Trading Metrics calculated at close of trading on 16-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2009 |
16-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
3,776.5 |
3,815.0 |
38.5 |
1.0% |
3,520.5 |
High |
3,814.5 |
3,890.0 |
75.5 |
2.0% |
3,814.5 |
Low |
3,731.0 |
3,781.0 |
50.0 |
1.3% |
3,443.0 |
Close |
3,748.5 |
3,850.5 |
102.0 |
2.7% |
3,748.5 |
Range |
83.5 |
109.0 |
25.5 |
30.5% |
371.5 |
ATR |
151.0 |
150.3 |
-0.7 |
-0.4% |
0.0 |
Volume |
145,740 |
182,559 |
36,819 |
25.3% |
760,133 |
|
Daily Pivots for day following 16-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,167.5 |
4,118.0 |
3,910.5 |
|
R3 |
4,058.5 |
4,009.0 |
3,880.5 |
|
R2 |
3,949.5 |
3,949.5 |
3,870.5 |
|
R1 |
3,900.0 |
3,900.0 |
3,860.5 |
3,925.0 |
PP |
3,840.5 |
3,840.5 |
3,840.5 |
3,853.0 |
S1 |
3,791.0 |
3,791.0 |
3,840.5 |
3,816.0 |
S2 |
3,731.5 |
3,731.5 |
3,830.5 |
|
S3 |
3,622.5 |
3,682.0 |
3,820.5 |
|
S4 |
3,513.5 |
3,573.0 |
3,790.5 |
|
|
Weekly Pivots for week ending 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,783.0 |
4,637.5 |
3,953.0 |
|
R3 |
4,411.5 |
4,266.0 |
3,850.5 |
|
R2 |
4,040.0 |
4,040.0 |
3,816.5 |
|
R1 |
3,894.5 |
3,894.5 |
3,782.5 |
3,967.0 |
PP |
3,668.5 |
3,668.5 |
3,668.5 |
3,705.0 |
S1 |
3,523.0 |
3,523.0 |
3,714.5 |
3,596.0 |
S2 |
3,297.0 |
3,297.0 |
3,680.5 |
|
S3 |
2,925.5 |
3,151.5 |
3,646.5 |
|
S4 |
2,554.0 |
2,780.0 |
3,544.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,890.0 |
3,498.0 |
392.0 |
10.2% |
141.5 |
3.7% |
90% |
True |
False |
159,754 |
10 |
3,890.0 |
3,443.0 |
447.0 |
11.6% |
144.0 |
3.7% |
91% |
True |
False |
161,434 |
20 |
4,084.0 |
3,443.0 |
641.0 |
16.6% |
138.0 |
3.6% |
64% |
False |
False |
144,523 |
40 |
4,313.0 |
3,443.0 |
870.0 |
22.6% |
135.5 |
3.5% |
47% |
False |
False |
136,771 |
60 |
4,649.0 |
3,443.0 |
1,206.0 |
31.3% |
135.0 |
3.5% |
34% |
False |
False |
127,037 |
80 |
4,649.0 |
3,443.0 |
1,206.0 |
31.3% |
144.0 |
3.7% |
34% |
False |
False |
97,120 |
100 |
4,649.0 |
3,443.0 |
1,206.0 |
31.3% |
151.0 |
3.9% |
34% |
False |
False |
77,728 |
120 |
5,279.5 |
3,443.0 |
1,836.5 |
47.7% |
165.0 |
4.3% |
22% |
False |
False |
64,906 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,353.0 |
2.618 |
4,175.5 |
1.618 |
4,066.5 |
1.000 |
3,999.0 |
0.618 |
3,957.5 |
HIGH |
3,890.0 |
0.618 |
3,848.5 |
0.500 |
3,835.5 |
0.382 |
3,822.5 |
LOW |
3,781.0 |
0.618 |
3,713.5 |
1.000 |
3,672.0 |
1.618 |
3,604.5 |
2.618 |
3,495.5 |
4.250 |
3,318.0 |
|
|
Fisher Pivots for day following 16-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
3,845.5 |
3,816.5 |
PP |
3,840.5 |
3,783.0 |
S1 |
3,835.5 |
3,749.0 |
|