Trading Metrics calculated at close of trading on 13-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2009 |
13-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
3,885.0 |
4,018.0 |
133.0 |
3.4% |
3,685.5 |
High |
4,018.0 |
4,063.0 |
45.0 |
1.1% |
4,063.0 |
Low |
3,812.0 |
3,947.0 |
135.0 |
3.5% |
3,599.5 |
Close |
3,960.5 |
3,967.5 |
7.0 |
0.2% |
3,967.5 |
Range |
206.0 |
116.0 |
-90.0 |
-43.7% |
463.5 |
ATR |
168.7 |
165.0 |
-3.8 |
-2.2% |
0.0 |
Volume |
6,866 |
6,509 |
-357 |
-5.2% |
24,175 |
|
Daily Pivots for day following 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,340.5 |
4,270.0 |
4,031.3 |
|
R3 |
4,224.5 |
4,154.0 |
3,999.4 |
|
R2 |
4,108.5 |
4,108.5 |
3,988.8 |
|
R1 |
4,038.0 |
4,038.0 |
3,978.1 |
4,015.3 |
PP |
3,992.5 |
3,992.5 |
3,992.5 |
3,981.1 |
S1 |
3,922.0 |
3,922.0 |
3,956.9 |
3,899.3 |
S2 |
3,876.5 |
3,876.5 |
3,946.2 |
|
S3 |
3,760.5 |
3,806.0 |
3,935.6 |
|
S4 |
3,644.5 |
3,690.0 |
3,903.7 |
|
|
Weekly Pivots for week ending 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,267.2 |
5,080.8 |
4,222.4 |
|
R3 |
4,803.7 |
4,617.3 |
4,095.0 |
|
R2 |
4,340.2 |
4,340.2 |
4,052.5 |
|
R1 |
4,153.8 |
4,153.8 |
4,010.0 |
4,247.0 |
PP |
3,876.7 |
3,876.7 |
3,876.7 |
3,923.3 |
S1 |
3,690.3 |
3,690.3 |
3,925.0 |
3,783.5 |
S2 |
3,413.2 |
3,413.2 |
3,882.5 |
|
S3 |
2,949.7 |
3,226.8 |
3,840.0 |
|
S4 |
2,486.2 |
2,763.3 |
3,712.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,063.0 |
3,599.5 |
463.5 |
11.7% |
165.4 |
4.2% |
79% |
True |
False |
4,835 |
10 |
4,063.0 |
3,599.5 |
463.5 |
11.7% |
156.5 |
3.9% |
79% |
True |
False |
4,643 |
20 |
4,437.5 |
3,599.5 |
838.0 |
21.1% |
151.6 |
3.8% |
44% |
False |
False |
2,671 |
40 |
4,703.5 |
3,599.5 |
1,104.0 |
27.8% |
153.7 |
3.9% |
33% |
False |
False |
1,636 |
60 |
5,151.0 |
3,599.5 |
1,551.5 |
39.1% |
147.3 |
3.7% |
24% |
False |
False |
1,728 |
80 |
5,151.0 |
3,599.5 |
1,551.5 |
39.1% |
161.4 |
4.1% |
24% |
False |
False |
1,463 |
100 |
5,414.0 |
3,599.5 |
1,814.5 |
45.7% |
182.0 |
4.6% |
20% |
False |
False |
1,237 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,556.0 |
2.618 |
4,366.7 |
1.618 |
4,250.7 |
1.000 |
4,179.0 |
0.618 |
4,134.7 |
HIGH |
4,063.0 |
0.618 |
4,018.7 |
0.500 |
4,005.0 |
0.382 |
3,991.3 |
LOW |
3,947.0 |
0.618 |
3,875.3 |
1.000 |
3,831.0 |
1.618 |
3,759.3 |
2.618 |
3,643.3 |
4.250 |
3,454.0 |
|
|
Fisher Pivots for day following 13-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
4,005.0 |
3,957.5 |
PP |
3,992.5 |
3,947.5 |
S1 |
3,980.0 |
3,937.5 |
|