Trading Metrics calculated at close of trading on 13-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2009 |
13-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
3,874.5 |
4,008.5 |
134.0 |
3.5% |
3,674.0 |
High |
4,012.0 |
4,054.0 |
42.0 |
1.0% |
4,054.0 |
Low |
3,801.0 |
3,936.5 |
135.5 |
3.6% |
3,588.5 |
Close |
3,952.5 |
3,958.5 |
6.0 |
0.2% |
3,958.5 |
Range |
211.0 |
117.5 |
-93.5 |
-44.3% |
465.5 |
ATR |
178.8 |
174.4 |
-4.4 |
-2.4% |
0.0 |
Volume |
201,983 |
172,519 |
-29,464 |
-14.6% |
962,297 |
|
Daily Pivots for day following 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,335.5 |
4,264.5 |
4,023.1 |
|
R3 |
4,218.0 |
4,147.0 |
3,990.8 |
|
R2 |
4,100.5 |
4,100.5 |
3,980.0 |
|
R1 |
4,029.5 |
4,029.5 |
3,969.3 |
4,006.3 |
PP |
3,983.0 |
3,983.0 |
3,983.0 |
3,971.4 |
S1 |
3,912.0 |
3,912.0 |
3,947.7 |
3,888.8 |
S2 |
3,865.5 |
3,865.5 |
3,937.0 |
|
S3 |
3,748.0 |
3,794.5 |
3,926.2 |
|
S4 |
3,630.5 |
3,677.0 |
3,893.9 |
|
|
Weekly Pivots for week ending 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,263.5 |
5,076.5 |
4,214.5 |
|
R3 |
4,798.0 |
4,611.0 |
4,086.5 |
|
R2 |
4,332.5 |
4,332.5 |
4,043.8 |
|
R1 |
4,145.5 |
4,145.5 |
4,001.2 |
4,239.0 |
PP |
3,867.0 |
3,867.0 |
3,867.0 |
3,913.8 |
S1 |
3,680.0 |
3,680.0 |
3,915.8 |
3,773.5 |
S2 |
3,401.5 |
3,401.5 |
3,873.2 |
|
S3 |
2,936.0 |
3,214.5 |
3,830.5 |
|
S4 |
2,470.5 |
2,749.0 |
3,702.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,054.0 |
3,588.5 |
465.5 |
11.8% |
171.4 |
4.3% |
79% |
True |
False |
192,459 |
10 |
4,054.0 |
3,588.5 |
465.5 |
11.8% |
163.6 |
4.1% |
79% |
True |
False |
195,806 |
20 |
4,513.5 |
3,588.5 |
925.0 |
23.4% |
161.6 |
4.1% |
40% |
False |
False |
191,887 |
40 |
4,694.0 |
3,588.5 |
1,105.5 |
27.9% |
165.0 |
4.2% |
33% |
False |
False |
178,824 |
60 |
5,138.5 |
3,588.5 |
1,550.0 |
39.2% |
160.1 |
4.0% |
24% |
False |
False |
148,135 |
80 |
5,138.5 |
3,588.5 |
1,550.0 |
39.2% |
181.1 |
4.6% |
24% |
False |
False |
111,581 |
100 |
5,385.0 |
3,588.5 |
1,796.5 |
45.4% |
204.6 |
5.2% |
21% |
False |
False |
89,484 |
120 |
6,353.5 |
3,588.5 |
2,765.0 |
69.8% |
216.9 |
5.5% |
13% |
False |
False |
74,766 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,553.4 |
2.618 |
4,361.6 |
1.618 |
4,244.1 |
1.000 |
4,171.5 |
0.618 |
4,126.6 |
HIGH |
4,054.0 |
0.618 |
4,009.1 |
0.500 |
3,995.3 |
0.382 |
3,981.4 |
LOW |
3,936.5 |
0.618 |
3,863.9 |
1.000 |
3,819.0 |
1.618 |
3,746.4 |
2.618 |
3,628.9 |
4.250 |
3,437.1 |
|
|
Fisher Pivots for day following 13-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
3,995.3 |
3,948.2 |
PP |
3,983.0 |
3,937.8 |
S1 |
3,970.8 |
3,927.5 |
|