Trading Metrics calculated at close of trading on 20-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2009 |
20-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
4,037.0 |
4,007.0 |
-30.0 |
-0.7% |
4,005.0 |
High |
4,137.5 |
4,084.0 |
-53.5 |
-1.3% |
4,137.5 |
Low |
4,002.5 |
3,998.0 |
-4.5 |
-0.1% |
3,947.0 |
Close |
4,045.5 |
4,072.8 |
27.3 |
0.7% |
4,072.8 |
Range |
135.0 |
86.0 |
-49.0 |
-36.3% |
190.5 |
ATR |
162.8 |
157.3 |
-5.5 |
-3.4% |
0.0 |
Volume |
224,329 |
24,382 |
-199,947 |
-89.1% |
840,509 |
|
Daily Pivots for day following 20-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,309.6 |
4,277.2 |
4,120.1 |
|
R3 |
4,223.6 |
4,191.2 |
4,096.5 |
|
R2 |
4,137.6 |
4,137.6 |
4,088.6 |
|
R1 |
4,105.2 |
4,105.2 |
4,080.7 |
4,121.4 |
PP |
4,051.6 |
4,051.6 |
4,051.6 |
4,059.7 |
S1 |
4,019.2 |
4,019.2 |
4,064.9 |
4,035.4 |
S2 |
3,965.6 |
3,965.6 |
4,057.0 |
|
S3 |
3,879.6 |
3,933.2 |
4,049.2 |
|
S4 |
3,793.6 |
3,847.2 |
4,025.5 |
|
|
Weekly Pivots for week ending 20-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,623.9 |
4,538.9 |
4,177.6 |
|
R3 |
4,433.4 |
4,348.4 |
4,125.2 |
|
R2 |
4,242.9 |
4,242.9 |
4,107.7 |
|
R1 |
4,157.9 |
4,157.9 |
4,090.3 |
4,200.4 |
PP |
4,052.4 |
4,052.4 |
4,052.4 |
4,073.7 |
S1 |
3,967.4 |
3,967.4 |
4,055.3 |
4,009.9 |
S2 |
3,861.9 |
3,861.9 |
4,037.9 |
|
S3 |
3,671.4 |
3,776.9 |
4,020.4 |
|
S4 |
3,480.9 |
3,586.4 |
3,968.0 |
|
|
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 |
3,947.0 |
190.5 |
4.7% |
112.9 |
2.8% |
66% |
False |
False |
168,101 |
10 |
4,137.5 |
3,588.5 |
549.0 |
13.5% |
142.2 |
3.5% |
88% |
False |
False |
180,280 |
20 |
4,137.5 |
3,588.5 |
549.0 |
13.5% |
155.3 |
3.8% |
88% |
False |
False |
188,798 |
40 |
4,694.0 |
3,588.5 |
1,105.5 |
27.1% |
155.1 |
3.8% |
44% |
False |
False |
180,160 |
60 |
5,138.5 |
3,588.5 |
1,550.0 |
38.1% |
154.6 |
3.8% |
31% |
False |
False |
159,714 |
80 |
5,138.5 |
3,588.5 |
1,550.0 |
38.1% |
171.1 |
4.2% |
31% |
False |
False |
122,006 |
100 |
5,385.0 |
3,588.5 |
1,796.5 |
44.1% |
196.0 |
4.8% |
27% |
False |
False |
97,852 |
120 |
6,318.5 |
3,588.5 |
2,730.0 |
67.0% |
215.0 |
5.3% |
18% |
False |
False |
81,678 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,449.5 |
2.618 |
4,309.1 |
1.618 |
4,223.1 |
1.000 |
4,170.0 |
0.618 |
4,137.1 |
HIGH |
4,084.0 |
0.618 |
4,051.1 |
0.500 |
4,041.0 |
0.382 |
4,030.9 |
LOW |
3,998.0 |
0.618 |
3,944.9 |
1.000 |
3,912.0 |
1.618 |
3,858.9 |
2.618 |
3,772.9 |
4.250 |
3,632.5 |
|
|
Fisher Pivots for day following 20-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
4,062.2 |
4,062.6 |
PP |
4,051.6 |
4,052.4 |
S1 |
4,041.0 |
4,042.3 |
|