Trading Metrics calculated at close of trading on 16-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2009 |
16-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
4,018.0 |
4,010.5 |
-7.5 |
-0.2% |
3,685.5 |
High |
4,063.0 |
4,081.5 |
18.5 |
0.5% |
4,063.0 |
Low |
3,947.0 |
3,991.0 |
44.0 |
1.1% |
3,599.5 |
Close |
3,967.5 |
4,040.0 |
72.5 |
1.8% |
3,967.5 |
Range |
116.0 |
90.5 |
-25.5 |
-22.0% |
463.5 |
ATR |
165.0 |
161.3 |
-3.6 |
-2.2% |
0.0 |
Volume |
6,509 |
24,047 |
17,538 |
269.4% |
24,175 |
|
Daily Pivots for day following 16-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,309.0 |
4,265.0 |
4,089.8 |
|
R3 |
4,218.5 |
4,174.5 |
4,064.9 |
|
R2 |
4,128.0 |
4,128.0 |
4,056.6 |
|
R1 |
4,084.0 |
4,084.0 |
4,048.3 |
4,106.0 |
PP |
4,037.5 |
4,037.5 |
4,037.5 |
4,048.5 |
S1 |
3,993.5 |
3,993.5 |
4,031.7 |
4,015.5 |
S2 |
3,947.0 |
3,947.0 |
4,023.4 |
|
S3 |
3,856.5 |
3,903.0 |
4,015.1 |
|
S4 |
3,766.0 |
3,812.5 |
3,990.2 |
|
|
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 |
4,081.5 |
3,686.0 |
395.5 |
9.8% |
160.4 |
4.0% |
90% |
True |
False |
8,584 |
10 |
4,081.5 |
3,599.5 |
482.0 |
11.9% |
153.7 |
3.8% |
91% |
True |
False |
6,895 |
20 |
4,344.0 |
3,599.5 |
744.5 |
18.4% |
151.7 |
3.8% |
59% |
False |
False |
3,855 |
40 |
4,703.5 |
3,599.5 |
1,104.0 |
27.3% |
151.0 |
3.7% |
40% |
False |
False |
2,223 |
60 |
5,151.0 |
3,599.5 |
1,551.5 |
38.4% |
146.4 |
3.6% |
28% |
False |
False |
2,008 |
80 |
5,151.0 |
3,599.5 |
1,551.5 |
38.4% |
159.8 |
4.0% |
28% |
False |
False |
1,754 |
100 |
5,414.0 |
3,599.5 |
1,814.5 |
44.9% |
182.2 |
4.5% |
24% |
False |
False |
1,476 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,466.1 |
2.618 |
4,318.4 |
1.618 |
4,227.9 |
1.000 |
4,172.0 |
0.618 |
4,137.4 |
HIGH |
4,081.5 |
0.618 |
4,046.9 |
0.500 |
4,036.3 |
0.382 |
4,025.6 |
LOW |
3,991.0 |
0.618 |
3,935.1 |
1.000 |
3,900.5 |
1.618 |
3,844.6 |
2.618 |
3,754.1 |
4.250 |
3,606.4 |
|
|
Fisher Pivots for day following 16-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
4,038.8 |
4,008.9 |
PP |
4,037.5 |
3,977.8 |
S1 |
4,036.3 |
3,946.8 |
|