Trading Metrics calculated at close of trading on 10-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2009 |
10-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
1,075.50 |
1,047.50 |
-28.00 |
-2.6% |
1,107.75 |
High |
1,086.50 |
1,111.25 |
24.75 |
2.3% |
1,124.00 |
Low |
1,039.50 |
1,044.75 |
5.25 |
0.5% |
1,042.75 |
Close |
1,046.00 |
1,105.00 |
59.00 |
5.6% |
1,076.00 |
Range |
47.00 |
66.50 |
19.50 |
41.5% |
81.25 |
ATR |
41.55 |
43.33 |
1.78 |
4.3% |
0.00 |
Volume |
1,784 |
6,044 |
4,260 |
238.8% |
6,230 |
|
Daily Pivots for day following 10-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,286.50 |
1,262.25 |
1,141.50 |
|
R3 |
1,220.00 |
1,195.75 |
1,123.25 |
|
R2 |
1,153.50 |
1,153.50 |
1,117.25 |
|
R1 |
1,129.25 |
1,129.25 |
1,111.00 |
1,141.50 |
PP |
1,087.00 |
1,087.00 |
1,087.00 |
1,093.00 |
S1 |
1,062.75 |
1,062.75 |
1,099.00 |
1,075.00 |
S2 |
1,020.50 |
1,020.50 |
1,092.75 |
|
S3 |
954.00 |
996.25 |
1,086.75 |
|
S4 |
887.50 |
929.75 |
1,068.50 |
|
|
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 |
7.6% |
51.25 |
4.6% |
78% |
False |
False |
2,604 |
10 |
1,183.00 |
1,039.50 |
143.50 |
13.0% |
44.50 |
4.0% |
46% |
False |
False |
1,538 |
20 |
1,254.00 |
1,039.50 |
214.50 |
19.4% |
40.25 |
3.6% |
31% |
False |
False |
948 |
40 |
1,285.25 |
1,039.50 |
245.75 |
22.2% |
42.00 |
3.8% |
27% |
False |
False |
585 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,394.00 |
2.618 |
1,285.25 |
1.618 |
1,218.75 |
1.000 |
1,177.75 |
0.618 |
1,152.25 |
HIGH |
1,111.25 |
0.618 |
1,085.75 |
0.500 |
1,078.00 |
0.382 |
1,070.25 |
LOW |
1,044.75 |
0.618 |
1,003.75 |
1.000 |
978.25 |
1.618 |
937.25 |
2.618 |
870.75 |
4.250 |
762.00 |
|
|
Fisher Pivots for day following 10-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
1,096.00 |
1,095.00 |
PP |
1,087.00 |
1,085.25 |
S1 |
1,078.00 |
1,075.50 |
|