Trading Metrics calculated at close of trading on 13-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2009 |
13-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
6,865 |
7,113 |
248 |
3.6% |
6,625 |
High |
7,132 |
7,197 |
65 |
0.9% |
7,197 |
Low |
6,779 |
7,053 |
274 |
4.0% |
6,461 |
Close |
7,116 |
7,179 |
63 |
0.9% |
7,179 |
Range |
353 |
144 |
-209 |
-59.2% |
736 |
ATR |
266 |
258 |
-9 |
-3.3% |
0 |
Volume |
6,676 |
123,678 |
117,002 |
1,752.6% |
133,213 |
|
Daily Pivots for day following 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,575 |
7,521 |
7,258 |
|
R3 |
7,431 |
7,377 |
7,219 |
|
R2 |
7,287 |
7,287 |
7,206 |
|
R1 |
7,233 |
7,233 |
7,192 |
7,260 |
PP |
7,143 |
7,143 |
7,143 |
7,157 |
S1 |
7,089 |
7,089 |
7,166 |
7,116 |
S2 |
6,999 |
6,999 |
7,153 |
|
S3 |
6,855 |
6,945 |
7,140 |
|
S4 |
6,711 |
6,801 |
7,100 |
|
|
Weekly Pivots for week ending 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,154 |
8,902 |
7,584 |
|
R3 |
8,418 |
8,166 |
7,382 |
|
R2 |
7,682 |
7,682 |
7,314 |
|
R1 |
7,430 |
7,430 |
7,247 |
7,556 |
PP |
6,946 |
6,946 |
6,946 |
7,009 |
S1 |
6,694 |
6,694 |
7,112 |
6,820 |
S2 |
6,210 |
6,210 |
7,044 |
|
S3 |
5,474 |
5,958 |
6,977 |
|
S4 |
4,738 |
5,222 |
6,774 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,197 |
6,416 |
781 |
10.9% |
279 |
3.9% |
98% |
True |
False |
26,885 |
10 |
7,197 |
6,416 |
781 |
10.9% |
279 |
3.9% |
98% |
True |
False |
13,715 |
20 |
7,920 |
6,416 |
1,504 |
20.9% |
251 |
3.5% |
51% |
False |
False |
6,984 |
40 |
8,341 |
6,416 |
1,925 |
26.8% |
246 |
3.4% |
40% |
False |
False |
3,512 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,809 |
2.618 |
7,574 |
1.618 |
7,430 |
1.000 |
7,341 |
0.618 |
7,286 |
HIGH |
7,197 |
0.618 |
7,142 |
0.500 |
7,125 |
0.382 |
7,108 |
LOW |
7,053 |
0.618 |
6,964 |
1.000 |
6,909 |
1.618 |
6,820 |
2.618 |
6,676 |
4.250 |
6,441 |
|
|
Fisher Pivots for day following 13-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
7,161 |
7,063 |
PP |
7,143 |
6,947 |
S1 |
7,125 |
6,832 |
|