Trading Metrics calculated at close of trading on 18-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2009 |
18-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
924.5 |
915.2 |
-9.3 |
-1.0% |
941.2 |
High |
925.3 |
954.0 |
28.7 |
3.1% |
942.8 |
Low |
912.4 |
882.7 |
-29.7 |
-3.3% |
891.1 |
Close |
916.8 |
889.1 |
-27.7 |
-3.0% |
930.1 |
Range |
12.9 |
71.3 |
58.4 |
452.7% |
51.7 |
ATR |
25.9 |
29.1 |
3.2 |
12.5% |
0.0 |
Volume |
84,779 |
70,710 |
-14,069 |
-16.6% |
573,529 |
|
Daily Pivots for day following 18-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,122.5 |
1,077.1 |
928.3 |
|
R3 |
1,051.2 |
1,005.8 |
908.7 |
|
R2 |
979.9 |
979.9 |
902.2 |
|
R1 |
934.5 |
934.5 |
895.6 |
921.6 |
PP |
908.6 |
908.6 |
908.6 |
902.1 |
S1 |
863.2 |
863.2 |
882.6 |
850.3 |
S2 |
837.3 |
837.3 |
876.0 |
|
S3 |
766.0 |
791.9 |
869.5 |
|
S4 |
694.7 |
720.6 |
849.9 |
|
|
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 |
954.0 |
882.7 |
71.3 |
8.0% |
29.3 |
3.3% |
9% |
True |
True |
94,644 |
10 |
954.0 |
882.7 |
71.3 |
8.0% |
27.7 |
3.1% |
9% |
True |
True |
103,521 |
20 |
1,007.7 |
882.7 |
125.0 |
14.1% |
28.9 |
3.3% |
5% |
False |
True |
118,810 |
40 |
1,007.7 |
844.7 |
163.0 |
18.3% |
27.2 |
3.1% |
27% |
False |
False |
102,223 |
60 |
1,007.7 |
803.6 |
204.1 |
23.0% |
26.6 |
3.0% |
42% |
False |
False |
70,678 |
80 |
1,007.7 |
743.5 |
264.2 |
29.7% |
26.6 |
3.0% |
55% |
False |
False |
53,345 |
100 |
1,007.7 |
689.7 |
318.0 |
35.8% |
26.0 |
2.9% |
63% |
False |
False |
42,870 |
120 |
1,007.7 |
689.7 |
318.0 |
35.8% |
27.6 |
3.1% |
63% |
False |
False |
35,837 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,257.0 |
2.618 |
1,140.7 |
1.618 |
1,069.4 |
1.000 |
1,025.3 |
0.618 |
998.1 |
HIGH |
954.0 |
0.618 |
926.8 |
0.500 |
918.4 |
0.382 |
909.9 |
LOW |
882.7 |
0.618 |
838.6 |
1.000 |
811.4 |
1.618 |
767.3 |
2.618 |
696.0 |
4.250 |
579.7 |
|
|
Fisher Pivots for day following 18-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
918.4 |
918.4 |
PP |
908.6 |
908.6 |
S1 |
898.9 |
898.9 |
|