Trading Metrics calculated at close of trading on 11-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2009 |
11-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
6,523 |
6,879 |
356 |
5.5% |
7,043 |
High |
6,928 |
7,015 |
87 |
1.3% |
7,050 |
Low |
6,506 |
6,847 |
341 |
5.2% |
6,460 |
Close |
6,887 |
6,914 |
27 |
0.4% |
6,674 |
Range |
422 |
168 |
-254 |
-60.2% |
590 |
ATR |
275 |
267 |
-8 |
-2.8% |
0 |
Volume |
226,019 |
240,334 |
14,315 |
6.3% |
1,211,789 |
|
Daily Pivots for day following 11-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,429 |
7,340 |
7,007 |
|
R3 |
7,261 |
7,172 |
6,960 |
|
R2 |
7,093 |
7,093 |
6,945 |
|
R1 |
7,004 |
7,004 |
6,930 |
7,049 |
PP |
6,925 |
6,925 |
6,925 |
6,948 |
S1 |
6,836 |
6,836 |
6,899 |
6,881 |
S2 |
6,757 |
6,757 |
6,883 |
|
S3 |
6,589 |
6,668 |
6,868 |
|
S4 |
6,421 |
6,500 |
6,822 |
|
|
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 |
7,015 |
6,460 |
555 |
8.0% |
282 |
4.1% |
82% |
True |
False |
244,280 |
10 |
7,393 |
6,460 |
933 |
13.5% |
273 |
3.9% |
49% |
False |
False |
243,015 |
20 |
7,965 |
6,460 |
1,505 |
21.8% |
256 |
3.7% |
30% |
False |
False |
236,770 |
40 |
8,487 |
6,460 |
2,027 |
29.3% |
266 |
3.8% |
22% |
False |
False |
217,708 |
60 |
9,048 |
6,460 |
2,588 |
37.4% |
258 |
3.7% |
18% |
False |
False |
189,351 |
80 |
9,048 |
6,460 |
2,588 |
37.4% |
310 |
4.5% |
18% |
False |
False |
142,225 |
100 |
9,612 |
6,460 |
3,152 |
45.6% |
354 |
5.1% |
14% |
False |
False |
113,811 |
120 |
11,540 |
6,460 |
5,080 |
73.5% |
394 |
5.7% |
9% |
False |
False |
94,903 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,729 |
2.618 |
7,455 |
1.618 |
7,287 |
1.000 |
7,183 |
0.618 |
7,119 |
HIGH |
7,015 |
0.618 |
6,951 |
0.500 |
6,931 |
0.382 |
6,911 |
LOW |
6,847 |
0.618 |
6,743 |
1.000 |
6,679 |
1.618 |
6,575 |
2.618 |
6,407 |
4.250 |
6,133 |
|
|
Fisher Pivots for day following 11-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
6,931 |
6,863 |
PP |
6,925 |
6,812 |
S1 |
6,920 |
6,761 |
|