Trading Metrics calculated at close of trading on 10-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2009 |
10-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
6,681 |
6,523 |
-158 |
-2.4% |
7,043 |
High |
6,713 |
6,928 |
215 |
3.2% |
7,050 |
Low |
6,508 |
6,506 |
-2 |
0.0% |
6,460 |
Close |
6,528 |
6,887 |
359 |
5.5% |
6,674 |
Range |
205 |
422 |
217 |
105.9% |
590 |
ATR |
263 |
275 |
11 |
4.3% |
0 |
Volume |
270,589 |
226,019 |
-44,570 |
-16.5% |
1,211,789 |
|
Daily Pivots for day following 10-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,040 |
7,885 |
7,119 |
|
R3 |
7,618 |
7,463 |
7,003 |
|
R2 |
7,196 |
7,196 |
6,964 |
|
R1 |
7,041 |
7,041 |
6,926 |
7,119 |
PP |
6,774 |
6,774 |
6,774 |
6,812 |
S1 |
6,619 |
6,619 |
6,848 |
6,697 |
S2 |
6,352 |
6,352 |
6,810 |
|
S3 |
5,930 |
6,197 |
6,771 |
|
S4 |
5,508 |
5,775 |
6,655 |
|
|
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 |
7.4% |
322 |
4.7% |
83% |
False |
False |
243,303 |
10 |
7,393 |
6,460 |
933 |
13.5% |
281 |
4.1% |
46% |
False |
False |
241,871 |
20 |
8,225 |
6,460 |
1,765 |
25.6% |
269 |
3.9% |
24% |
False |
False |
231,677 |
40 |
8,548 |
6,460 |
2,088 |
30.3% |
266 |
3.9% |
20% |
False |
False |
215,618 |
60 |
9,048 |
6,460 |
2,588 |
37.6% |
260 |
3.8% |
16% |
False |
False |
185,442 |
80 |
9,048 |
6,460 |
2,588 |
37.6% |
314 |
4.6% |
16% |
False |
False |
139,223 |
100 |
9,612 |
6,460 |
3,152 |
45.8% |
361 |
5.2% |
14% |
False |
False |
111,411 |
120 |
11,540 |
6,460 |
5,080 |
73.8% |
397 |
5.8% |
8% |
False |
False |
92,900 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,722 |
2.618 |
8,033 |
1.618 |
7,611 |
1.000 |
7,350 |
0.618 |
7,189 |
HIGH |
6,928 |
0.618 |
6,767 |
0.500 |
6,717 |
0.382 |
6,667 |
LOW |
6,506 |
0.618 |
6,245 |
1.000 |
6,084 |
1.618 |
5,823 |
2.618 |
5,401 |
4.250 |
4,713 |
|
|
Fisher Pivots for day following 10-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
6,830 |
6,823 |
PP |
6,774 |
6,758 |
S1 |
6,717 |
6,694 |
|