Trading Metrics calculated at close of trading on 19-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2009 |
19-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
3,499.0 |
3,515.0 |
16.0 |
0.5% |
3,154.0 |
High |
3,506.0 |
3,518.0 |
12.0 |
0.3% |
3,357.0 |
Low |
3,437.0 |
3,462.0 |
25.0 |
0.7% |
3,111.0 |
Close |
3,469.0 |
3,464.0 |
-5.0 |
-0.1% |
3,338.0 |
Range |
69.0 |
56.0 |
-13.0 |
-18.8% |
246.0 |
ATR |
78.5 |
76.9 |
-1.6 |
-2.0% |
0.0 |
Volume |
94,037 |
6,779 |
-87,258 |
-92.8% |
152,127 |
|
Daily Pivots for day following 19-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,649.3 |
3,612.7 |
3,494.8 |
|
R3 |
3,593.3 |
3,556.7 |
3,479.4 |
|
R2 |
3,537.3 |
3,537.3 |
3,474.3 |
|
R1 |
3,500.7 |
3,500.7 |
3,469.1 |
3,491.0 |
PP |
3,481.3 |
3,481.3 |
3,481.3 |
3,476.5 |
S1 |
3,444.7 |
3,444.7 |
3,458.9 |
3,435.0 |
S2 |
3,425.3 |
3,425.3 |
3,453.7 |
|
S3 |
3,369.3 |
3,388.7 |
3,448.6 |
|
S4 |
3,313.3 |
3,332.7 |
3,433.2 |
|
|
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 |
3,518.0 |
3,289.0 |
229.0 |
6.6% |
69.8 |
2.0% |
76% |
True |
False |
86,243 |
10 |
3,518.0 |
3,111.0 |
407.0 |
11.7% |
61.0 |
1.8% |
87% |
True |
False |
54,911 |
20 |
3,518.0 |
3,111.0 |
407.0 |
11.7% |
62.3 |
1.8% |
87% |
True |
False |
40,866 |
40 |
3,551.0 |
3,111.0 |
440.0 |
12.7% |
68.7 |
2.0% |
80% |
False |
False |
33,602 |
60 |
4,002.0 |
3,111.0 |
891.0 |
25.7% |
82.4 |
2.4% |
40% |
False |
False |
28,634 |
80 |
4,002.0 |
3,111.0 |
891.0 |
25.7% |
81.6 |
2.4% |
40% |
False |
False |
26,030 |
100 |
4,326.0 |
3,111.0 |
1,215.0 |
35.1% |
73.7 |
2.1% |
29% |
False |
False |
21,212 |
120 |
4,964.0 |
3,111.0 |
1,853.0 |
53.5% |
67.5 |
1.9% |
19% |
False |
False |
18,243 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,756.0 |
2.618 |
3,664.6 |
1.618 |
3,608.6 |
1.000 |
3,574.0 |
0.618 |
3,552.6 |
HIGH |
3,518.0 |
0.618 |
3,496.6 |
0.500 |
3,490.0 |
0.382 |
3,483.4 |
LOW |
3,462.0 |
0.618 |
3,427.4 |
1.000 |
3,406.0 |
1.618 |
3,371.4 |
2.618 |
3,315.4 |
4.250 |
3,224.0 |
|
|
Fisher Pivots for day following 19-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
3,490.0 |
3,457.3 |
PP |
3,481.3 |
3,450.7 |
S1 |
3,472.7 |
3,444.0 |
|