Trading Metrics calculated at close of trading on 19-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2009 |
19-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
4,049.0 |
4,037.0 |
-12.0 |
-0.3% |
3,674.0 |
High |
4,088.5 |
4,137.5 |
49.0 |
1.2% |
4,054.0 |
Low |
3,947.0 |
4,002.5 |
55.5 |
1.4% |
3,588.5 |
Close |
3,992.5 |
4,045.5 |
53.0 |
1.3% |
3,958.5 |
Range |
141.5 |
135.0 |
-6.5 |
-4.6% |
465.5 |
ATR |
164.2 |
162.8 |
-1.4 |
-0.8% |
0.0 |
Volume |
204,926 |
224,329 |
19,403 |
9.5% |
962,297 |
|
Daily Pivots for day following 19-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,466.8 |
4,391.2 |
4,119.8 |
|
R3 |
4,331.8 |
4,256.2 |
4,082.6 |
|
R2 |
4,196.8 |
4,196.8 |
4,070.3 |
|
R1 |
4,121.2 |
4,121.2 |
4,057.9 |
4,159.0 |
PP |
4,061.8 |
4,061.8 |
4,061.8 |
4,080.8 |
S1 |
3,986.2 |
3,986.2 |
4,033.1 |
4,024.0 |
S2 |
3,926.8 |
3,926.8 |
4,020.8 |
|
S3 |
3,791.8 |
3,851.2 |
4,008.4 |
|
S4 |
3,656.8 |
3,716.2 |
3,971.3 |
|
|
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 |
4,137.5 |
3,936.5 |
201.0 |
5.0% |
119.2 |
2.9% |
54% |
True |
False |
197,729 |
10 |
4,137.5 |
3,588.5 |
549.0 |
13.6% |
148.7 |
3.7% |
83% |
True |
False |
199,272 |
20 |
4,143.0 |
3,588.5 |
554.5 |
13.7% |
159.5 |
3.9% |
82% |
False |
False |
198,313 |
40 |
4,694.0 |
3,588.5 |
1,105.5 |
27.3% |
157.6 |
3.9% |
41% |
False |
False |
184,418 |
60 |
5,138.5 |
3,588.5 |
1,550.0 |
38.3% |
156.1 |
3.9% |
29% |
False |
False |
160,258 |
80 |
5,138.5 |
3,588.5 |
1,550.0 |
38.3% |
174.4 |
4.3% |
29% |
False |
False |
121,715 |
100 |
5,385.0 |
3,588.5 |
1,796.5 |
44.4% |
198.6 |
4.9% |
25% |
False |
False |
97,617 |
120 |
6,318.5 |
3,588.5 |
2,730.0 |
67.5% |
214.9 |
5.3% |
17% |
False |
False |
81,482 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,711.3 |
2.618 |
4,490.9 |
1.618 |
4,355.9 |
1.000 |
4,272.5 |
0.618 |
4,220.9 |
HIGH |
4,137.5 |
0.618 |
4,085.9 |
0.500 |
4,070.0 |
0.382 |
4,054.1 |
LOW |
4,002.5 |
0.618 |
3,919.1 |
1.000 |
3,867.5 |
1.618 |
3,784.1 |
2.618 |
3,649.1 |
4.250 |
3,428.8 |
|
|
Fisher Pivots for day following 19-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
4,070.0 |
4,044.4 |
PP |
4,061.8 |
4,043.3 |
S1 |
4,053.7 |
4,042.3 |
|