Trading Metrics calculated at close of trading on 19-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2009 |
19-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
915.2 |
941.6 |
26.4 |
2.9% |
941.2 |
High |
954.0 |
963.5 |
9.5 |
1.0% |
942.8 |
Low |
882.7 |
926.0 |
43.3 |
4.9% |
891.1 |
Close |
889.1 |
958.8 |
69.7 |
7.8% |
930.1 |
Range |
71.3 |
37.5 |
-33.8 |
-47.4% |
51.7 |
ATR |
29.1 |
32.4 |
3.2 |
11.1% |
0.0 |
Volume |
70,710 |
226,078 |
155,368 |
219.7% |
573,529 |
|
Daily Pivots for day following 19-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,061.9 |
1,047.9 |
979.4 |
|
R3 |
1,024.4 |
1,010.4 |
969.1 |
|
R2 |
986.9 |
986.9 |
965.7 |
|
R1 |
972.9 |
972.9 |
962.2 |
979.9 |
PP |
949.4 |
949.4 |
949.4 |
953.0 |
S1 |
935.4 |
935.4 |
955.4 |
942.4 |
S2 |
911.9 |
911.9 |
951.9 |
|
S3 |
874.4 |
897.9 |
948.5 |
|
S4 |
836.9 |
860.4 |
938.2 |
|
|
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 |
963.5 |
882.7 |
80.8 |
8.4% |
31.7 |
3.3% |
94% |
True |
False |
120,718 |
10 |
963.5 |
882.7 |
80.8 |
8.4% |
28.4 |
3.0% |
94% |
True |
False |
115,917 |
20 |
1,007.7 |
882.7 |
125.0 |
13.0% |
29.9 |
3.1% |
61% |
False |
False |
124,225 |
40 |
1,007.7 |
845.2 |
162.5 |
16.9% |
27.6 |
2.9% |
70% |
False |
False |
107,325 |
60 |
1,007.7 |
803.6 |
204.1 |
21.3% |
26.8 |
2.8% |
76% |
False |
False |
74,414 |
80 |
1,007.7 |
743.5 |
264.2 |
27.6% |
26.3 |
2.7% |
81% |
False |
False |
56,163 |
100 |
1,007.7 |
703.5 |
304.2 |
31.7% |
25.9 |
2.7% |
84% |
False |
False |
45,123 |
120 |
1,007.7 |
689.7 |
318.0 |
33.2% |
27.8 |
2.9% |
85% |
False |
False |
37,717 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,122.9 |
2.618 |
1,061.7 |
1.618 |
1,024.2 |
1.000 |
1,001.0 |
0.618 |
986.7 |
HIGH |
963.5 |
0.618 |
949.2 |
0.500 |
944.8 |
0.382 |
940.3 |
LOW |
926.0 |
0.618 |
902.8 |
1.000 |
888.5 |
1.618 |
865.3 |
2.618 |
827.8 |
4.250 |
766.6 |
|
|
Fisher Pivots for day following 19-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
954.1 |
946.9 |
PP |
949.4 |
935.0 |
S1 |
944.8 |
923.1 |
|