Trading Metrics calculated at close of trading on 17-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2009 |
17-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
3,815.0 |
3,840.0 |
25.0 |
0.7% |
3,520.5 |
High |
3,890.0 |
3,910.5 |
20.5 |
0.5% |
3,814.5 |
Low |
3,781.0 |
3,788.0 |
7.0 |
0.2% |
3,443.0 |
Close |
3,850.5 |
3,848.5 |
-2.0 |
-0.1% |
3,748.5 |
Range |
109.0 |
122.5 |
13.5 |
12.4% |
371.5 |
ATR |
150.3 |
148.3 |
-2.0 |
-1.3% |
0.0 |
Volume |
182,559 |
268,337 |
85,778 |
47.0% |
760,133 |
|
Daily Pivots for day following 17-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,216.5 |
4,155.0 |
3,916.0 |
|
R3 |
4,094.0 |
4,032.5 |
3,882.0 |
|
R2 |
3,971.5 |
3,971.5 |
3,871.0 |
|
R1 |
3,910.0 |
3,910.0 |
3,859.5 |
3,941.0 |
PP |
3,849.0 |
3,849.0 |
3,849.0 |
3,864.5 |
S1 |
3,787.5 |
3,787.5 |
3,837.5 |
3,818.0 |
S2 |
3,726.5 |
3,726.5 |
3,826.0 |
|
S3 |
3,604.0 |
3,665.0 |
3,815.0 |
|
S4 |
3,481.5 |
3,542.5 |
3,781.0 |
|
|
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 |
3,910.5 |
3,608.0 |
302.5 |
7.9% |
120.0 |
3.1% |
80% |
True |
False |
180,779 |
10 |
3,910.5 |
3,443.0 |
467.5 |
12.1% |
136.5 |
3.5% |
87% |
True |
False |
170,296 |
20 |
4,043.0 |
3,443.0 |
600.0 |
15.6% |
138.0 |
3.6% |
68% |
False |
False |
155,707 |
40 |
4,313.0 |
3,443.0 |
870.0 |
22.6% |
134.5 |
3.5% |
47% |
False |
False |
139,281 |
60 |
4,649.0 |
3,443.0 |
1,206.0 |
31.3% |
134.0 |
3.5% |
34% |
False |
False |
128,051 |
80 |
4,649.0 |
3,443.0 |
1,206.0 |
31.3% |
143.0 |
3.7% |
34% |
False |
False |
100,471 |
100 |
4,649.0 |
3,443.0 |
1,206.0 |
31.3% |
150.5 |
3.9% |
34% |
False |
False |
80,411 |
120 |
5,279.5 |
3,443.0 |
1,836.5 |
47.7% |
165.5 |
4.3% |
22% |
False |
False |
67,136 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,431.0 |
2.618 |
4,231.0 |
1.618 |
4,108.5 |
1.000 |
4,033.0 |
0.618 |
3,986.0 |
HIGH |
3,910.5 |
0.618 |
3,863.5 |
0.500 |
3,849.0 |
0.382 |
3,835.0 |
LOW |
3,788.0 |
0.618 |
3,712.5 |
1.000 |
3,665.5 |
1.618 |
3,590.0 |
2.618 |
3,467.5 |
4.250 |
3,267.5 |
|
|
Fisher Pivots for day following 17-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
3,849.0 |
3,839.0 |
PP |
3,849.0 |
3,830.0 |
S1 |
3,849.0 |
3,821.0 |
|