Trading Metrics calculated at close of trading on 11-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2009 |
11-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
3,518.0 |
3,701.0 |
183.0 |
5.2% |
3,715.0 |
High |
3,730.0 |
3,763.5 |
33.5 |
0.9% |
3,731.0 |
Low |
3,498.0 |
3,648.0 |
150.0 |
4.3% |
3,456.0 |
Close |
3,704.0 |
3,694.5 |
-9.5 |
-0.3% |
3,513.0 |
Range |
232.0 |
115.5 |
-116.5 |
-50.2% |
275.0 |
ATR |
155.6 |
152.7 |
-2.9 |
-1.8% |
0.0 |
Volume |
163,212 |
161,637 |
-1,575 |
-1.0% |
831,951 |
|
Daily Pivots for day following 11-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,048.5 |
3,987.0 |
3,758.0 |
|
R3 |
3,933.0 |
3,871.5 |
3,726.5 |
|
R2 |
3,817.5 |
3,817.5 |
3,715.5 |
|
R1 |
3,756.0 |
3,756.0 |
3,705.0 |
3,729.0 |
PP |
3,702.0 |
3,702.0 |
3,702.0 |
3,688.5 |
S1 |
3,640.5 |
3,640.5 |
3,684.0 |
3,613.5 |
S2 |
3,586.5 |
3,586.5 |
3,673.5 |
|
S3 |
3,471.0 |
3,525.0 |
3,662.5 |
|
S4 |
3,355.5 |
3,409.5 |
3,631.0 |
|
|
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 |
3,763.5 |
3,443.0 |
320.5 |
8.7% |
147.0 |
4.0% |
78% |
True |
False |
150,510 |
10 |
3,950.0 |
3,443.0 |
507.0 |
13.7% |
151.5 |
4.1% |
50% |
False |
False |
156,599 |
20 |
4,268.5 |
3,443.0 |
825.5 |
22.3% |
137.0 |
3.7% |
30% |
False |
False |
141,269 |
40 |
4,388.5 |
3,443.0 |
945.5 |
25.6% |
140.0 |
3.8% |
27% |
False |
False |
134,568 |
60 |
4,649.0 |
3,443.0 |
1,206.0 |
32.6% |
135.5 |
3.7% |
21% |
False |
False |
121,100 |
80 |
4,649.0 |
3,443.0 |
1,206.0 |
32.6% |
147.0 |
4.0% |
21% |
False |
False |
91,205 |
100 |
4,649.0 |
3,443.0 |
1,206.0 |
32.6% |
155.0 |
4.2% |
21% |
False |
False |
72,995 |
120 |
5,442.5 |
3,443.0 |
1,999.5 |
54.1% |
166.5 |
4.5% |
13% |
False |
False |
60,960 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,254.5 |
2.618 |
4,066.0 |
1.618 |
3,950.5 |
1.000 |
3,879.0 |
0.618 |
3,835.0 |
HIGH |
3,763.5 |
0.618 |
3,719.5 |
0.500 |
3,706.0 |
0.382 |
3,692.0 |
LOW |
3,648.0 |
0.618 |
3,576.5 |
1.000 |
3,532.5 |
1.618 |
3,461.0 |
2.618 |
3,345.5 |
4.250 |
3,157.0 |
|
|
Fisher Pivots for day following 11-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
3,706.0 |
3,664.0 |
PP |
3,702.0 |
3,633.5 |
S1 |
3,698.0 |
3,603.0 |
|