Trading Metrics calculated at close of trading on 17-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2009 |
17-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
1,932.0 |
1,957.0 |
25.0 |
1.3% |
1,750.0 |
High |
1,978.0 |
1,980.0 |
2.0 |
0.1% |
1,946.0 |
Low |
1,930.0 |
1,912.0 |
-18.0 |
-0.9% |
1,693.0 |
Close |
1,957.0 |
1,938.0 |
-19.0 |
-1.0% |
1,898.0 |
Range |
48.0 |
68.0 |
20.0 |
41.7% |
253.0 |
ATR |
87.6 |
86.2 |
-1.4 |
-1.6% |
0.0 |
Volume |
696,220 |
1,305,857 |
609,637 |
87.6% |
714,330 |
|
Daily Pivots for day following 17-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,147.3 |
2,110.7 |
1,975.4 |
|
R3 |
2,079.3 |
2,042.7 |
1,956.7 |
|
R2 |
2,011.3 |
2,011.3 |
1,950.5 |
|
R1 |
1,974.7 |
1,974.7 |
1,944.2 |
1,959.0 |
PP |
1,943.3 |
1,943.3 |
1,943.3 |
1,935.5 |
S1 |
1,906.7 |
1,906.7 |
1,931.8 |
1,891.0 |
S2 |
1,875.3 |
1,875.3 |
1,925.5 |
|
S3 |
1,807.3 |
1,838.7 |
1,919.3 |
|
S4 |
1,739.3 |
1,770.7 |
1,900.6 |
|
|
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 |
1,980.0 |
1,805.0 |
175.0 |
9.0% |
77.8 |
4.0% |
76% |
True |
False |
509,739 |
10 |
1,980.0 |
1,693.0 |
287.0 |
14.8% |
84.0 |
4.3% |
85% |
True |
False |
282,650 |
20 |
2,107.0 |
1,693.0 |
414.0 |
21.4% |
80.7 |
4.2% |
59% |
False |
False |
143,958 |
40 |
2,304.0 |
1,693.0 |
611.0 |
31.5% |
79.7 |
4.1% |
40% |
False |
False |
74,341 |
60 |
2,562.0 |
1,693.0 |
869.0 |
44.8% |
77.9 |
4.0% |
28% |
False |
False |
52,195 |
80 |
2,562.0 |
1,693.0 |
869.0 |
44.8% |
84.2 |
4.3% |
28% |
False |
False |
40,376 |
100 |
2,725.0 |
1,693.0 |
1,032.0 |
53.3% |
90.8 |
4.7% |
24% |
False |
False |
32,664 |
120 |
3,201.0 |
1,693.0 |
1,508.0 |
77.8% |
91.9 |
4.7% |
16% |
False |
False |
27,418 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,269.0 |
2.618 |
2,158.0 |
1.618 |
2,090.0 |
1.000 |
2,048.0 |
0.618 |
2,022.0 |
HIGH |
1,980.0 |
0.618 |
1,954.0 |
0.500 |
1,946.0 |
0.382 |
1,938.0 |
LOW |
1,912.0 |
0.618 |
1,870.0 |
1.000 |
1,844.0 |
1.618 |
1,802.0 |
2.618 |
1,734.0 |
4.250 |
1,623.0 |
|
|
Fisher Pivots for day following 17-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
1,946.0 |
1,936.7 |
PP |
1,943.3 |
1,935.3 |
S1 |
1,940.7 |
1,934.0 |
|