Trading Metrics calculated at close of trading on 20-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2009 |
20-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
1,978.0 |
1,946.0 |
-32.0 |
-1.6% |
1,932.0 |
High |
2,016.0 |
1,982.0 |
-34.0 |
-1.7% |
2,016.0 |
Low |
1,950.0 |
1,931.0 |
-19.0 |
-1.0% |
1,912.0 |
Close |
1,965.0 |
1,974.0 |
9.0 |
0.5% |
1,974.0 |
Range |
66.0 |
51.0 |
-15.0 |
-22.7% |
104.0 |
ATR |
84.8 |
82.4 |
-2.4 |
-2.8% |
0.0 |
Volume |
1,209,588 |
1,466,507 |
256,919 |
21.2% |
5,945,659 |
|
Daily Pivots for day following 20-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,115.3 |
2,095.7 |
2,002.1 |
|
R3 |
2,064.3 |
2,044.7 |
1,988.0 |
|
R2 |
2,013.3 |
2,013.3 |
1,983.4 |
|
R1 |
1,993.7 |
1,993.7 |
1,978.7 |
2,003.5 |
PP |
1,962.3 |
1,962.3 |
1,962.3 |
1,967.3 |
S1 |
1,942.7 |
1,942.7 |
1,969.3 |
1,952.5 |
S2 |
1,911.3 |
1,911.3 |
1,964.7 |
|
S3 |
1,860.3 |
1,891.7 |
1,960.0 |
|
S4 |
1,809.3 |
1,840.7 |
1,946.0 |
|
|
Weekly Pivots for week ending 20-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,279.3 |
2,230.7 |
2,031.2 |
|
R3 |
2,175.3 |
2,126.7 |
2,002.6 |
|
R2 |
2,071.3 |
2,071.3 |
1,993.1 |
|
R1 |
2,022.7 |
2,022.7 |
1,983.5 |
2,047.0 |
PP |
1,967.3 |
1,967.3 |
1,967.3 |
1,979.5 |
S1 |
1,918.7 |
1,918.7 |
1,964.5 |
1,943.0 |
S2 |
1,863.3 |
1,863.3 |
1,954.9 |
|
S3 |
1,759.3 |
1,814.7 |
1,945.4 |
|
S4 |
1,655.3 |
1,710.7 |
1,916.8 |
|
|
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 |
1,912.0 |
104.0 |
5.3% |
62.6 |
3.2% |
60% |
False |
False |
1,189,131 |
10 |
2,016.0 |
1,693.0 |
323.0 |
16.4% |
77.9 |
3.9% |
87% |
False |
False |
665,998 |
20 |
2,016.0 |
1,693.0 |
323.0 |
16.4% |
81.7 |
4.1% |
87% |
False |
False |
340,105 |
40 |
2,304.0 |
1,693.0 |
611.0 |
31.0% |
76.7 |
3.9% |
46% |
False |
False |
172,592 |
60 |
2,562.0 |
1,693.0 |
869.0 |
44.0% |
76.5 |
3.9% |
32% |
False |
False |
115,868 |
80 |
2,562.0 |
1,693.0 |
869.0 |
44.0% |
82.1 |
4.2% |
32% |
False |
False |
89,573 |
100 |
2,725.0 |
1,693.0 |
1,032.0 |
52.3% |
88.9 |
4.5% |
27% |
False |
False |
72,019 |
120 |
3,140.0 |
1,693.0 |
1,447.0 |
73.3% |
91.9 |
4.7% |
19% |
False |
False |
60,254 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,198.8 |
2.618 |
2,115.5 |
1.618 |
2,064.5 |
1.000 |
2,033.0 |
0.618 |
2,013.5 |
HIGH |
1,982.0 |
0.618 |
1,962.5 |
0.500 |
1,956.5 |
0.382 |
1,950.5 |
LOW |
1,931.0 |
0.618 |
1,899.5 |
1.000 |
1,880.0 |
1.618 |
1,848.5 |
2.618 |
1,797.5 |
4.250 |
1,714.3 |
|
|
Fisher Pivots for day following 20-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
1,968.2 |
1,971.5 |
PP |
1,962.3 |
1,969.0 |
S1 |
1,956.5 |
1,966.5 |
|