Trading Metrics calculated at close of trading on 09-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2009 |
09-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
1,083.50 |
1,075.50 |
-8.00 |
-0.7% |
1,107.75 |
High |
1,088.75 |
1,086.50 |
-2.25 |
-0.2% |
1,124.00 |
Low |
1,042.75 |
1,039.50 |
-3.25 |
-0.3% |
1,042.75 |
Close |
1,076.00 |
1,046.00 |
-30.00 |
-2.8% |
1,076.00 |
Range |
46.00 |
47.00 |
1.00 |
2.2% |
81.25 |
ATR |
41.13 |
41.55 |
0.42 |
1.0% |
0.00 |
Volume |
3,863 |
1,784 |
-2,079 |
-53.8% |
6,230 |
|
Daily Pivots for day following 09-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,198.25 |
1,169.25 |
1,071.75 |
|
R3 |
1,151.25 |
1,122.25 |
1,059.00 |
|
R2 |
1,104.25 |
1,104.25 |
1,054.50 |
|
R1 |
1,075.25 |
1,075.25 |
1,050.25 |
1,066.25 |
PP |
1,057.25 |
1,057.25 |
1,057.25 |
1,053.00 |
S1 |
1,028.25 |
1,028.25 |
1,041.75 |
1,019.25 |
S2 |
1,010.25 |
1,010.25 |
1,037.50 |
|
S3 |
963.25 |
981.25 |
1,033.00 |
|
S4 |
916.25 |
934.25 |
1,020.25 |
|
|
Weekly Pivots for week ending 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,324.75 |
1,281.50 |
1,120.75 |
|
R3 |
1,243.50 |
1,200.25 |
1,098.25 |
|
R2 |
1,162.25 |
1,162.25 |
1,091.00 |
|
R1 |
1,119.00 |
1,119.00 |
1,083.50 |
1,100.00 |
PP |
1,081.00 |
1,081.00 |
1,081.00 |
1,071.50 |
S1 |
1,037.75 |
1,037.75 |
1,068.50 |
1,018.75 |
S2 |
999.75 |
999.75 |
1,061.00 |
|
S3 |
918.50 |
956.50 |
1,053.75 |
|
S4 |
837.25 |
875.25 |
1,031.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,124.00 |
1,039.50 |
84.50 |
8.1% |
44.00 |
4.2% |
8% |
False |
True |
1,514 |
10 |
1,183.00 |
1,039.50 |
143.50 |
13.7% |
42.25 |
4.0% |
5% |
False |
True |
1,148 |
20 |
1,285.25 |
1,039.50 |
245.75 |
23.5% |
40.00 |
3.8% |
3% |
False |
True |
648 |
40 |
1,285.25 |
1,039.50 |
245.75 |
23.5% |
41.25 |
3.9% |
3% |
False |
True |
434 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,286.25 |
2.618 |
1,209.50 |
1.618 |
1,162.50 |
1.000 |
1,133.50 |
0.618 |
1,115.50 |
HIGH |
1,086.50 |
0.618 |
1,068.50 |
0.500 |
1,063.00 |
0.382 |
1,057.50 |
LOW |
1,039.50 |
0.618 |
1,010.50 |
1.000 |
992.50 |
1.618 |
963.50 |
2.618 |
916.50 |
4.250 |
839.75 |
|
|
Fisher Pivots for day following 09-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
1,063.00 |
1,073.50 |
PP |
1,057.25 |
1,064.25 |
S1 |
1,051.75 |
1,055.25 |
|