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 |
1,832.0 |
1,925.0 |
93.0 |
5.1% |
1,750.0 |
High |
1,927.0 |
1,946.0 |
19.0 |
1.0% |
1,946.0 |
Low |
1,805.0 |
1,888.0 |
83.0 |
4.6% |
1,693.0 |
Close |
1,888.0 |
1,898.0 |
10.0 |
0.5% |
1,898.0 |
Range |
122.0 |
58.0 |
-64.0 |
-52.5% |
253.0 |
ATR |
90.5 |
88.2 |
-2.3 |
-2.6% |
0.0 |
Volume |
174,299 |
256,820 |
82,521 |
47.3% |
714,330 |
|
Daily Pivots for day following 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,084.7 |
2,049.3 |
1,929.9 |
|
R3 |
2,026.7 |
1,991.3 |
1,914.0 |
|
R2 |
1,968.7 |
1,968.7 |
1,908.6 |
|
R1 |
1,933.3 |
1,933.3 |
1,903.3 |
1,922.0 |
PP |
1,910.7 |
1,910.7 |
1,910.7 |
1,905.0 |
S1 |
1,875.3 |
1,875.3 |
1,892.7 |
1,864.0 |
S2 |
1,852.7 |
1,852.7 |
1,887.4 |
|
S3 |
1,794.7 |
1,817.3 |
1,882.1 |
|
S4 |
1,736.7 |
1,759.3 |
1,866.1 |
|
|
Weekly Pivots for week ending 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,604.7 |
2,504.3 |
2,037.2 |
|
R3 |
2,351.7 |
2,251.3 |
1,967.6 |
|
R2 |
2,098.7 |
2,098.7 |
1,944.4 |
|
R1 |
1,998.3 |
1,998.3 |
1,921.2 |
2,048.5 |
PP |
1,845.7 |
1,845.7 |
1,845.7 |
1,870.8 |
S1 |
1,745.3 |
1,745.3 |
1,874.8 |
1,795.5 |
S2 |
1,592.7 |
1,592.7 |
1,851.6 |
|
S3 |
1,339.7 |
1,492.3 |
1,828.4 |
|
S4 |
1,086.7 |
1,239.3 |
1,758.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,946.0 |
1,693.0 |
253.0 |
13.3% |
93.2 |
4.9% |
81% |
True |
False |
142,866 |
10 |
1,946.0 |
1,693.0 |
253.0 |
13.3% |
88.4 |
4.7% |
81% |
True |
False |
83,452 |
20 |
2,208.0 |
1,693.0 |
515.0 |
27.1% |
79.9 |
4.2% |
40% |
False |
False |
44,598 |
40 |
2,304.0 |
1,693.0 |
611.0 |
32.2% |
81.5 |
4.3% |
34% |
False |
False |
24,404 |
60 |
2,562.0 |
1,693.0 |
869.0 |
45.8% |
79.7 |
4.2% |
24% |
False |
False |
19,557 |
80 |
2,562.0 |
1,693.0 |
869.0 |
45.8% |
85.3 |
4.5% |
24% |
False |
False |
15,380 |
100 |
2,725.0 |
1,693.0 |
1,032.0 |
54.4% |
92.3 |
4.9% |
20% |
False |
False |
12,680 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,192.5 |
2.618 |
2,097.8 |
1.618 |
2,039.8 |
1.000 |
2,004.0 |
0.618 |
1,981.8 |
HIGH |
1,946.0 |
0.618 |
1,923.8 |
0.500 |
1,917.0 |
0.382 |
1,910.2 |
LOW |
1,888.0 |
0.618 |
1,852.2 |
1.000 |
1,830.0 |
1.618 |
1,794.2 |
2.618 |
1,736.2 |
4.250 |
1,641.5 |
|
|
Fisher Pivots for day following 13-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
1,917.0 |
1,890.5 |
PP |
1,910.7 |
1,883.0 |
S1 |
1,904.3 |
1,875.5 |
|