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 |
3,295.0 |
3,347.0 |
52.0 |
1.6% |
3,154.0 |
High |
3,357.0 |
3,379.0 |
22.0 |
0.7% |
3,357.0 |
Low |
3,289.0 |
3,333.0 |
44.0 |
1.3% |
3,111.0 |
Close |
3,338.0 |
3,369.0 |
31.0 |
0.9% |
3,338.0 |
Range |
68.0 |
46.0 |
-22.0 |
-32.4% |
246.0 |
ATR |
79.2 |
76.8 |
-2.4 |
-3.0% |
0.0 |
Volume |
56,323 |
107,160 |
50,837 |
90.3% |
152,127 |
|
Daily Pivots for day following 16-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,498.3 |
3,479.7 |
3,394.3 |
|
R3 |
3,452.3 |
3,433.7 |
3,381.7 |
|
R2 |
3,406.3 |
3,406.3 |
3,377.4 |
|
R1 |
3,387.7 |
3,387.7 |
3,373.2 |
3,397.0 |
PP |
3,360.3 |
3,360.3 |
3,360.3 |
3,365.0 |
S1 |
3,341.7 |
3,341.7 |
3,364.8 |
3,351.0 |
S2 |
3,314.3 |
3,314.3 |
3,360.6 |
|
S3 |
3,268.3 |
3,295.7 |
3,356.4 |
|
S4 |
3,222.3 |
3,249.7 |
3,343.7 |
|
|
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 |
3,379.0 |
3,111.0 |
268.0 |
8.0% |
57.4 |
1.7% |
96% |
True |
False |
47,652 |
10 |
3,379.0 |
3,111.0 |
268.0 |
8.0% |
54.5 |
1.6% |
96% |
True |
False |
37,313 |
20 |
3,508.0 |
3,111.0 |
397.0 |
11.8% |
62.5 |
1.9% |
65% |
False |
False |
31,821 |
40 |
3,575.0 |
3,111.0 |
464.0 |
13.8% |
67.9 |
2.0% |
56% |
False |
False |
28,852 |
60 |
4,002.0 |
3,111.0 |
891.0 |
26.4% |
84.2 |
2.5% |
29% |
False |
False |
27,008 |
80 |
4,002.0 |
3,111.0 |
891.0 |
26.4% |
82.4 |
2.4% |
29% |
False |
False |
22,900 |
100 |
4,326.0 |
3,111.0 |
1,215.0 |
36.1% |
72.5 |
2.2% |
21% |
False |
False |
18,536 |
120 |
5,009.0 |
3,111.0 |
1,898.0 |
56.3% |
66.3 |
2.0% |
14% |
False |
False |
16,016 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,574.5 |
2.618 |
3,499.4 |
1.618 |
3,453.4 |
1.000 |
3,425.0 |
0.618 |
3,407.4 |
HIGH |
3,379.0 |
0.618 |
3,361.4 |
0.500 |
3,356.0 |
0.382 |
3,350.6 |
LOW |
3,333.0 |
0.618 |
3,304.6 |
1.000 |
3,287.0 |
1.618 |
3,258.6 |
2.618 |
3,212.6 |
4.250 |
3,137.5 |
|
|
Fisher Pivots for day following 16-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
3,364.7 |
3,346.2 |
PP |
3,360.3 |
3,323.3 |
S1 |
3,356.0 |
3,300.5 |
|