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 |
1,160.50 |
1,163.75 |
3.25 |
0.3% |
1,075.50 |
High |
1,174.50 |
1,180.00 |
5.50 |
0.5% |
1,174.50 |
Low |
1,147.50 |
1,142.25 |
-5.25 |
-0.5% |
1,039.50 |
Close |
1,168.00 |
1,152.25 |
-15.75 |
-1.3% |
1,168.00 |
Range |
27.00 |
37.75 |
10.75 |
39.8% |
135.00 |
ATR |
43.34 |
42.94 |
-0.40 |
-0.9% |
0.00 |
Volume |
282,650 |
321,970 |
39,320 |
13.9% |
315,004 |
|
Daily Pivots for day following 16-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,271.50 |
1,249.50 |
1,173.00 |
|
R3 |
1,233.75 |
1,211.75 |
1,162.75 |
|
R2 |
1,196.00 |
1,196.00 |
1,159.25 |
|
R1 |
1,174.00 |
1,174.00 |
1,155.75 |
1,166.00 |
PP |
1,158.25 |
1,158.25 |
1,158.25 |
1,154.25 |
S1 |
1,136.25 |
1,136.25 |
1,148.75 |
1,128.50 |
S2 |
1,120.50 |
1,120.50 |
1,145.25 |
|
S3 |
1,082.75 |
1,098.50 |
1,141.75 |
|
S4 |
1,045.00 |
1,060.75 |
1,131.50 |
|
|
Weekly Pivots for week ending 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,532.25 |
1,485.25 |
1,242.25 |
|
R3 |
1,397.25 |
1,350.25 |
1,205.00 |
|
R2 |
1,262.25 |
1,262.25 |
1,192.75 |
|
R1 |
1,215.25 |
1,215.25 |
1,180.50 |
1,238.75 |
PP |
1,127.25 |
1,127.25 |
1,127.25 |
1,139.00 |
S1 |
1,080.25 |
1,080.25 |
1,155.50 |
1,103.75 |
S2 |
992.25 |
992.25 |
1,143.25 |
|
S3 |
857.25 |
945.25 |
1,131.00 |
|
S4 |
722.25 |
810.25 |
1,093.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,180.00 |
1,039.50 |
140.50 |
12.2% |
46.75 |
4.1% |
80% |
True |
False |
127,394 |
10 |
1,180.00 |
1,039.50 |
140.50 |
12.2% |
44.75 |
3.9% |
80% |
True |
False |
64,320 |
20 |
1,226.00 |
1,039.50 |
186.50 |
16.2% |
41.25 |
3.6% |
60% |
False |
False |
32,384 |
40 |
1,285.25 |
1,039.50 |
245.75 |
21.3% |
41.75 |
3.6% |
46% |
False |
False |
16,311 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,340.50 |
2.618 |
1,278.75 |
1.618 |
1,241.00 |
1.000 |
1,217.75 |
0.618 |
1,203.25 |
HIGH |
1,180.00 |
0.618 |
1,165.50 |
0.500 |
1,161.00 |
0.382 |
1,156.75 |
LOW |
1,142.25 |
0.618 |
1,119.00 |
1.000 |
1,104.50 |
1.618 |
1,081.25 |
2.618 |
1,043.50 |
4.250 |
981.75 |
|
|
Fisher Pivots for day following 16-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
1,161.00 |
1,150.00 |
PP |
1,158.25 |
1,147.50 |
S1 |
1,155.25 |
1,145.25 |
|