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 |
6,627 |
6,681 |
54 |
0.8% |
7,043 |
High |
6,746 |
6,713 |
-33 |
-0.5% |
7,050 |
Low |
6,460 |
6,508 |
48 |
0.7% |
6,460 |
Close |
6,674 |
6,528 |
-146 |
-2.2% |
6,674 |
Range |
286 |
205 |
-81 |
-28.3% |
590 |
ATR |
268 |
263 |
-4 |
-1.7% |
0 |
Volume |
250,150 |
270,589 |
20,439 |
8.2% |
1,211,789 |
|
Daily Pivots for day following 09-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,198 |
7,068 |
6,641 |
|
R3 |
6,993 |
6,863 |
6,585 |
|
R2 |
6,788 |
6,788 |
6,566 |
|
R1 |
6,658 |
6,658 |
6,547 |
6,621 |
PP |
6,583 |
6,583 |
6,583 |
6,564 |
S1 |
6,453 |
6,453 |
6,509 |
6,416 |
S2 |
6,378 |
6,378 |
6,491 |
|
S3 |
6,173 |
6,248 |
6,472 |
|
S4 |
5,968 |
6,043 |
6,415 |
|
|
Weekly Pivots for week ending 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,498 |
8,176 |
6,999 |
|
R3 |
7,908 |
7,586 |
6,836 |
|
R2 |
7,318 |
7,318 |
6,782 |
|
R1 |
6,996 |
6,996 |
6,728 |
6,862 |
PP |
6,728 |
6,728 |
6,728 |
6,661 |
S1 |
6,406 |
6,406 |
6,620 |
6,272 |
S2 |
6,138 |
6,138 |
6,566 |
|
S3 |
5,548 |
5,816 |
6,512 |
|
S4 |
4,958 |
5,226 |
6,350 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,972 |
6,460 |
512 |
7.8% |
280 |
4.3% |
13% |
False |
False |
248,316 |
10 |
7,393 |
6,460 |
933 |
14.3% |
266 |
4.1% |
7% |
False |
False |
242,769 |
20 |
8,280 |
6,460 |
1,820 |
27.9% |
255 |
3.9% |
4% |
False |
False |
230,659 |
40 |
8,749 |
6,460 |
2,289 |
35.1% |
262 |
4.0% |
3% |
False |
False |
213,946 |
60 |
9,048 |
6,460 |
2,588 |
39.6% |
257 |
3.9% |
3% |
False |
False |
181,700 |
80 |
9,048 |
6,460 |
2,588 |
39.6% |
314 |
4.8% |
3% |
False |
False |
136,401 |
100 |
9,894 |
6,460 |
3,434 |
52.6% |
365 |
5.6% |
2% |
False |
False |
109,156 |
120 |
11,540 |
6,460 |
5,080 |
77.8% |
396 |
6.1% |
1% |
False |
False |
91,017 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,584 |
2.618 |
7,250 |
1.618 |
7,045 |
1.000 |
6,918 |
0.618 |
6,840 |
HIGH |
6,713 |
0.618 |
6,635 |
0.500 |
6,611 |
0.382 |
6,586 |
LOW |
6,508 |
0.618 |
6,381 |
1.000 |
6,303 |
1.618 |
6,176 |
2.618 |
5,971 |
4.250 |
5,637 |
|
|
Fisher Pivots for day following 09-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
6,611 |
6,661 |
PP |
6,583 |
6,616 |
S1 |
6,556 |
6,572 |
|