Trading Metrics calculated at close of trading on 16-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2009 |
16-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
7,161 |
7,230 |
69 |
1.0% |
6,681 |
High |
7,250 |
7,391 |
141 |
1.9% |
7,250 |
Low |
7,106 |
7,172 |
66 |
0.9% |
6,506 |
Close |
7,232 |
7,236 |
4 |
0.1% |
7,232 |
Range |
144 |
219 |
75 |
52.1% |
744 |
ATR |
264 |
261 |
-3 |
-1.2% |
0 |
Volume |
106,413 |
56,667 |
-49,746 |
-46.7% |
1,065,628 |
|
Daily Pivots for day following 16-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,923 |
7,799 |
7,357 |
|
R3 |
7,704 |
7,580 |
7,296 |
|
R2 |
7,485 |
7,485 |
7,276 |
|
R1 |
7,361 |
7,361 |
7,256 |
7,423 |
PP |
7,266 |
7,266 |
7,266 |
7,298 |
S1 |
7,142 |
7,142 |
7,216 |
7,204 |
S2 |
7,047 |
7,047 |
7,196 |
|
S3 |
6,828 |
6,923 |
7,176 |
|
S4 |
6,609 |
6,704 |
7,116 |
|
|
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 |
7,391 |
6,506 |
885 |
12.2% |
261 |
3.6% |
82% |
True |
False |
170,341 |
10 |
7,391 |
6,460 |
931 |
12.9% |
271 |
3.7% |
83% |
True |
False |
209,329 |
20 |
7,772 |
6,460 |
1,312 |
18.1% |
261 |
3.6% |
59% |
False |
False |
220,904 |
40 |
8,392 |
6,460 |
1,932 |
26.7% |
263 |
3.6% |
40% |
False |
False |
214,438 |
60 |
9,048 |
6,460 |
2,588 |
35.8% |
250 |
3.5% |
30% |
False |
False |
186,712 |
80 |
9,048 |
6,460 |
2,588 |
35.8% |
296 |
4.1% |
30% |
False |
False |
147,028 |
100 |
9,612 |
6,460 |
3,152 |
43.6% |
341 |
4.7% |
25% |
False |
False |
117,661 |
120 |
11,200 |
6,460 |
4,740 |
65.5% |
387 |
5.3% |
16% |
False |
False |
98,113 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,322 |
2.618 |
7,964 |
1.618 |
7,745 |
1.000 |
7,610 |
0.618 |
7,526 |
HIGH |
7,391 |
0.618 |
7,307 |
0.500 |
7,282 |
0.382 |
7,256 |
LOW |
7,172 |
0.618 |
7,037 |
1.000 |
6,953 |
1.618 |
6,818 |
2.618 |
6,599 |
4.250 |
6,241 |
|
|
Fisher Pivots for day following 16-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
7,282 |
7,195 |
PP |
7,266 |
7,153 |
S1 |
7,251 |
7,112 |
|