Trading Metrics calculated at close of trading on 17-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2009 |
17-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
4,010.5 |
4,041.5 |
31.0 |
0.8% |
3,685.5 |
High |
4,081.5 |
4,068.0 |
-13.5 |
-0.3% |
4,063.0 |
Low |
3,991.0 |
3,956.5 |
-34.5 |
-0.9% |
3,599.5 |
Close |
4,040.0 |
3,999.0 |
-41.0 |
-1.0% |
3,967.5 |
Range |
90.5 |
111.5 |
21.0 |
23.2% |
463.5 |
ATR |
161.3 |
157.8 |
-3.6 |
-2.2% |
0.0 |
Volume |
24,047 |
52,566 |
28,519 |
118.6% |
24,175 |
|
Daily Pivots for day following 17-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,342.3 |
4,282.2 |
4,060.3 |
|
R3 |
4,230.8 |
4,170.7 |
4,029.7 |
|
R2 |
4,119.3 |
4,119.3 |
4,019.4 |
|
R1 |
4,059.2 |
4,059.2 |
4,009.2 |
4,033.5 |
PP |
4,007.8 |
4,007.8 |
4,007.8 |
3,995.0 |
S1 |
3,947.7 |
3,947.7 |
3,988.8 |
3,922.0 |
S2 |
3,896.3 |
3,896.3 |
3,978.6 |
|
S3 |
3,784.8 |
3,836.2 |
3,968.3 |
|
S4 |
3,673.3 |
3,724.7 |
3,937.7 |
|
|
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 |
4,081.5 |
3,812.0 |
269.5 |
6.7% |
137.4 |
3.4% |
69% |
False |
False |
18,476 |
10 |
4,081.5 |
3,599.5 |
482.0 |
12.1% |
156.7 |
3.9% |
83% |
False |
False |
11,978 |
20 |
4,290.0 |
3,599.5 |
690.5 |
17.3% |
151.1 |
3.8% |
58% |
False |
False |
6,454 |
40 |
4,703.5 |
3,599.5 |
1,104.0 |
27.6% |
148.7 |
3.7% |
36% |
False |
False |
3,523 |
60 |
5,151.0 |
3,599.5 |
1,551.5 |
38.8% |
144.9 |
3.6% |
26% |
False |
False |
2,777 |
80 |
5,151.0 |
3,599.5 |
1,551.5 |
38.8% |
159.2 |
4.0% |
26% |
False |
False |
2,407 |
100 |
5,414.0 |
3,599.5 |
1,814.5 |
45.4% |
181.4 |
4.5% |
22% |
False |
False |
2,001 |
120 |
6,394.5 |
3,599.5 |
2,795.0 |
69.9% |
186.2 |
4.7% |
14% |
False |
False |
1,700 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,541.9 |
2.618 |
4,359.9 |
1.618 |
4,248.4 |
1.000 |
4,179.5 |
0.618 |
4,136.9 |
HIGH |
4,068.0 |
0.618 |
4,025.4 |
0.500 |
4,012.3 |
0.382 |
3,999.1 |
LOW |
3,956.5 |
0.618 |
3,887.6 |
1.000 |
3,845.0 |
1.618 |
3,776.1 |
2.618 |
3,664.6 |
4.250 |
3,482.6 |
|
|
Fisher Pivots for day following 17-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
4,012.3 |
4,014.3 |
PP |
4,007.8 |
4,009.2 |
S1 |
4,003.4 |
4,004.1 |
|