Trading Metrics calculated at close of trading on 12-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2009 |
12-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
3,885.0 |
3,885.0 |
0.0 |
0.0% |
3,795.5 |
High |
4,003.0 |
4,018.0 |
15.0 |
0.4% |
3,941.5 |
Low |
3,840.0 |
3,812.0 |
-28.0 |
-0.7% |
3,635.0 |
Close |
3,920.5 |
3,960.5 |
40.0 |
1.0% |
3,665.5 |
Range |
163.0 |
206.0 |
43.0 |
26.4% |
306.5 |
ATR |
165.9 |
168.7 |
2.9 |
1.7% |
0.0 |
Volume |
2,393 |
6,866 |
4,473 |
186.9% |
22,260 |
|
Daily Pivots for day following 12-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,548.2 |
4,460.3 |
4,073.8 |
|
R3 |
4,342.2 |
4,254.3 |
4,017.2 |
|
R2 |
4,136.2 |
4,136.2 |
3,998.3 |
|
R1 |
4,048.3 |
4,048.3 |
3,979.4 |
4,092.3 |
PP |
3,930.2 |
3,930.2 |
3,930.2 |
3,952.1 |
S1 |
3,842.3 |
3,842.3 |
3,941.6 |
3,886.3 |
S2 |
3,724.2 |
3,724.2 |
3,922.7 |
|
S3 |
3,518.2 |
3,636.3 |
3,903.9 |
|
S4 |
3,312.2 |
3,430.3 |
3,847.2 |
|
|
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 |
4,018.0 |
3,599.5 |
418.5 |
10.6% |
171.2 |
4.3% |
86% |
True |
False |
4,226 |
10 |
4,018.0 |
3,599.5 |
418.5 |
10.6% |
157.6 |
4.0% |
86% |
True |
False |
4,105 |
20 |
4,525.0 |
3,599.5 |
925.5 |
23.4% |
151.2 |
3.8% |
39% |
False |
False |
2,365 |
40 |
4,703.5 |
3,599.5 |
1,104.0 |
27.9% |
155.0 |
3.9% |
33% |
False |
False |
1,486 |
60 |
5,151.0 |
3,599.5 |
1,551.5 |
39.2% |
149.0 |
3.8% |
23% |
False |
False |
1,652 |
80 |
5,151.0 |
3,599.5 |
1,551.5 |
39.2% |
162.6 |
4.1% |
23% |
False |
False |
1,392 |
100 |
5,414.0 |
3,599.5 |
1,814.5 |
45.8% |
183.9 |
4.6% |
20% |
False |
False |
1,174 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,893.5 |
2.618 |
4,557.3 |
1.618 |
4,351.3 |
1.000 |
4,224.0 |
0.618 |
4,145.3 |
HIGH |
4,018.0 |
0.618 |
3,939.3 |
0.500 |
3,915.0 |
0.382 |
3,890.7 |
LOW |
3,812.0 |
0.618 |
3,684.7 |
1.000 |
3,606.0 |
1.618 |
3,478.7 |
2.618 |
3,272.7 |
4.250 |
2,936.5 |
|
|
Fisher Pivots for day following 12-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
3,945.3 |
3,924.3 |
PP |
3,930.2 |
3,888.2 |
S1 |
3,915.0 |
3,852.0 |
|