Trading Metrics calculated at close of trading on 10-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2009 |
10-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
941.2 |
922.9 |
-18.3 |
-1.9% |
940.3 |
High |
942.8 |
923.1 |
-19.7 |
-2.1% |
959.5 |
Low |
911.1 |
891.1 |
-20.0 |
-2.2% |
900.4 |
Close |
918.0 |
895.9 |
-22.1 |
-2.4% |
942.7 |
Range |
31.7 |
32.0 |
0.3 |
0.9% |
59.1 |
ATR |
28.9 |
29.1 |
0.2 |
0.8% |
0.0 |
Volume |
107,514 |
108,004 |
490 |
0.5% |
611,104 |
|
Daily Pivots for day following 10-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
999.4 |
979.6 |
913.5 |
|
R3 |
967.4 |
947.6 |
904.7 |
|
R2 |
935.4 |
935.4 |
901.8 |
|
R1 |
915.6 |
915.6 |
898.8 |
909.5 |
PP |
903.4 |
903.4 |
903.4 |
900.3 |
S1 |
883.6 |
883.6 |
893.0 |
877.5 |
S2 |
871.4 |
871.4 |
890.0 |
|
S3 |
839.4 |
851.6 |
887.1 |
|
S4 |
807.4 |
819.6 |
878.3 |
|
|
Weekly Pivots for week ending 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,111.5 |
1,086.2 |
975.2 |
|
R3 |
1,052.4 |
1,027.1 |
959.0 |
|
R2 |
993.3 |
993.3 |
953.5 |
|
R1 |
968.0 |
968.0 |
948.1 |
980.7 |
PP |
934.2 |
934.2 |
934.2 |
940.5 |
S1 |
908.9 |
908.9 |
937.3 |
921.6 |
S2 |
875.1 |
875.1 |
931.9 |
|
S3 |
816.0 |
849.8 |
926.4 |
|
S4 |
756.9 |
790.7 |
910.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
945.5 |
891.1 |
54.4 |
6.1% |
26.6 |
3.0% |
9% |
False |
True |
110,749 |
10 |
979.7 |
891.1 |
88.6 |
9.9% |
29.6 |
3.3% |
5% |
False |
True |
125,628 |
20 |
1,007.7 |
891.1 |
116.6 |
13.0% |
28.6 |
3.2% |
4% |
False |
True |
123,694 |
40 |
1,007.7 |
803.6 |
204.1 |
22.8% |
27.2 |
3.0% |
45% |
False |
False |
89,297 |
60 |
1,007.7 |
803.6 |
204.1 |
22.8% |
26.5 |
3.0% |
45% |
False |
False |
60,665 |
80 |
1,007.7 |
703.5 |
304.2 |
34.0% |
26.1 |
2.9% |
63% |
False |
False |
45,774 |
100 |
1,007.7 |
689.7 |
318.0 |
35.5% |
26.6 |
3.0% |
65% |
False |
False |
36,793 |
120 |
1,007.7 |
689.7 |
318.0 |
35.5% |
27.4 |
3.1% |
65% |
False |
False |
30,799 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,059.1 |
2.618 |
1,006.9 |
1.618 |
974.9 |
1.000 |
955.1 |
0.618 |
942.9 |
HIGH |
923.1 |
0.618 |
910.9 |
0.500 |
907.1 |
0.382 |
903.3 |
LOW |
891.1 |
0.618 |
871.3 |
1.000 |
859.1 |
1.618 |
839.3 |
2.618 |
807.3 |
4.250 |
755.1 |
|
|
Fisher Pivots for day following 10-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
907.1 |
918.3 |
PP |
903.4 |
910.8 |
S1 |
899.6 |
903.4 |
|