Trading Metrics calculated at close of trading on 17-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2009 |
17-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
7,230 |
7,235 |
5 |
0.1% |
6,681 |
High |
7,391 |
7,415 |
24 |
0.3% |
7,250 |
Low |
7,172 |
7,173 |
1 |
0.0% |
6,506 |
Close |
7,236 |
7,407 |
171 |
2.4% |
7,232 |
Range |
219 |
242 |
23 |
10.5% |
744 |
ATR |
261 |
259 |
-1 |
-0.5% |
0 |
Volume |
56,667 |
38,230 |
-18,437 |
-32.5% |
1,065,628 |
|
Daily Pivots for day following 17-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,058 |
7,974 |
7,540 |
|
R3 |
7,816 |
7,732 |
7,474 |
|
R2 |
7,574 |
7,574 |
7,451 |
|
R1 |
7,490 |
7,490 |
7,429 |
7,532 |
PP |
7,332 |
7,332 |
7,332 |
7,353 |
S1 |
7,248 |
7,248 |
7,385 |
7,290 |
S2 |
7,090 |
7,090 |
7,363 |
|
S3 |
6,848 |
7,006 |
7,341 |
|
S4 |
6,606 |
6,764 |
7,274 |
|
|
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 |
7,415 |
6,833 |
582 |
7.9% |
225 |
3.0% |
99% |
True |
False |
132,783 |
10 |
7,415 |
6,460 |
955 |
12.9% |
273 |
3.7% |
99% |
True |
False |
188,043 |
20 |
7,616 |
6,460 |
1,156 |
15.6% |
260 |
3.5% |
82% |
False |
False |
213,005 |
40 |
8,392 |
6,460 |
1,932 |
26.1% |
263 |
3.5% |
49% |
False |
False |
208,839 |
60 |
9,048 |
6,460 |
2,588 |
34.9% |
250 |
3.4% |
37% |
False |
False |
184,164 |
80 |
9,048 |
6,460 |
2,588 |
34.9% |
294 |
4.0% |
37% |
False |
False |
147,504 |
100 |
9,612 |
6,460 |
3,152 |
42.6% |
341 |
4.6% |
30% |
False |
False |
118,043 |
120 |
11,200 |
6,460 |
4,740 |
64.0% |
386 |
5.2% |
20% |
False |
False |
98,431 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,444 |
2.618 |
8,049 |
1.618 |
7,807 |
1.000 |
7,657 |
0.618 |
7,565 |
HIGH |
7,415 |
0.618 |
7,323 |
0.500 |
7,294 |
0.382 |
7,266 |
LOW |
7,173 |
0.618 |
7,024 |
1.000 |
6,931 |
1.618 |
6,782 |
2.618 |
6,540 |
4.250 |
6,145 |
|
|
Fisher Pivots for day following 17-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
7,369 |
7,358 |
PP |
7,332 |
7,309 |
S1 |
7,294 |
7,261 |
|