Trading Metrics calculated at close of trading on 09-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2009 |
09-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
1,786.0 |
1,750.0 |
-36.0 |
-2.0% |
1,885.0 |
High |
1,796.0 |
1,759.0 |
-37.0 |
-2.1% |
1,895.0 |
Low |
1,716.0 |
1,693.0 |
-23.0 |
-1.3% |
1,716.0 |
Close |
1,738.0 |
1,741.0 |
3.0 |
0.2% |
1,738.0 |
Range |
80.0 |
66.0 |
-14.0 |
-17.5% |
179.0 |
ATR |
86.1 |
84.7 |
-1.4 |
-1.7% |
0.0 |
Volume |
57,007 |
91,822 |
34,815 |
61.1% |
110,093 |
|
Daily Pivots for day following 09-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,929.0 |
1,901.0 |
1,777.3 |
|
R3 |
1,863.0 |
1,835.0 |
1,759.2 |
|
R2 |
1,797.0 |
1,797.0 |
1,753.1 |
|
R1 |
1,769.0 |
1,769.0 |
1,747.1 |
1,750.0 |
PP |
1,731.0 |
1,731.0 |
1,731.0 |
1,721.5 |
S1 |
1,703.0 |
1,703.0 |
1,735.0 |
1,684.0 |
S2 |
1,665.0 |
1,665.0 |
1,728.9 |
|
S3 |
1,599.0 |
1,637.0 |
1,722.9 |
|
S4 |
1,533.0 |
1,571.0 |
1,704.7 |
|
|
Weekly Pivots for week ending 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,320.0 |
2,208.0 |
1,836.5 |
|
R3 |
2,141.0 |
2,029.0 |
1,787.2 |
|
R2 |
1,962.0 |
1,962.0 |
1,770.8 |
|
R1 |
1,850.0 |
1,850.0 |
1,754.4 |
1,816.5 |
PP |
1,783.0 |
1,783.0 |
1,783.0 |
1,766.3 |
S1 |
1,671.0 |
1,671.0 |
1,721.6 |
1,637.5 |
S2 |
1,604.0 |
1,604.0 |
1,705.2 |
|
S3 |
1,425.0 |
1,492.0 |
1,688.8 |
|
S4 |
1,246.0 |
1,313.0 |
1,639.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,895.0 |
1,693.0 |
202.0 |
11.6% |
84.4 |
4.8% |
24% |
False |
True |
40,383 |
10 |
2,000.0 |
1,693.0 |
307.0 |
17.6% |
83.2 |
4.8% |
16% |
False |
True |
23,169 |
20 |
2,301.0 |
1,693.0 |
608.0 |
34.9% |
73.1 |
4.2% |
8% |
False |
True |
14,061 |
40 |
2,440.0 |
1,693.0 |
747.0 |
42.9% |
80.3 |
4.6% |
6% |
False |
True |
9,154 |
60 |
2,562.0 |
1,693.0 |
869.0 |
49.9% |
78.2 |
4.5% |
6% |
False |
True |
9,697 |
80 |
2,637.0 |
1,693.0 |
944.0 |
54.2% |
87.1 |
5.0% |
5% |
False |
True |
7,742 |
100 |
2,746.0 |
1,693.0 |
1,053.0 |
60.5% |
90.7 |
5.2% |
5% |
False |
True |
6,530 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,039.5 |
2.618 |
1,931.8 |
1.618 |
1,865.8 |
1.000 |
1,825.0 |
0.618 |
1,799.8 |
HIGH |
1,759.0 |
0.618 |
1,733.8 |
0.500 |
1,726.0 |
0.382 |
1,718.2 |
LOW |
1,693.0 |
0.618 |
1,652.2 |
1.000 |
1,627.0 |
1.618 |
1,586.2 |
2.618 |
1,520.2 |
4.250 |
1,412.5 |
|
|
Fisher Pivots for day following 09-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
1,736.0 |
1,775.0 |
PP |
1,731.0 |
1,763.7 |
S1 |
1,726.0 |
1,752.3 |
|