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 |
1,163.75 |
1,151.25 |
-12.50 |
-1.1% |
1,075.50 |
High |
1,180.00 |
1,191.50 |
11.50 |
1.0% |
1,174.50 |
Low |
1,142.25 |
1,146.75 |
4.50 |
0.4% |
1,039.50 |
Close |
1,152.25 |
1,190.25 |
38.00 |
3.3% |
1,168.00 |
Range |
37.75 |
44.75 |
7.00 |
18.5% |
135.00 |
ATR |
42.94 |
43.07 |
0.13 |
0.3% |
0.00 |
Volume |
321,970 |
386,080 |
64,110 |
19.9% |
315,004 |
|
Daily Pivots for day following 17-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,310.50 |
1,295.00 |
1,214.75 |
|
R3 |
1,265.75 |
1,250.25 |
1,202.50 |
|
R2 |
1,221.00 |
1,221.00 |
1,198.50 |
|
R1 |
1,205.50 |
1,205.50 |
1,194.25 |
1,213.25 |
PP |
1,176.25 |
1,176.25 |
1,176.25 |
1,180.00 |
S1 |
1,160.75 |
1,160.75 |
1,186.25 |
1,168.50 |
S2 |
1,131.50 |
1,131.50 |
1,182.00 |
|
S3 |
1,086.75 |
1,116.00 |
1,178.00 |
|
S4 |
1,042.00 |
1,071.25 |
1,165.75 |
|
|
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 |
1,191.50 |
1,044.75 |
146.75 |
12.3% |
46.25 |
3.9% |
99% |
True |
False |
204,254 |
10 |
1,191.50 |
1,039.50 |
152.00 |
12.8% |
45.00 |
3.8% |
99% |
True |
False |
102,884 |
20 |
1,226.00 |
1,039.50 |
186.50 |
15.7% |
43.50 |
3.6% |
81% |
False |
False |
51,678 |
40 |
1,285.25 |
1,039.50 |
245.75 |
20.6% |
42.75 |
3.6% |
61% |
False |
False |
25,962 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,381.75 |
2.618 |
1,308.75 |
1.618 |
1,264.00 |
1.000 |
1,236.25 |
0.618 |
1,219.25 |
HIGH |
1,191.50 |
0.618 |
1,174.50 |
0.500 |
1,169.00 |
0.382 |
1,163.75 |
LOW |
1,146.75 |
0.618 |
1,119.00 |
1.000 |
1,102.00 |
1.618 |
1,074.25 |
2.618 |
1,029.50 |
4.250 |
956.50 |
|
|
Fisher Pivots for day following 17-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
1,183.25 |
1,182.50 |
PP |
1,176.25 |
1,174.75 |
S1 |
1,169.00 |
1,167.00 |
|