Trading Metrics calculated at close of trading on 10-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2009 |
10-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
3,520.5 |
3,518.0 |
-2.5 |
-0.1% |
3,715.0 |
High |
3,551.0 |
3,730.0 |
179.0 |
5.0% |
3,731.0 |
Low |
3,443.0 |
3,498.0 |
55.0 |
1.6% |
3,456.0 |
Close |
3,528.5 |
3,704.0 |
175.5 |
5.0% |
3,513.0 |
Range |
108.0 |
232.0 |
124.0 |
114.8% |
275.0 |
ATR |
149.7 |
155.6 |
5.9 |
3.9% |
0.0 |
Volume |
143,919 |
163,212 |
19,293 |
13.4% |
831,951 |
|
Daily Pivots for day following 10-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,340.0 |
4,254.0 |
3,831.5 |
|
R3 |
4,108.0 |
4,022.0 |
3,768.0 |
|
R2 |
3,876.0 |
3,876.0 |
3,746.5 |
|
R1 |
3,790.0 |
3,790.0 |
3,725.5 |
3,833.0 |
PP |
3,644.0 |
3,644.0 |
3,644.0 |
3,665.5 |
S1 |
3,558.0 |
3,558.0 |
3,682.5 |
3,601.0 |
S2 |
3,412.0 |
3,412.0 |
3,661.5 |
|
S3 |
3,180.0 |
3,326.0 |
3,640.0 |
|
S4 |
2,948.0 |
3,094.0 |
3,576.5 |
|
|
Weekly Pivots for week ending 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,391.5 |
4,227.5 |
3,664.0 |
|
R3 |
4,116.5 |
3,952.5 |
3,588.5 |
|
R2 |
3,841.5 |
3,841.5 |
3,563.5 |
|
R1 |
3,677.5 |
3,677.5 |
3,538.0 |
3,622.0 |
PP |
3,566.5 |
3,566.5 |
3,566.5 |
3,539.0 |
S1 |
3,402.5 |
3,402.5 |
3,488.0 |
3,347.0 |
S2 |
3,291.5 |
3,291.5 |
3,462.5 |
|
S3 |
3,016.5 |
3,127.5 |
3,437.5 |
|
S4 |
2,741.5 |
2,852.5 |
3,362.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,730.0 |
3,443.0 |
287.0 |
7.7% |
153.0 |
4.1% |
91% |
True |
False |
159,813 |
10 |
3,950.0 |
3,443.0 |
507.0 |
13.7% |
151.5 |
4.1% |
51% |
False |
False |
155,827 |
20 |
4,283.5 |
3,443.0 |
840.5 |
22.7% |
139.5 |
3.8% |
31% |
False |
False |
137,051 |
40 |
4,443.0 |
3,443.0 |
1,000.0 |
27.0% |
140.0 |
3.8% |
26% |
False |
False |
132,958 |
60 |
4,649.0 |
3,443.0 |
1,206.0 |
32.6% |
134.5 |
3.6% |
22% |
False |
False |
118,535 |
80 |
4,649.0 |
3,443.0 |
1,206.0 |
32.6% |
147.0 |
4.0% |
22% |
False |
False |
89,185 |
100 |
4,649.0 |
3,443.0 |
1,206.0 |
32.6% |
158.0 |
4.3% |
22% |
False |
False |
71,382 |
120 |
5,442.5 |
3,443.0 |
1,999.5 |
54.0% |
166.5 |
4.5% |
13% |
False |
False |
59,613 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,716.0 |
2.618 |
4,337.5 |
1.618 |
4,105.5 |
1.000 |
3,962.0 |
0.618 |
3,873.5 |
HIGH |
3,730.0 |
0.618 |
3,641.5 |
0.500 |
3,614.0 |
0.382 |
3,586.5 |
LOW |
3,498.0 |
0.618 |
3,354.5 |
1.000 |
3,266.0 |
1.618 |
3,122.5 |
2.618 |
2,890.5 |
4.250 |
2,512.0 |
|
|
Fisher Pivots for day following 10-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
3,674.0 |
3,665.0 |
PP |
3,644.0 |
3,625.5 |
S1 |
3,614.0 |
3,586.5 |
|