Trading Metrics calculated at close of trading on 17-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2009 |
17-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
4,005.0 |
4,038.5 |
33.5 |
0.8% |
3,674.0 |
High |
4,073.0 |
4,058.5 |
-14.5 |
-0.4% |
4,054.0 |
Low |
3,982.5 |
3,947.0 |
-35.5 |
-0.9% |
3,588.5 |
Close |
4,031.5 |
3,989.5 |
-42.0 |
-1.0% |
3,958.5 |
Range |
90.5 |
111.5 |
21.0 |
23.2% |
465.5 |
ATR |
170.1 |
166.0 |
-4.2 |
-2.5% |
0.0 |
Volume |
168,011 |
218,861 |
50,850 |
30.3% |
962,297 |
|
Daily Pivots for day following 17-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,332.8 |
4,272.7 |
4,050.8 |
|
R3 |
4,221.3 |
4,161.2 |
4,020.2 |
|
R2 |
4,109.8 |
4,109.8 |
4,009.9 |
|
R1 |
4,049.7 |
4,049.7 |
3,999.7 |
4,024.0 |
PP |
3,998.3 |
3,998.3 |
3,998.3 |
3,985.5 |
S1 |
3,938.2 |
3,938.2 |
3,979.3 |
3,912.5 |
S2 |
3,886.8 |
3,886.8 |
3,969.1 |
|
S3 |
3,775.3 |
3,826.7 |
3,958.8 |
|
S4 |
3,663.8 |
3,715.2 |
3,928.2 |
|
|
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 |
3,801.0 |
272.0 |
6.8% |
139.5 |
3.5% |
69% |
False |
False |
191,477 |
10 |
4,073.0 |
3,588.5 |
484.5 |
12.1% |
162.8 |
4.1% |
83% |
False |
False |
197,140 |
20 |
4,279.0 |
3,588.5 |
690.5 |
17.3% |
158.2 |
4.0% |
58% |
False |
False |
194,467 |
40 |
4,694.0 |
3,588.5 |
1,105.5 |
27.7% |
161.5 |
4.0% |
36% |
False |
False |
178,797 |
60 |
5,138.5 |
3,588.5 |
1,550.0 |
38.9% |
157.7 |
4.0% |
26% |
False |
False |
154,307 |
80 |
5,138.5 |
3,588.5 |
1,550.0 |
38.9% |
175.8 |
4.4% |
26% |
False |
False |
116,376 |
100 |
5,385.0 |
3,588.5 |
1,796.5 |
45.0% |
200.0 |
5.0% |
22% |
False |
False |
93,341 |
120 |
6,345.0 |
3,588.5 |
2,756.5 |
69.1% |
215.3 |
5.4% |
15% |
False |
False |
77,919 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,532.4 |
2.618 |
4,350.4 |
1.618 |
4,238.9 |
1.000 |
4,170.0 |
0.618 |
4,127.4 |
HIGH |
4,058.5 |
0.618 |
4,015.9 |
0.500 |
4,002.8 |
0.382 |
3,989.6 |
LOW |
3,947.0 |
0.618 |
3,878.1 |
1.000 |
3,835.5 |
1.618 |
3,766.6 |
2.618 |
3,655.1 |
4.250 |
3,473.1 |
|
|
Fisher Pivots for day following 17-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
4,002.8 |
4,004.8 |
PP |
3,998.3 |
3,999.7 |
S1 |
3,993.9 |
3,994.6 |
|