Trading Metrics calculated at close of trading on 16-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2009 |
16-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
4,008.5 |
4,005.0 |
-3.5 |
-0.1% |
3,674.0 |
High |
4,054.0 |
4,073.0 |
19.0 |
0.5% |
4,054.0 |
Low |
3,936.5 |
3,982.5 |
46.0 |
1.2% |
3,588.5 |
Close |
3,958.5 |
4,031.5 |
73.0 |
1.8% |
3,958.5 |
Range |
117.5 |
90.5 |
-27.0 |
-23.0% |
465.5 |
ATR |
174.4 |
170.1 |
-4.3 |
-2.5% |
0.0 |
Volume |
172,519 |
168,011 |
-4,508 |
-2.6% |
962,297 |
|
Daily Pivots for day following 16-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,300.5 |
4,256.5 |
4,081.3 |
|
R3 |
4,210.0 |
4,166.0 |
4,056.4 |
|
R2 |
4,119.5 |
4,119.5 |
4,048.1 |
|
R1 |
4,075.5 |
4,075.5 |
4,039.8 |
4,097.5 |
PP |
4,029.0 |
4,029.0 |
4,029.0 |
4,040.0 |
S1 |
3,985.0 |
3,985.0 |
4,023.2 |
4,007.0 |
S2 |
3,938.5 |
3,938.5 |
4,014.9 |
|
S3 |
3,848.0 |
3,894.5 |
4,006.6 |
|
S4 |
3,757.5 |
3,804.0 |
3,981.7 |
|
|
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 |
4,073.0 |
3,667.0 |
406.0 |
10.1% |
165.4 |
4.1% |
90% |
True |
False |
187,406 |
10 |
4,073.0 |
3,588.5 |
484.5 |
12.0% |
160.6 |
4.0% |
91% |
True |
False |
194,643 |
20 |
4,345.5 |
3,588.5 |
757.0 |
18.8% |
159.9 |
4.0% |
59% |
False |
False |
192,582 |
40 |
4,694.0 |
3,588.5 |
1,105.5 |
27.4% |
163.1 |
4.0% |
40% |
False |
False |
177,767 |
60 |
5,138.5 |
3,588.5 |
1,550.0 |
38.4% |
159.6 |
4.0% |
29% |
False |
False |
150,834 |
80 |
5,138.5 |
3,588.5 |
1,550.0 |
38.4% |
177.2 |
4.4% |
29% |
False |
False |
113,658 |
100 |
5,385.0 |
3,588.5 |
1,796.5 |
44.6% |
202.4 |
5.0% |
25% |
False |
False |
91,157 |
120 |
6,353.5 |
3,588.5 |
2,765.0 |
68.6% |
215.8 |
5.4% |
16% |
False |
False |
76,110 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,457.6 |
2.618 |
4,309.9 |
1.618 |
4,219.4 |
1.000 |
4,163.5 |
0.618 |
4,128.9 |
HIGH |
4,073.0 |
0.618 |
4,038.4 |
0.500 |
4,027.8 |
0.382 |
4,017.1 |
LOW |
3,982.5 |
0.618 |
3,926.6 |
1.000 |
3,892.0 |
1.618 |
3,836.1 |
2.618 |
3,745.6 |
4.250 |
3,597.9 |
|
|
Fisher Pivots for day following 16-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
4,030.3 |
4,000.0 |
PP |
4,029.0 |
3,968.5 |
S1 |
4,027.8 |
3,937.0 |
|