Trading Metrics calculated at close of trading on 16-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2009 |
16-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
927.4 |
928.3 |
0.9 |
0.1% |
941.2 |
High |
941.1 |
930.6 |
-10.5 |
-1.1% |
942.8 |
Low |
919.6 |
915.3 |
-4.3 |
-0.5% |
891.1 |
Close |
930.1 |
922.0 |
-8.1 |
-0.9% |
930.1 |
Range |
21.5 |
15.3 |
-6.2 |
-28.8% |
51.7 |
ATR |
27.8 |
26.9 |
-0.9 |
-3.2% |
0.0 |
Volume |
123,791 |
98,234 |
-25,557 |
-20.6% |
573,529 |
|
Daily Pivots for day following 16-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
968.5 |
960.6 |
930.4 |
|
R3 |
953.2 |
945.3 |
926.2 |
|
R2 |
937.9 |
937.9 |
924.8 |
|
R1 |
930.0 |
930.0 |
923.4 |
926.3 |
PP |
922.6 |
922.6 |
922.6 |
920.8 |
S1 |
914.7 |
914.7 |
920.6 |
911.0 |
S2 |
907.3 |
907.3 |
919.2 |
|
S3 |
892.0 |
899.4 |
917.8 |
|
S4 |
876.7 |
884.1 |
913.6 |
|
|
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 |
941.1 |
891.1 |
50.0 |
5.4% |
23.1 |
2.5% |
62% |
False |
False |
112,849 |
10 |
945.5 |
891.1 |
54.4 |
5.9% |
24.4 |
2.6% |
57% |
False |
False |
113,434 |
20 |
1,007.7 |
891.1 |
116.6 |
12.6% |
28.0 |
3.0% |
27% |
False |
False |
121,793 |
40 |
1,007.7 |
817.9 |
189.8 |
20.6% |
26.8 |
2.9% |
55% |
False |
False |
99,431 |
60 |
1,007.7 |
803.6 |
204.1 |
22.1% |
26.2 |
2.8% |
58% |
False |
False |
68,159 |
80 |
1,007.7 |
735.1 |
272.6 |
29.6% |
26.1 |
2.8% |
69% |
False |
False |
51,421 |
100 |
1,007.7 |
689.7 |
318.0 |
34.5% |
26.0 |
2.8% |
73% |
False |
False |
41,326 |
120 |
1,007.7 |
689.7 |
318.0 |
34.5% |
26.9 |
2.9% |
73% |
False |
False |
34,550 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
995.6 |
2.618 |
970.7 |
1.618 |
955.4 |
1.000 |
945.9 |
0.618 |
940.1 |
HIGH |
930.6 |
0.618 |
924.8 |
0.500 |
923.0 |
0.382 |
921.1 |
LOW |
915.3 |
0.618 |
905.8 |
1.000 |
900.0 |
1.618 |
890.5 |
2.618 |
875.2 |
4.250 |
850.3 |
|
|
Fisher Pivots for day following 16-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
923.0 |
923.7 |
PP |
922.6 |
923.1 |
S1 |
922.3 |
922.6 |
|