Trading Metrics calculated at close of trading on 11-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2009 |
11-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
3,686.0 |
3,885.0 |
199.0 |
5.4% |
3,795.5 |
High |
3,912.5 |
4,003.0 |
90.5 |
2.3% |
3,941.5 |
Low |
3,686.0 |
3,840.0 |
154.0 |
4.2% |
3,635.0 |
Close |
3,894.5 |
3,920.5 |
26.0 |
0.7% |
3,665.5 |
Range |
226.5 |
163.0 |
-63.5 |
-28.0% |
306.5 |
ATR |
166.1 |
165.9 |
-0.2 |
-0.1% |
0.0 |
Volume |
3,106 |
2,393 |
-713 |
-23.0% |
22,260 |
|
Daily Pivots for day following 11-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,410.2 |
4,328.3 |
4,010.2 |
|
R3 |
4,247.2 |
4,165.3 |
3,965.3 |
|
R2 |
4,084.2 |
4,084.2 |
3,950.4 |
|
R1 |
4,002.3 |
4,002.3 |
3,935.4 |
4,043.3 |
PP |
3,921.2 |
3,921.2 |
3,921.2 |
3,941.6 |
S1 |
3,839.3 |
3,839.3 |
3,905.6 |
3,880.3 |
S2 |
3,758.2 |
3,758.2 |
3,890.6 |
|
S3 |
3,595.2 |
3,676.3 |
3,875.7 |
|
S4 |
3,432.2 |
3,513.3 |
3,830.9 |
|
|
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 |
4,003.0 |
3,599.5 |
403.5 |
10.3% |
169.0 |
4.3% |
80% |
True |
False |
5,542 |
10 |
4,003.0 |
3,599.5 |
403.5 |
10.3% |
150.1 |
3.8% |
80% |
True |
False |
3,481 |
20 |
4,534.5 |
3,599.5 |
935.0 |
23.8% |
148.2 |
3.8% |
34% |
False |
False |
2,050 |
40 |
4,703.5 |
3,599.5 |
1,104.0 |
28.2% |
153.3 |
3.9% |
29% |
False |
False |
1,334 |
60 |
5,151.0 |
3,599.5 |
1,551.5 |
39.6% |
147.3 |
3.8% |
21% |
False |
False |
1,555 |
80 |
5,151.0 |
3,599.5 |
1,551.5 |
39.6% |
164.9 |
4.2% |
21% |
False |
False |
1,313 |
100 |
5,414.0 |
3,599.5 |
1,814.5 |
46.3% |
183.7 |
4.7% |
18% |
False |
False |
1,106 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,695.8 |
2.618 |
4,429.7 |
1.618 |
4,266.7 |
1.000 |
4,166.0 |
0.618 |
4,103.7 |
HIGH |
4,003.0 |
0.618 |
3,940.7 |
0.500 |
3,921.5 |
0.382 |
3,902.3 |
LOW |
3,840.0 |
0.618 |
3,739.3 |
1.000 |
3,677.0 |
1.618 |
3,576.3 |
2.618 |
3,413.3 |
4.250 |
3,147.3 |
|
|
Fisher Pivots for day following 11-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
3,921.5 |
3,880.8 |
PP |
3,921.2 |
3,841.0 |
S1 |
3,920.8 |
3,801.3 |
|