Trading Metrics calculated at close of trading on 12-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2009 |
12-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
6,879 |
6,918 |
39 |
0.6% |
7,043 |
High |
7,015 |
7,183 |
168 |
2.4% |
7,050 |
Low |
6,847 |
6,833 |
-14 |
-0.2% |
6,460 |
Close |
6,914 |
7,168 |
254 |
3.7% |
6,674 |
Range |
168 |
350 |
182 |
108.3% |
590 |
ATR |
267 |
273 |
6 |
2.2% |
0 |
Volume |
240,334 |
222,273 |
-18,061 |
-7.5% |
1,211,789 |
|
Daily Pivots for day following 12-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,111 |
7,990 |
7,361 |
|
R3 |
7,761 |
7,640 |
7,264 |
|
R2 |
7,411 |
7,411 |
7,232 |
|
R1 |
7,290 |
7,290 |
7,200 |
7,351 |
PP |
7,061 |
7,061 |
7,061 |
7,092 |
S1 |
6,940 |
6,940 |
7,136 |
7,001 |
S2 |
6,711 |
6,711 |
7,104 |
|
S3 |
6,361 |
6,590 |
7,072 |
|
S4 |
6,011 |
6,240 |
6,976 |
|
|
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 |
7,183 |
6,460 |
723 |
10.1% |
286 |
4.0% |
98% |
True |
False |
241,873 |
10 |
7,205 |
6,460 |
745 |
10.4% |
285 |
4.0% |
95% |
False |
False |
237,983 |
20 |
7,965 |
6,460 |
1,505 |
21.0% |
267 |
3.7% |
47% |
False |
False |
234,170 |
40 |
8,464 |
6,460 |
2,004 |
28.0% |
271 |
3.8% |
35% |
False |
False |
219,926 |
60 |
9,048 |
6,460 |
2,588 |
36.1% |
256 |
3.6% |
27% |
False |
False |
191,027 |
80 |
9,048 |
6,460 |
2,588 |
36.1% |
303 |
4.2% |
27% |
False |
False |
145,001 |
100 |
9,612 |
6,460 |
3,152 |
44.0% |
349 |
4.9% |
22% |
False |
False |
116,033 |
120 |
11,540 |
6,460 |
5,080 |
70.9% |
392 |
5.5% |
14% |
False |
False |
96,755 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,671 |
2.618 |
8,099 |
1.618 |
7,749 |
1.000 |
7,533 |
0.618 |
7,399 |
HIGH |
7,183 |
0.618 |
7,049 |
0.500 |
7,008 |
0.382 |
6,967 |
LOW |
6,833 |
0.618 |
6,617 |
1.000 |
6,483 |
1.618 |
6,267 |
2.618 |
5,917 |
4.250 |
5,346 |
|
|
Fisher Pivots for day following 12-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
7,115 |
7,060 |
PP |
7,061 |
6,952 |
S1 |
7,008 |
6,845 |
|