Trading Metrics calculated at close of trading on 13-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2009 |
13-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
6,918 |
7,161 |
243 |
3.5% |
6,681 |
High |
7,183 |
7,250 |
67 |
0.9% |
7,250 |
Low |
6,833 |
7,106 |
273 |
4.0% |
6,506 |
Close |
7,168 |
7,232 |
64 |
0.9% |
7,232 |
Range |
350 |
144 |
-206 |
-58.9% |
744 |
ATR |
273 |
264 |
-9 |
-3.4% |
0 |
Volume |
222,273 |
106,413 |
-115,860 |
-52.1% |
1,065,628 |
|
Daily Pivots for day following 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,628 |
7,574 |
7,311 |
|
R3 |
7,484 |
7,430 |
7,272 |
|
R2 |
7,340 |
7,340 |
7,259 |
|
R1 |
7,286 |
7,286 |
7,245 |
7,313 |
PP |
7,196 |
7,196 |
7,196 |
7,210 |
S1 |
7,142 |
7,142 |
7,219 |
7,169 |
S2 |
7,052 |
7,052 |
7,206 |
|
S3 |
6,908 |
6,998 |
7,193 |
|
S4 |
6,764 |
6,854 |
7,153 |
|
|
Weekly Pivots for week ending 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,228 |
8,974 |
7,641 |
|
R3 |
8,484 |
8,230 |
7,437 |
|
R2 |
7,740 |
7,740 |
7,369 |
|
R1 |
7,486 |
7,486 |
7,300 |
7,613 |
PP |
6,996 |
6,996 |
6,996 |
7,060 |
S1 |
6,742 |
6,742 |
7,164 |
6,869 |
S2 |
6,252 |
6,252 |
7,096 |
|
S3 |
5,508 |
5,998 |
7,028 |
|
S4 |
4,764 |
5,254 |
6,823 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,250 |
6,506 |
744 |
10.3% |
258 |
3.6% |
98% |
True |
False |
213,125 |
10 |
7,250 |
6,460 |
790 |
10.9% |
280 |
3.9% |
98% |
True |
False |
227,741 |
20 |
7,965 |
6,460 |
1,505 |
20.8% |
260 |
3.6% |
51% |
False |
False |
230,724 |
40 |
8,392 |
6,460 |
1,932 |
26.7% |
265 |
3.7% |
40% |
False |
False |
218,090 |
60 |
9,048 |
6,460 |
2,588 |
35.8% |
253 |
3.5% |
30% |
False |
False |
188,714 |
80 |
9,048 |
6,460 |
2,588 |
35.8% |
298 |
4.1% |
30% |
False |
False |
146,323 |
100 |
9,612 |
6,460 |
3,152 |
43.6% |
344 |
4.8% |
24% |
False |
False |
117,096 |
120 |
11,395 |
6,460 |
4,935 |
68.2% |
388 |
5.4% |
16% |
False |
False |
97,641 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,862 |
2.618 |
7,627 |
1.618 |
7,483 |
1.000 |
7,394 |
0.618 |
7,339 |
HIGH |
7,250 |
0.618 |
7,195 |
0.500 |
7,178 |
0.382 |
7,161 |
LOW |
7,106 |
0.618 |
7,017 |
1.000 |
6,962 |
1.618 |
6,873 |
2.618 |
6,729 |
4.250 |
6,494 |
|
|
Fisher Pivots for day following 13-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
7,214 |
7,169 |
PP |
7,196 |
7,105 |
S1 |
7,178 |
7,042 |
|