Trading Metrics calculated at close of trading on 18-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2009 |
18-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
1,957.0 |
1,979.0 |
22.0 |
1.1% |
1,750.0 |
High |
1,980.0 |
1,997.0 |
17.0 |
0.9% |
1,946.0 |
Low |
1,912.0 |
1,917.0 |
5.0 |
0.3% |
1,693.0 |
Close |
1,938.0 |
1,943.0 |
5.0 |
0.3% |
1,898.0 |
Range |
68.0 |
80.0 |
12.0 |
17.6% |
253.0 |
ATR |
86.2 |
85.8 |
-0.4 |
-0.5% |
0.0 |
Volume |
1,305,857 |
1,267,487 |
-38,370 |
-2.9% |
714,330 |
|
Daily Pivots for day following 18-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,192.3 |
2,147.7 |
1,987.0 |
|
R3 |
2,112.3 |
2,067.7 |
1,965.0 |
|
R2 |
2,032.3 |
2,032.3 |
1,957.7 |
|
R1 |
1,987.7 |
1,987.7 |
1,950.3 |
1,970.0 |
PP |
1,952.3 |
1,952.3 |
1,952.3 |
1,943.5 |
S1 |
1,907.7 |
1,907.7 |
1,935.7 |
1,890.0 |
S2 |
1,872.3 |
1,872.3 |
1,928.3 |
|
S3 |
1,792.3 |
1,827.7 |
1,921.0 |
|
S4 |
1,712.3 |
1,747.7 |
1,899.0 |
|
|
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 |
1,997.0 |
1,805.0 |
192.0 |
9.9% |
75.2 |
3.9% |
72% |
True |
False |
740,136 |
10 |
1,997.0 |
1,693.0 |
304.0 |
15.6% |
83.9 |
4.3% |
82% |
True |
False |
405,276 |
20 |
2,083.0 |
1,693.0 |
390.0 |
20.1% |
81.5 |
4.2% |
64% |
False |
False |
207,250 |
40 |
2,304.0 |
1,693.0 |
611.0 |
31.4% |
78.8 |
4.1% |
41% |
False |
False |
105,992 |
60 |
2,562.0 |
1,693.0 |
869.0 |
44.7% |
77.1 |
4.0% |
29% |
False |
False |
72,996 |
80 |
2,562.0 |
1,693.0 |
869.0 |
44.7% |
84.3 |
4.3% |
29% |
False |
False |
56,214 |
100 |
2,725.0 |
1,693.0 |
1,032.0 |
53.1% |
90.6 |
4.7% |
24% |
False |
False |
45,332 |
120 |
3,201.0 |
1,693.0 |
1,508.0 |
77.6% |
92.0 |
4.7% |
17% |
False |
False |
37,977 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,337.0 |
2.618 |
2,206.4 |
1.618 |
2,126.4 |
1.000 |
2,077.0 |
0.618 |
2,046.4 |
HIGH |
1,997.0 |
0.618 |
1,966.4 |
0.500 |
1,957.0 |
0.382 |
1,947.6 |
LOW |
1,917.0 |
0.618 |
1,867.6 |
1.000 |
1,837.0 |
1.618 |
1,787.6 |
2.618 |
1,707.6 |
4.250 |
1,577.0 |
|
|
Fisher Pivots for day following 18-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
1,957.0 |
1,954.5 |
PP |
1,952.3 |
1,950.7 |
S1 |
1,947.7 |
1,946.8 |
|