Trading Metrics calculated at close of trading on 18-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2009 |
18-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
4,038.5 |
4,049.0 |
10.5 |
0.3% |
3,674.0 |
High |
4,058.5 |
4,088.5 |
30.0 |
0.7% |
4,054.0 |
Low |
3,947.0 |
3,947.0 |
0.0 |
0.0% |
3,588.5 |
Close |
3,989.5 |
3,992.5 |
3.0 |
0.1% |
3,958.5 |
Range |
111.5 |
141.5 |
30.0 |
26.9% |
465.5 |
ATR |
166.0 |
164.2 |
-1.7 |
-1.1% |
0.0 |
Volume |
218,861 |
204,926 |
-13,935 |
-6.4% |
962,297 |
|
Daily Pivots for day following 18-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,433.8 |
4,354.7 |
4,070.3 |
|
R3 |
4,292.3 |
4,213.2 |
4,031.4 |
|
R2 |
4,150.8 |
4,150.8 |
4,018.4 |
|
R1 |
4,071.7 |
4,071.7 |
4,005.5 |
4,040.5 |
PP |
4,009.3 |
4,009.3 |
4,009.3 |
3,993.8 |
S1 |
3,930.2 |
3,930.2 |
3,979.5 |
3,899.0 |
S2 |
3,867.8 |
3,867.8 |
3,966.6 |
|
S3 |
3,726.3 |
3,788.7 |
3,953.6 |
|
S4 |
3,584.8 |
3,647.2 |
3,914.7 |
|
|
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 |
4,088.5 |
3,801.0 |
287.5 |
7.2% |
134.4 |
3.4% |
67% |
True |
False |
193,260 |
10 |
4,088.5 |
3,588.5 |
500.0 |
12.5% |
155.9 |
3.9% |
81% |
True |
False |
197,776 |
20 |
4,279.0 |
3,588.5 |
690.5 |
17.3% |
158.7 |
4.0% |
59% |
False |
False |
195,000 |
40 |
4,694.0 |
3,588.5 |
1,105.5 |
27.7% |
159.9 |
4.0% |
37% |
False |
False |
183,920 |
60 |
5,138.5 |
3,588.5 |
1,550.0 |
38.8% |
157.2 |
3.9% |
26% |
False |
False |
157,154 |
80 |
5,138.5 |
3,588.5 |
1,550.0 |
38.8% |
174.7 |
4.4% |
26% |
False |
False |
118,919 |
100 |
5,385.0 |
3,588.5 |
1,796.5 |
45.0% |
199.6 |
5.0% |
22% |
False |
False |
95,378 |
120 |
6,318.5 |
3,588.5 |
2,730.0 |
68.4% |
214.8 |
5.4% |
15% |
False |
False |
79,619 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,689.9 |
2.618 |
4,458.9 |
1.618 |
4,317.4 |
1.000 |
4,230.0 |
0.618 |
4,175.9 |
HIGH |
4,088.5 |
0.618 |
4,034.4 |
0.500 |
4,017.8 |
0.382 |
4,001.1 |
LOW |
3,947.0 |
0.618 |
3,859.6 |
1.000 |
3,805.5 |
1.618 |
3,718.1 |
2.618 |
3,576.6 |
4.250 |
3,345.6 |
|
|
Fisher Pivots for day following 18-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
4,017.8 |
4,017.8 |
PP |
4,009.3 |
4,009.3 |
S1 |
4,000.9 |
4,000.9 |
|