Trading Metrics calculated at close of trading on 13-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2009 |
13-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
906.7 |
927.4 |
20.7 |
2.3% |
941.2 |
High |
931.6 |
941.1 |
9.5 |
1.0% |
942.8 |
Low |
906.3 |
919.6 |
13.3 |
1.5% |
891.1 |
Close |
924.0 |
930.1 |
6.1 |
0.7% |
930.1 |
Range |
25.3 |
21.5 |
-3.8 |
-15.0% |
51.7 |
ATR |
28.3 |
27.8 |
-0.5 |
-1.7% |
0.0 |
Volume |
95,706 |
123,791 |
28,085 |
29.3% |
573,529 |
|
Daily Pivots for day following 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
994.8 |
983.9 |
941.9 |
|
R3 |
973.3 |
962.4 |
936.0 |
|
R2 |
951.8 |
951.8 |
934.0 |
|
R1 |
940.9 |
940.9 |
932.1 |
946.4 |
PP |
930.3 |
930.3 |
930.3 |
933.0 |
S1 |
919.4 |
919.4 |
928.1 |
924.9 |
S2 |
908.8 |
908.8 |
926.2 |
|
S3 |
887.3 |
897.9 |
924.2 |
|
S4 |
865.8 |
876.4 |
918.3 |
|
|
Weekly Pivots for week ending 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,076.4 |
1,055.0 |
958.5 |
|
R3 |
1,024.7 |
1,003.3 |
944.3 |
|
R2 |
973.0 |
973.0 |
939.6 |
|
R1 |
951.6 |
951.6 |
934.8 |
936.5 |
PP |
921.3 |
921.3 |
921.3 |
913.8 |
S1 |
899.9 |
899.9 |
925.4 |
884.8 |
S2 |
869.6 |
869.6 |
920.6 |
|
S3 |
817.9 |
848.2 |
915.9 |
|
S4 |
766.2 |
796.5 |
901.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
942.8 |
891.1 |
51.7 |
5.6% |
26.3 |
2.8% |
75% |
False |
False |
114,705 |
10 |
959.5 |
891.1 |
68.4 |
7.4% |
26.8 |
2.9% |
57% |
False |
False |
118,463 |
20 |
1,007.7 |
891.1 |
116.6 |
12.5% |
27.9 |
3.0% |
33% |
False |
False |
123,126 |
40 |
1,007.7 |
803.6 |
204.1 |
21.9% |
26.9 |
2.9% |
62% |
False |
False |
97,398 |
60 |
1,007.7 |
803.6 |
204.1 |
21.9% |
26.5 |
2.8% |
62% |
False |
False |
66,545 |
80 |
1,007.7 |
734.5 |
273.2 |
29.4% |
26.0 |
2.8% |
72% |
False |
False |
50,200 |
100 |
1,007.7 |
689.7 |
318.0 |
34.2% |
26.2 |
2.8% |
76% |
False |
False |
40,350 |
120 |
1,007.7 |
689.7 |
318.0 |
34.2% |
27.0 |
2.9% |
76% |
False |
False |
33,736 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,032.5 |
2.618 |
997.4 |
1.618 |
975.9 |
1.000 |
962.6 |
0.618 |
954.4 |
HIGH |
941.1 |
0.618 |
932.9 |
0.500 |
930.4 |
0.382 |
927.8 |
LOW |
919.6 |
0.618 |
906.3 |
1.000 |
898.1 |
1.618 |
884.8 |
2.618 |
863.3 |
4.250 |
828.2 |
|
|
Fisher Pivots for day following 13-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
930.4 |
925.7 |
PP |
930.3 |
921.3 |
S1 |
930.2 |
916.9 |
|