Trading Metrics calculated at close of trading on 19-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2009 |
19-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
1,190.00 |
1,211.75 |
21.75 |
1.8% |
1,075.50 |
High |
1,226.00 |
1,222.75 |
-3.25 |
-0.3% |
1,174.50 |
Low |
1,179.00 |
1,194.50 |
15.50 |
1.3% |
1,039.50 |
Close |
1,212.75 |
1,203.50 |
-9.25 |
-0.8% |
1,168.00 |
Range |
47.00 |
28.25 |
-18.75 |
-39.9% |
135.00 |
ATR |
43.35 |
42.27 |
-1.08 |
-2.5% |
0.00 |
Volume |
387,148 |
405,034 |
17,886 |
4.6% |
315,004 |
|
Daily Pivots for day following 19-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,291.75 |
1,275.75 |
1,219.00 |
|
R3 |
1,263.50 |
1,247.50 |
1,211.25 |
|
R2 |
1,235.25 |
1,235.25 |
1,208.75 |
|
R1 |
1,219.25 |
1,219.25 |
1,206.00 |
1,213.00 |
PP |
1,207.00 |
1,207.00 |
1,207.00 |
1,203.75 |
S1 |
1,191.00 |
1,191.00 |
1,201.00 |
1,185.00 |
S2 |
1,178.75 |
1,178.75 |
1,198.25 |
|
S3 |
1,150.50 |
1,162.75 |
1,195.75 |
|
S4 |
1,122.25 |
1,134.50 |
1,188.00 |
|
|
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 |
1,226.00 |
1,142.25 |
83.75 |
7.0% |
37.00 |
3.1% |
73% |
False |
False |
356,576 |
10 |
1,226.00 |
1,039.50 |
186.50 |
15.5% |
43.50 |
3.6% |
88% |
False |
False |
182,016 |
20 |
1,226.00 |
1,039.50 |
186.50 |
15.5% |
43.25 |
3.6% |
88% |
False |
False |
91,277 |
40 |
1,285.25 |
1,039.50 |
245.75 |
20.4% |
41.50 |
3.4% |
67% |
False |
False |
45,760 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,342.75 |
2.618 |
1,296.75 |
1.618 |
1,268.50 |
1.000 |
1,251.00 |
0.618 |
1,240.25 |
HIGH |
1,222.75 |
0.618 |
1,212.00 |
0.500 |
1,208.50 |
0.382 |
1,205.25 |
LOW |
1,194.50 |
0.618 |
1,177.00 |
1.000 |
1,166.25 |
1.618 |
1,148.75 |
2.618 |
1,120.50 |
4.250 |
1,074.50 |
|
|
Fisher Pivots for day following 19-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
1,208.50 |
1,197.75 |
PP |
1,207.00 |
1,192.00 |
S1 |
1,205.25 |
1,186.50 |
|