Trading Metrics calculated at close of trading on 12-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2009 |
12-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
896.1 |
906.7 |
10.6 |
1.2% |
940.3 |
High |
913.8 |
931.6 |
17.8 |
1.9% |
959.5 |
Low |
892.6 |
906.3 |
13.7 |
1.5% |
900.4 |
Close |
910.7 |
924.0 |
13.3 |
1.5% |
942.7 |
Range |
21.2 |
25.3 |
4.1 |
19.3% |
59.1 |
ATR |
28.5 |
28.3 |
-0.2 |
-0.8% |
0.0 |
Volume |
138,514 |
95,706 |
-42,808 |
-30.9% |
611,104 |
|
Daily Pivots for day following 12-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
996.5 |
985.6 |
937.9 |
|
R3 |
971.2 |
960.3 |
931.0 |
|
R2 |
945.9 |
945.9 |
928.6 |
|
R1 |
935.0 |
935.0 |
926.3 |
940.5 |
PP |
920.6 |
920.6 |
920.6 |
923.4 |
S1 |
909.7 |
909.7 |
921.7 |
915.2 |
S2 |
895.3 |
895.3 |
919.4 |
|
S3 |
870.0 |
884.4 |
917.0 |
|
S4 |
844.7 |
859.1 |
910.1 |
|
|
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 |
5.9% |
25.0 |
2.7% |
60% |
False |
False |
111,117 |
10 |
964.0 |
891.1 |
72.9 |
7.9% |
28.3 |
3.1% |
45% |
False |
False |
119,402 |
20 |
1,007.7 |
891.1 |
116.6 |
12.6% |
27.7 |
3.0% |
28% |
False |
False |
125,578 |
40 |
1,007.7 |
803.6 |
204.1 |
22.1% |
26.9 |
2.9% |
59% |
False |
False |
94,568 |
60 |
1,007.7 |
803.6 |
204.1 |
22.1% |
26.5 |
2.9% |
59% |
False |
False |
64,519 |
80 |
1,007.7 |
734.5 |
273.2 |
29.6% |
25.9 |
2.8% |
69% |
False |
False |
48,665 |
100 |
1,007.7 |
689.7 |
318.0 |
34.4% |
26.2 |
2.8% |
74% |
False |
False |
39,121 |
120 |
1,007.7 |
689.7 |
318.0 |
34.4% |
27.0 |
2.9% |
74% |
False |
False |
32,711 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,039.1 |
2.618 |
997.8 |
1.618 |
972.5 |
1.000 |
956.9 |
0.618 |
947.2 |
HIGH |
931.6 |
0.618 |
921.9 |
0.500 |
919.0 |
0.382 |
916.0 |
LOW |
906.3 |
0.618 |
890.7 |
1.000 |
881.0 |
1.618 |
865.4 |
2.618 |
840.1 |
4.250 |
798.8 |
|
|
Fisher Pivots for day following 12-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
922.3 |
919.8 |
PP |
920.6 |
915.6 |
S1 |
919.0 |
911.4 |
|