Trading Metrics calculated at close of trading on 18-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2009 |
18-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
3,382.0 |
3,499.0 |
117.0 |
3.5% |
3,154.0 |
High |
3,480.0 |
3,506.0 |
26.0 |
0.7% |
3,357.0 |
Low |
3,370.0 |
3,437.0 |
67.0 |
2.0% |
3,111.0 |
Close |
3,478.0 |
3,469.0 |
-9.0 |
-0.3% |
3,338.0 |
Range |
110.0 |
69.0 |
-41.0 |
-37.3% |
246.0 |
ATR |
79.3 |
78.5 |
-0.7 |
-0.9% |
0.0 |
Volume |
166,919 |
94,037 |
-72,882 |
-43.7% |
152,127 |
|
Daily Pivots for day following 18-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,677.7 |
3,642.3 |
3,507.0 |
|
R3 |
3,608.7 |
3,573.3 |
3,488.0 |
|
R2 |
3,539.7 |
3,539.7 |
3,481.7 |
|
R1 |
3,504.3 |
3,504.3 |
3,475.3 |
3,487.5 |
PP |
3,470.7 |
3,470.7 |
3,470.7 |
3,462.3 |
S1 |
3,435.3 |
3,435.3 |
3,462.7 |
3,418.5 |
S2 |
3,401.7 |
3,401.7 |
3,456.4 |
|
S3 |
3,332.7 |
3,366.3 |
3,450.0 |
|
S4 |
3,263.7 |
3,297.3 |
3,431.1 |
|
|
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 |
3,506.0 |
3,222.0 |
284.0 |
8.2% |
68.4 |
2.0% |
87% |
True |
False |
89,202 |
10 |
3,506.0 |
3,111.0 |
395.0 |
11.4% |
59.9 |
1.7% |
91% |
True |
False |
57,422 |
20 |
3,506.0 |
3,111.0 |
395.0 |
11.4% |
64.2 |
1.8% |
91% |
True |
False |
42,022 |
40 |
3,551.0 |
3,111.0 |
440.0 |
12.7% |
68.9 |
2.0% |
81% |
False |
False |
34,147 |
60 |
4,002.0 |
3,111.0 |
891.0 |
25.7% |
83.7 |
2.4% |
40% |
False |
False |
28,876 |
80 |
4,002.0 |
3,111.0 |
891.0 |
25.7% |
83.0 |
2.4% |
40% |
False |
False |
26,162 |
100 |
4,326.0 |
3,111.0 |
1,215.0 |
35.0% |
73.8 |
2.1% |
29% |
False |
False |
21,144 |
120 |
4,964.0 |
3,111.0 |
1,853.0 |
53.4% |
67.4 |
1.9% |
19% |
False |
False |
18,187 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,799.3 |
2.618 |
3,686.6 |
1.618 |
3,617.6 |
1.000 |
3,575.0 |
0.618 |
3,548.6 |
HIGH |
3,506.0 |
0.618 |
3,479.6 |
0.500 |
3,471.5 |
0.382 |
3,463.4 |
LOW |
3,437.0 |
0.618 |
3,394.4 |
1.000 |
3,368.0 |
1.618 |
3,325.4 |
2.618 |
3,256.4 |
4.250 |
3,143.8 |
|
|
Fisher Pivots for day following 18-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
3,471.5 |
3,452.5 |
PP |
3,470.7 |
3,436.0 |
S1 |
3,469.8 |
3,419.5 |
|