Trading Metrics calculated at close of trading on 18-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2009 |
18-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
7,235 |
7,409 |
174 |
2.4% |
6,681 |
High |
7,415 |
7,575 |
160 |
2.2% |
7,250 |
Low |
7,173 |
7,258 |
85 |
1.2% |
6,506 |
Close |
7,407 |
7,498 |
91 |
1.2% |
7,232 |
Range |
242 |
317 |
75 |
31.0% |
744 |
ATR |
259 |
263 |
4 |
1.6% |
0 |
Volume |
38,230 |
28,376 |
-9,854 |
-25.8% |
1,065,628 |
|
Daily Pivots for day following 18-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,395 |
8,263 |
7,672 |
|
R3 |
8,078 |
7,946 |
7,585 |
|
R2 |
7,761 |
7,761 |
7,556 |
|
R1 |
7,629 |
7,629 |
7,527 |
7,695 |
PP |
7,444 |
7,444 |
7,444 |
7,477 |
S1 |
7,312 |
7,312 |
7,469 |
7,378 |
S2 |
7,127 |
7,127 |
7,440 |
|
S3 |
6,810 |
6,995 |
7,411 |
|
S4 |
6,493 |
6,678 |
7,324 |
|
|
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 |
7,575 |
6,833 |
742 |
9.9% |
255 |
3.4% |
90% |
True |
False |
90,391 |
10 |
7,575 |
6,460 |
1,115 |
14.9% |
268 |
3.6% |
93% |
True |
False |
167,336 |
20 |
7,616 |
6,460 |
1,156 |
15.4% |
268 |
3.6% |
90% |
False |
False |
202,337 |
40 |
8,359 |
6,460 |
1,899 |
25.3% |
257 |
3.4% |
55% |
False |
False |
204,281 |
60 |
9,048 |
6,460 |
2,588 |
34.5% |
249 |
3.3% |
40% |
False |
False |
181,526 |
80 |
9,048 |
6,460 |
2,588 |
34.5% |
291 |
3.9% |
40% |
False |
False |
147,852 |
100 |
9,612 |
6,460 |
3,152 |
42.0% |
336 |
4.5% |
33% |
False |
False |
118,326 |
120 |
11,200 |
6,460 |
4,740 |
63.2% |
387 |
5.2% |
22% |
False |
False |
98,667 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,922 |
2.618 |
8,405 |
1.618 |
8,088 |
1.000 |
7,892 |
0.618 |
7,771 |
HIGH |
7,575 |
0.618 |
7,454 |
0.500 |
7,417 |
0.382 |
7,379 |
LOW |
7,258 |
0.618 |
7,062 |
1.000 |
6,941 |
1.618 |
6,745 |
2.618 |
6,428 |
4.250 |
5,911 |
|
|
Fisher Pivots for day following 18-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
7,471 |
7,457 |
PP |
7,444 |
7,415 |
S1 |
7,417 |
7,374 |
|