Trading Metrics calculated at close of trading on 09-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2009 |
09-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
3,120.0 |
3,154.0 |
34.0 |
1.1% |
3,280.0 |
High |
3,155.0 |
3,180.0 |
25.0 |
0.8% |
3,280.0 |
Low |
3,115.0 |
3,132.0 |
17.0 |
0.5% |
3,115.0 |
Close |
3,147.0 |
3,149.0 |
2.0 |
0.1% |
3,147.0 |
Range |
40.0 |
48.0 |
8.0 |
20.0% |
165.0 |
ATR |
79.1 |
76.9 |
-2.2 |
-2.8% |
0.0 |
Volume |
22,094 |
21,024 |
-1,070 |
-4.8% |
141,858 |
|
Daily Pivots for day following 09-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,297.7 |
3,271.3 |
3,175.4 |
|
R3 |
3,249.7 |
3,223.3 |
3,162.2 |
|
R2 |
3,201.7 |
3,201.7 |
3,157.8 |
|
R1 |
3,175.3 |
3,175.3 |
3,153.4 |
3,164.5 |
PP |
3,153.7 |
3,153.7 |
3,153.7 |
3,148.3 |
S1 |
3,127.3 |
3,127.3 |
3,144.6 |
3,116.5 |
S2 |
3,105.7 |
3,105.7 |
3,140.2 |
|
S3 |
3,057.7 |
3,079.3 |
3,135.8 |
|
S4 |
3,009.7 |
3,031.3 |
3,122.6 |
|
|
Weekly Pivots for week ending 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,675.7 |
3,576.3 |
3,237.8 |
|
R3 |
3,510.7 |
3,411.3 |
3,192.4 |
|
R2 |
3,345.7 |
3,345.7 |
3,177.3 |
|
R1 |
3,246.3 |
3,246.3 |
3,162.1 |
3,213.5 |
PP |
3,180.7 |
3,180.7 |
3,180.7 |
3,164.3 |
S1 |
3,081.3 |
3,081.3 |
3,131.9 |
3,048.5 |
S2 |
3,015.7 |
3,015.7 |
3,116.8 |
|
S3 |
2,850.7 |
2,916.3 |
3,101.6 |
|
S4 |
2,685.7 |
2,751.3 |
3,056.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,215.0 |
3,115.0 |
100.0 |
3.2% |
51.6 |
1.6% |
34% |
False |
False |
26,973 |
10 |
3,388.0 |
3,115.0 |
273.0 |
8.7% |
58.3 |
1.9% |
12% |
False |
False |
26,637 |
20 |
3,524.0 |
3,115.0 |
409.0 |
13.0% |
66.3 |
2.1% |
8% |
False |
False |
25,681 |
40 |
3,682.0 |
3,115.0 |
567.0 |
18.0% |
69.1 |
2.2% |
6% |
False |
False |
25,568 |
60 |
4,002.0 |
3,115.0 |
887.0 |
28.2% |
87.6 |
2.8% |
4% |
False |
False |
26,097 |
80 |
4,002.0 |
3,115.0 |
887.0 |
28.2% |
81.8 |
2.6% |
4% |
False |
False |
19,926 |
100 |
4,326.0 |
3,115.0 |
1,211.0 |
38.5% |
70.6 |
2.2% |
3% |
False |
False |
16,826 |
120 |
5,073.0 |
3,115.0 |
1,958.0 |
62.2% |
66.1 |
2.1% |
2% |
False |
False |
14,035 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,384.0 |
2.618 |
3,305.7 |
1.618 |
3,257.7 |
1.000 |
3,228.0 |
0.618 |
3,209.7 |
HIGH |
3,180.0 |
0.618 |
3,161.7 |
0.500 |
3,156.0 |
0.382 |
3,150.3 |
LOW |
3,132.0 |
0.618 |
3,102.3 |
1.000 |
3,084.0 |
1.618 |
3,054.3 |
2.618 |
3,006.3 |
4.250 |
2,928.0 |
|
|
Fisher Pivots for day following 09-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
3,156.0 |
3,163.5 |
PP |
3,153.7 |
3,158.7 |
S1 |
3,151.3 |
3,153.8 |
|