Trading Metrics calculated at close of trading on 09-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2009 |
09-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
3,720.0 |
3,685.5 |
-34.5 |
-0.9% |
3,795.5 |
High |
3,780.0 |
3,715.0 |
-65.0 |
-1.7% |
3,941.5 |
Low |
3,635.0 |
3,599.5 |
-35.5 |
-1.0% |
3,635.0 |
Close |
3,665.5 |
3,706.0 |
40.5 |
1.1% |
3,665.5 |
Range |
145.0 |
115.5 |
-29.5 |
-20.3% |
306.5 |
ATR |
165.0 |
161.5 |
-3.5 |
-2.1% |
0.0 |
Volume |
3,468 |
5,301 |
1,833 |
52.9% |
22,260 |
|
Daily Pivots for day following 09-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,020.0 |
3,978.5 |
3,769.5 |
|
R3 |
3,904.5 |
3,863.0 |
3,737.8 |
|
R2 |
3,789.0 |
3,789.0 |
3,727.2 |
|
R1 |
3,747.5 |
3,747.5 |
3,716.6 |
3,768.3 |
PP |
3,673.5 |
3,673.5 |
3,673.5 |
3,683.9 |
S1 |
3,632.0 |
3,632.0 |
3,695.4 |
3,652.8 |
S2 |
3,558.0 |
3,558.0 |
3,684.8 |
|
S3 |
3,442.5 |
3,516.5 |
3,674.2 |
|
S4 |
3,327.0 |
3,401.0 |
3,642.5 |
|
|
Weekly Pivots for week ending 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,666.8 |
4,472.7 |
3,834.1 |
|
R3 |
4,360.3 |
4,166.2 |
3,749.8 |
|
R2 |
4,053.8 |
4,053.8 |
3,721.7 |
|
R1 |
3,859.7 |
3,859.7 |
3,693.6 |
3,803.5 |
PP |
3,747.3 |
3,747.3 |
3,747.3 |
3,719.3 |
S1 |
3,553.2 |
3,553.2 |
3,637.4 |
3,497.0 |
S2 |
3,440.8 |
3,440.8 |
3,609.3 |
|
S3 |
3,134.3 |
3,246.7 |
3,581.2 |
|
S4 |
2,827.8 |
2,940.2 |
3,496.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,941.5 |
3,599.5 |
342.0 |
9.2% |
146.9 |
4.0% |
31% |
False |
True |
5,206 |
10 |
4,002.0 |
3,599.5 |
402.5 |
10.9% |
144.6 |
3.9% |
26% |
False |
True |
3,019 |
20 |
4,668.5 |
3,599.5 |
1,069.0 |
28.8% |
142.7 |
3.8% |
10% |
False |
True |
1,810 |
40 |
4,728.5 |
3,599.5 |
1,129.0 |
30.5% |
152.9 |
4.1% |
9% |
False |
True |
1,221 |
60 |
5,151.0 |
3,599.5 |
1,551.5 |
41.9% |
145.7 |
3.9% |
7% |
False |
True |
1,497 |
80 |
5,151.0 |
3,599.5 |
1,551.5 |
41.9% |
166.6 |
4.5% |
7% |
False |
True |
1,256 |
100 |
5,454.5 |
3,599.5 |
1,855.0 |
50.1% |
187.1 |
5.0% |
6% |
False |
True |
1,057 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,205.9 |
2.618 |
4,017.4 |
1.618 |
3,901.9 |
1.000 |
3,830.5 |
0.618 |
3,786.4 |
HIGH |
3,715.0 |
0.618 |
3,670.9 |
0.500 |
3,657.3 |
0.382 |
3,643.6 |
LOW |
3,599.5 |
0.618 |
3,528.1 |
1.000 |
3,484.0 |
1.618 |
3,412.6 |
2.618 |
3,297.1 |
4.250 |
3,108.6 |
|
|
Fisher Pivots for day following 09-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
3,689.8 |
3,731.8 |
PP |
3,673.5 |
3,723.2 |
S1 |
3,657.3 |
3,714.6 |
|