Trading Metrics calculated at close of trading on 19-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2009 |
19-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
7,409 |
7,491 |
82 |
1.1% |
6,681 |
High |
7,575 |
7,573 |
-2 |
0.0% |
7,250 |
Low |
7,258 |
7,369 |
111 |
1.5% |
6,506 |
Close |
7,498 |
7,411 |
-87 |
-1.2% |
7,232 |
Range |
317 |
204 |
-113 |
-35.6% |
744 |
ATR |
263 |
259 |
-4 |
-1.6% |
0 |
Volume |
28,376 |
27,592 |
-784 |
-2.8% |
1,065,628 |
|
Daily Pivots for day following 19-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,063 |
7,941 |
7,523 |
|
R3 |
7,859 |
7,737 |
7,467 |
|
R2 |
7,655 |
7,655 |
7,449 |
|
R1 |
7,533 |
7,533 |
7,430 |
7,492 |
PP |
7,451 |
7,451 |
7,451 |
7,431 |
S1 |
7,329 |
7,329 |
7,392 |
7,288 |
S2 |
7,247 |
7,247 |
7,374 |
|
S3 |
7,043 |
7,125 |
7,355 |
|
S4 |
6,839 |
6,921 |
7,299 |
|
|
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 |
7,106 |
469 |
6.3% |
225 |
3.0% |
65% |
False |
False |
51,455 |
10 |
7,575 |
6,460 |
1,115 |
15.0% |
256 |
3.5% |
85% |
False |
False |
146,664 |
20 |
7,575 |
6,460 |
1,115 |
15.0% |
269 |
3.6% |
85% |
False |
False |
192,094 |
40 |
8,359 |
6,460 |
1,899 |
25.6% |
255 |
3.4% |
50% |
False |
False |
199,112 |
60 |
9,048 |
6,460 |
2,588 |
34.9% |
248 |
3.3% |
37% |
False |
False |
179,021 |
80 |
9,048 |
6,460 |
2,588 |
34.9% |
285 |
3.8% |
37% |
False |
False |
148,193 |
100 |
9,612 |
6,460 |
3,152 |
42.5% |
332 |
4.5% |
30% |
False |
False |
118,600 |
120 |
11,200 |
6,460 |
4,740 |
64.0% |
386 |
5.2% |
20% |
False |
False |
98,895 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,440 |
2.618 |
8,107 |
1.618 |
7,903 |
1.000 |
7,777 |
0.618 |
7,699 |
HIGH |
7,573 |
0.618 |
7,495 |
0.500 |
7,471 |
0.382 |
7,447 |
LOW |
7,369 |
0.618 |
7,243 |
1.000 |
7,165 |
1.618 |
7,039 |
2.618 |
6,835 |
4.250 |
6,502 |
|
|
Fisher Pivots for day following 19-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
7,471 |
7,399 |
PP |
7,451 |
7,386 |
S1 |
7,431 |
7,374 |
|