Trading Metrics calculated at close of trading on 11-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2009 |
11-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
922.9 |
896.1 |
-26.8 |
-2.9% |
940.3 |
High |
923.1 |
913.8 |
-9.3 |
-1.0% |
959.5 |
Low |
891.1 |
892.6 |
1.5 |
0.2% |
900.4 |
Close |
895.9 |
910.7 |
14.8 |
1.7% |
942.7 |
Range |
32.0 |
21.2 |
-10.8 |
-33.8% |
59.1 |
ATR |
29.1 |
28.5 |
-0.6 |
-1.9% |
0.0 |
Volume |
108,004 |
138,514 |
30,510 |
28.2% |
611,104 |
|
Daily Pivots for day following 11-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
969.3 |
961.2 |
922.4 |
|
R3 |
948.1 |
940.0 |
916.5 |
|
R2 |
926.9 |
926.9 |
914.6 |
|
R1 |
918.8 |
918.8 |
912.6 |
922.9 |
PP |
905.7 |
905.7 |
905.7 |
907.7 |
S1 |
897.6 |
897.6 |
908.8 |
901.7 |
S2 |
884.5 |
884.5 |
906.8 |
|
S3 |
863.3 |
876.4 |
904.9 |
|
S4 |
842.1 |
855.2 |
899.0 |
|
|
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 |
6.0% |
26.2 |
2.9% |
36% |
False |
False |
112,399 |
10 |
964.0 |
891.1 |
72.9 |
8.0% |
28.3 |
3.1% |
27% |
False |
False |
123,863 |
20 |
1,007.7 |
891.1 |
116.6 |
12.8% |
28.3 |
3.1% |
17% |
False |
False |
126,533 |
40 |
1,007.7 |
803.6 |
204.1 |
22.4% |
26.7 |
2.9% |
52% |
False |
False |
92,495 |
60 |
1,007.7 |
803.6 |
204.1 |
22.4% |
26.4 |
2.9% |
52% |
False |
False |
62,949 |
80 |
1,007.7 |
730.0 |
277.7 |
30.5% |
25.9 |
2.8% |
65% |
False |
False |
47,488 |
100 |
1,007.7 |
689.7 |
318.0 |
34.9% |
26.3 |
2.9% |
69% |
False |
False |
38,173 |
120 |
1,007.7 |
689.7 |
318.0 |
34.9% |
27.2 |
3.0% |
69% |
False |
False |
31,930 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,003.9 |
2.618 |
969.3 |
1.618 |
948.1 |
1.000 |
935.0 |
0.618 |
926.9 |
HIGH |
913.8 |
0.618 |
905.7 |
0.500 |
903.2 |
0.382 |
900.7 |
LOW |
892.6 |
0.618 |
879.5 |
1.000 |
871.4 |
1.618 |
858.3 |
2.618 |
837.1 |
4.250 |
802.5 |
|
|
Fisher Pivots for day following 11-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
908.2 |
917.0 |
PP |
905.7 |
914.9 |
S1 |
903.2 |
912.8 |
|