Trading Metrics calculated at close of trading on 18-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2009 |
18-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
4,041.5 |
4,064.0 |
22.5 |
0.6% |
3,685.5 |
High |
4,068.0 |
4,096.5 |
28.5 |
0.7% |
4,063.0 |
Low |
3,956.5 |
3,955.5 |
-1.0 |
0.0% |
3,599.5 |
Close |
3,999.0 |
4,001.0 |
2.0 |
0.1% |
3,967.5 |
Range |
111.5 |
141.0 |
29.5 |
26.5% |
463.5 |
ATR |
157.8 |
156.6 |
-1.2 |
-0.8% |
0.0 |
Volume |
52,566 |
50,587 |
-1,979 |
-3.8% |
24,175 |
|
Daily Pivots for day following 18-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,440.7 |
4,361.8 |
4,078.6 |
|
R3 |
4,299.7 |
4,220.8 |
4,039.8 |
|
R2 |
4,158.7 |
4,158.7 |
4,026.9 |
|
R1 |
4,079.8 |
4,079.8 |
4,013.9 |
4,048.8 |
PP |
4,017.7 |
4,017.7 |
4,017.7 |
4,002.1 |
S1 |
3,938.8 |
3,938.8 |
3,988.1 |
3,907.8 |
S2 |
3,876.7 |
3,876.7 |
3,975.2 |
|
S3 |
3,735.7 |
3,797.8 |
3,962.2 |
|
S4 |
3,594.7 |
3,656.8 |
3,923.5 |
|
|
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 |
4,096.5 |
3,812.0 |
284.5 |
7.1% |
133.0 |
3.3% |
66% |
True |
False |
28,115 |
10 |
4,096.5 |
3,599.5 |
497.0 |
12.4% |
151.0 |
3.8% |
81% |
True |
False |
16,828 |
20 |
4,290.0 |
3,599.5 |
690.5 |
17.3% |
152.3 |
3.8% |
58% |
False |
False |
8,948 |
40 |
4,703.5 |
3,599.5 |
1,104.0 |
27.6% |
147.0 |
3.7% |
36% |
False |
False |
4,756 |
60 |
5,151.0 |
3,599.5 |
1,551.5 |
38.8% |
144.7 |
3.6% |
26% |
False |
False |
3,539 |
80 |
5,151.0 |
3,599.5 |
1,551.5 |
38.8% |
156.9 |
3.9% |
26% |
False |
False |
3,032 |
100 |
5,414.0 |
3,599.5 |
1,814.5 |
45.4% |
179.7 |
4.5% |
22% |
False |
False |
2,505 |
120 |
6,394.5 |
3,599.5 |
2,795.0 |
69.9% |
187.1 |
4.7% |
14% |
False |
False |
2,119 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,695.8 |
2.618 |
4,465.6 |
1.618 |
4,324.6 |
1.000 |
4,237.5 |
0.618 |
4,183.6 |
HIGH |
4,096.5 |
0.618 |
4,042.6 |
0.500 |
4,026.0 |
0.382 |
4,009.4 |
LOW |
3,955.5 |
0.618 |
3,868.4 |
1.000 |
3,814.5 |
1.618 |
3,727.4 |
2.618 |
3,586.4 |
4.250 |
3,356.3 |
|
|
Fisher Pivots for day following 18-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
4,026.0 |
4,026.0 |
PP |
4,017.7 |
4,017.7 |
S1 |
4,009.3 |
4,009.3 |
|