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 |
1,925.0 |
1,932.0 |
7.0 |
0.4% |
1,750.0 |
High |
1,946.0 |
1,978.0 |
32.0 |
1.6% |
1,946.0 |
Low |
1,888.0 |
1,930.0 |
42.0 |
2.2% |
1,693.0 |
Close |
1,898.0 |
1,957.0 |
59.0 |
3.1% |
1,898.0 |
Range |
58.0 |
48.0 |
-10.0 |
-17.2% |
253.0 |
ATR |
88.2 |
87.6 |
-0.6 |
-0.7% |
0.0 |
Volume |
256,820 |
696,220 |
439,400 |
171.1% |
714,330 |
|
Daily Pivots for day following 16-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,099.0 |
2,076.0 |
1,983.4 |
|
R3 |
2,051.0 |
2,028.0 |
1,970.2 |
|
R2 |
2,003.0 |
2,003.0 |
1,965.8 |
|
R1 |
1,980.0 |
1,980.0 |
1,961.4 |
1,991.5 |
PP |
1,955.0 |
1,955.0 |
1,955.0 |
1,960.8 |
S1 |
1,932.0 |
1,932.0 |
1,952.6 |
1,943.5 |
S2 |
1,907.0 |
1,907.0 |
1,948.2 |
|
S3 |
1,859.0 |
1,884.0 |
1,943.8 |
|
S4 |
1,811.0 |
1,836.0 |
1,930.6 |
|
|
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 |
1,978.0 |
1,728.0 |
250.0 |
12.8% |
89.6 |
4.6% |
92% |
True |
False |
263,745 |
10 |
1,978.0 |
1,693.0 |
285.0 |
14.6% |
87.0 |
4.4% |
93% |
True |
False |
152,064 |
20 |
2,160.0 |
1,693.0 |
467.0 |
23.9% |
79.5 |
4.1% |
57% |
False |
False |
79,372 |
40 |
2,304.0 |
1,693.0 |
611.0 |
31.2% |
80.4 |
4.1% |
43% |
False |
False |
41,802 |
60 |
2,562.0 |
1,693.0 |
869.0 |
44.4% |
78.3 |
4.0% |
30% |
False |
False |
30,701 |
80 |
2,562.0 |
1,693.0 |
869.0 |
44.4% |
84.6 |
4.3% |
30% |
False |
False |
24,066 |
100 |
2,725.0 |
1,693.0 |
1,032.0 |
52.7% |
91.0 |
4.7% |
26% |
False |
False |
19,615 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,182.0 |
2.618 |
2,103.7 |
1.618 |
2,055.7 |
1.000 |
2,026.0 |
0.618 |
2,007.7 |
HIGH |
1,978.0 |
0.618 |
1,959.7 |
0.500 |
1,954.0 |
0.382 |
1,948.3 |
LOW |
1,930.0 |
0.618 |
1,900.3 |
1.000 |
1,882.0 |
1.618 |
1,852.3 |
2.618 |
1,804.3 |
4.250 |
1,726.0 |
|
|
Fisher Pivots for day following 16-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
1,956.0 |
1,935.2 |
PP |
1,955.0 |
1,913.3 |
S1 |
1,954.0 |
1,891.5 |
|