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 |
3,825.0 |
3,785.0 |
-40.0 |
-1.0% |
3,815.0 |
High |
3,913.5 |
3,823.5 |
-90.0 |
-2.3% |
3,920.5 |
Low |
3,790.5 |
3,773.0 |
-17.5 |
-0.5% |
3,767.0 |
Close |
3,824.0 |
3,779.0 |
-45.0 |
-1.2% |
3,779.0 |
Range |
123.0 |
50.5 |
-72.5 |
-58.9% |
153.5 |
ATR |
146.9 |
140.0 |
-6.8 |
-4.7% |
0.0 |
Volume |
307,603 |
273,455 |
-34,148 |
-11.1% |
1,458,902 |
|
Daily Pivots for day following 20-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,943.5 |
3,911.5 |
3,807.0 |
|
R3 |
3,893.0 |
3,861.0 |
3,793.0 |
|
R2 |
3,842.5 |
3,842.5 |
3,788.5 |
|
R1 |
3,810.5 |
3,810.5 |
3,783.5 |
3,801.0 |
PP |
3,792.0 |
3,792.0 |
3,792.0 |
3,787.0 |
S1 |
3,760.0 |
3,760.0 |
3,774.5 |
3,751.0 |
S2 |
3,741.5 |
3,741.5 |
3,769.5 |
|
S3 |
3,691.0 |
3,709.5 |
3,765.0 |
|
S4 |
3,640.5 |
3,659.0 |
3,751.0 |
|
|
Weekly Pivots for week ending 20-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,282.5 |
4,184.5 |
3,863.5 |
|
R3 |
4,129.0 |
4,031.0 |
3,821.0 |
|
R2 |
3,975.5 |
3,975.5 |
3,807.0 |
|
R1 |
3,877.5 |
3,877.5 |
3,793.0 |
3,850.0 |
PP |
3,822.0 |
3,822.0 |
3,822.0 |
3,808.5 |
S1 |
3,724.0 |
3,724.0 |
3,765.0 |
3,696.0 |
S2 |
3,668.5 |
3,668.5 |
3,751.0 |
|
S3 |
3,515.0 |
3,570.5 |
3,737.0 |
|
S4 |
3,361.5 |
3,417.0 |
3,694.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,920.5 |
3,767.0 |
153.5 |
4.1% |
111.5 |
3.0% |
8% |
False |
False |
291,780 |
10 |
3,920.5 |
3,443.0 |
477.5 |
12.6% |
126.5 |
3.4% |
70% |
False |
False |
221,903 |
20 |
3,950.0 |
3,443.0 |
507.0 |
13.4% |
137.5 |
3.6% |
66% |
False |
False |
186,348 |
40 |
4,313.0 |
3,443.0 |
870.0 |
23.0% |
131.5 |
3.5% |
39% |
False |
False |
154,442 |
60 |
4,649.0 |
3,443.0 |
1,206.0 |
31.9% |
132.5 |
3.5% |
28% |
False |
False |
135,026 |
80 |
4,649.0 |
3,443.0 |
1,206.0 |
31.9% |
138.5 |
3.7% |
28% |
False |
False |
113,056 |
100 |
4,649.0 |
3,443.0 |
1,206.0 |
31.9% |
148.5 |
3.9% |
28% |
False |
False |
90,489 |
120 |
5,067.5 |
3,443.0 |
1,624.5 |
43.0% |
165.5 |
4.4% |
21% |
False |
False |
75,493 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,038.0 |
2.618 |
3,955.5 |
1.618 |
3,905.0 |
1.000 |
3,874.0 |
0.618 |
3,854.5 |
HIGH |
3,823.5 |
0.618 |
3,804.0 |
0.500 |
3,798.0 |
0.382 |
3,792.5 |
LOW |
3,773.0 |
0.618 |
3,742.0 |
1.000 |
3,722.5 |
1.618 |
3,691.5 |
2.618 |
3,641.0 |
4.250 |
3,558.5 |
|
|
Fisher Pivots for day following 20-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
3,798.0 |
3,844.0 |
PP |
3,792.0 |
3,822.0 |
S1 |
3,785.5 |
3,800.5 |
|