Trading Metrics calculated at close of trading on 13-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2009 |
13-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
3,249.0 |
3,295.0 |
46.0 |
1.4% |
3,154.0 |
High |
3,271.0 |
3,357.0 |
86.0 |
2.6% |
3,357.0 |
Low |
3,222.0 |
3,289.0 |
67.0 |
2.1% |
3,111.0 |
Close |
3,247.0 |
3,338.0 |
91.0 |
2.8% |
3,338.0 |
Range |
49.0 |
68.0 |
19.0 |
38.8% |
246.0 |
ATR |
76.8 |
79.2 |
2.4 |
3.1% |
0.0 |
Volume |
21,572 |
56,323 |
34,751 |
161.1% |
152,127 |
|
Daily Pivots for day following 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,532.0 |
3,503.0 |
3,375.4 |
|
R3 |
3,464.0 |
3,435.0 |
3,356.7 |
|
R2 |
3,396.0 |
3,396.0 |
3,350.5 |
|
R1 |
3,367.0 |
3,367.0 |
3,344.2 |
3,381.5 |
PP |
3,328.0 |
3,328.0 |
3,328.0 |
3,335.3 |
S1 |
3,299.0 |
3,299.0 |
3,331.8 |
3,313.5 |
S2 |
3,260.0 |
3,260.0 |
3,325.5 |
|
S3 |
3,192.0 |
3,231.0 |
3,319.3 |
|
S4 |
3,124.0 |
3,163.0 |
3,300.6 |
|
|
Weekly Pivots for week ending 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,006.7 |
3,918.3 |
3,473.3 |
|
R3 |
3,760.7 |
3,672.3 |
3,405.7 |
|
R2 |
3,514.7 |
3,514.7 |
3,383.1 |
|
R1 |
3,426.3 |
3,426.3 |
3,360.6 |
3,470.5 |
PP |
3,268.7 |
3,268.7 |
3,268.7 |
3,290.8 |
S1 |
3,180.3 |
3,180.3 |
3,315.5 |
3,224.5 |
S2 |
3,022.7 |
3,022.7 |
3,292.9 |
|
S3 |
2,776.7 |
2,934.3 |
3,270.4 |
|
S4 |
2,530.7 |
2,688.3 |
3,202.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,357.0 |
3,111.0 |
246.0 |
7.4% |
57.8 |
1.7% |
92% |
True |
False |
30,425 |
10 |
3,357.0 |
3,111.0 |
246.0 |
7.4% |
56.2 |
1.7% |
92% |
True |
False |
29,398 |
20 |
3,508.0 |
3,111.0 |
397.0 |
11.9% |
62.4 |
1.9% |
57% |
False |
False |
27,352 |
40 |
3,575.0 |
3,111.0 |
464.0 |
13.9% |
68.0 |
2.0% |
49% |
False |
False |
26,639 |
60 |
4,002.0 |
3,111.0 |
891.0 |
26.7% |
84.7 |
2.5% |
25% |
False |
False |
27,349 |
80 |
4,002.0 |
3,111.0 |
891.0 |
26.7% |
82.4 |
2.5% |
25% |
False |
False |
21,564 |
100 |
4,326.0 |
3,111.0 |
1,215.0 |
36.4% |
72.1 |
2.2% |
19% |
False |
False |
17,465 |
120 |
5,009.0 |
3,111.0 |
1,898.0 |
56.9% |
66.1 |
2.0% |
12% |
False |
False |
15,124 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,646.0 |
2.618 |
3,535.0 |
1.618 |
3,467.0 |
1.000 |
3,425.0 |
0.618 |
3,399.0 |
HIGH |
3,357.0 |
0.618 |
3,331.0 |
0.500 |
3,323.0 |
0.382 |
3,315.0 |
LOW |
3,289.0 |
0.618 |
3,247.0 |
1.000 |
3,221.0 |
1.618 |
3,179.0 |
2.618 |
3,111.0 |
4.250 |
3,000.0 |
|
|
Fisher Pivots for day following 13-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
3,333.0 |
3,321.8 |
PP |
3,328.0 |
3,305.7 |
S1 |
3,323.0 |
3,289.5 |
|