4.5% |
86% |
True |
False |
200,816 |
10 |
4,012.0 |
3,588.5 |
423.5 |
10.7% |
166.2 |
4.2% |
86% |
True |
False |
197,848 |
20 |
4,526.0 |
3,588.5 |
937.5 |
23.7% |
163.7 |
4.1% |
39% |
False |
False |
193,413 |
40 |
4,695.0 |
3,588.5 |
1,106.5 |
28.0% |
169.6 |
4.3% |
33% |
False |
False |
179,465 |
60 |
5,138.5 |
3,588.5 |
1,550.0 |
39.2% |
159.7 |
4.0% |
23% |
False |
False |
145,324 |
80 |
5,138.5 |
3,588.5 |
1,550.0 |
39.2% |
183.6 |
4.6% |
23% |
False |
False |
109,449 |
100 |
5,385.0 |
3,588.5 |
1,796.5 |
45.5% |
208.3 |
5.3% |
20% |
False |
False |
87,768 |
120 |
6,353.5 |
3,588.5 |
2,765.0 |
70.0% |
218.1 |
5.5% |
13% |
False |
False |
73,419 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,908.8 |
2.618 |
4,564.4 |
1.618 |
4,353.4 |
1.000 |
4,223.0 |
0.618 |
4,142.4 |
HIGH |
4,012.0 |
0.618 |
3,931.4 |
0.500 |
3,906.5 |
0.382 |
3,881.6 |
LOW |
3,801.0 |
0.618 |
3,670.6 |
1.000 |
3,590.0 |
1.618 |
3,459.6 |
2.618 |
3,248.6 |
4.250 |
2,904.3 |
|
|
Fisher Pivots for day following 12-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
3,937.2 |
3,914.8 |
PP |
3,921.8 |
3,877.2 |
S1 |
3,906.5 |
3,839.5 |
|