Trading Metrics calculated at close of trading on 19-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2009 |
19-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
1,979.0 |
1,978.0 |
-1.0 |
-0.1% |
1,750.0 |
High |
1,997.0 |
2,016.0 |
19.0 |
1.0% |
1,946.0 |
Low |
1,917.0 |
1,950.0 |
33.0 |
1.7% |
1,693.0 |
Close |
1,943.0 |
1,965.0 |
22.0 |
1.1% |
1,898.0 |
Range |
80.0 |
66.0 |
-14.0 |
-17.5% |
253.0 |
ATR |
85.8 |
84.8 |
-0.9 |
-1.1% |
0.0 |
Volume |
1,267,487 |
1,209,588 |
-57,899 |
-4.6% |
714,330 |
|
Daily Pivots for day following 19-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,175.0 |
2,136.0 |
2,001.3 |
|
R3 |
2,109.0 |
2,070.0 |
1,983.2 |
|
R2 |
2,043.0 |
2,043.0 |
1,977.1 |
|
R1 |
2,004.0 |
2,004.0 |
1,971.1 |
1,990.5 |
PP |
1,977.0 |
1,977.0 |
1,977.0 |
1,970.3 |
S1 |
1,938.0 |
1,938.0 |
1,959.0 |
1,924.5 |
S2 |
1,911.0 |
1,911.0 |
1,952.9 |
|
S3 |
1,845.0 |
1,872.0 |
1,946.9 |
|
S4 |
1,779.0 |
1,806.0 |
1,928.7 |
|
|
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 |
2,016.0 |
1,888.0 |
128.0 |
6.5% |
64.0 |
3.3% |
60% |
True |
False |
947,194 |
10 |
2,016.0 |
1,693.0 |
323.0 |
16.4% |
80.8 |
4.1% |
84% |
True |
False |
525,048 |
20 |
2,083.0 |
1,693.0 |
390.0 |
19.8% |
82.4 |
4.2% |
70% |
False |
False |
267,414 |
40 |
2,304.0 |
1,693.0 |
611.0 |
31.1% |
77.9 |
4.0% |
45% |
False |
False |
136,188 |
60 |
2,562.0 |
1,693.0 |
869.0 |
44.2% |
76.9 |
3.9% |
31% |
False |
False |
92,214 |
80 |
2,562.0 |
1,693.0 |
869.0 |
44.2% |
83.1 |
4.2% |
31% |
False |
False |
71,296 |
100 |
2,725.0 |
1,693.0 |
1,032.0 |
52.5% |
89.3 |
4.5% |
26% |
False |
False |
57,414 |
120 |
3,201.0 |
1,693.0 |
1,508.0 |
76.7% |
92.2 |
4.7% |
18% |
False |
False |
48,051 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,296.5 |
2.618 |
2,188.8 |
1.618 |
2,122.8 |
1.000 |
2,082.0 |
0.618 |
2,056.8 |
HIGH |
2,016.0 |
0.618 |
1,990.8 |
0.500 |
1,983.0 |
0.382 |
1,975.2 |
LOW |
1,950.0 |
0.618 |
1,909.2 |
1.000 |
1,884.0 |
1.618 |
1,843.2 |
2.618 |
1,777.2 |
4.250 |
1,669.5 |
|
|
Fisher Pivots for day following 19-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
1,983.0 |
1,964.7 |
PP |
1,977.0 |
1,964.3 |
S1 |
1,971.0 |
1,964.0 |
|