Trading Metrics calculated at close of trading on 18-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2009 |
18-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
7,174 |
7,354 |
180 |
2.5% |
6,625 |
High |
7,364 |
7,520 |
156 |
2.1% |
7,197 |
Low |
7,119 |
7,204 |
85 |
1.2% |
6,461 |
Close |
7,354 |
7,443 |
89 |
1.2% |
7,179 |
Range |
245 |
316 |
71 |
29.0% |
736 |
ATR |
254 |
259 |
4 |
1.7% |
0 |
Volume |
196,954 |
178,793 |
-18,161 |
-9.2% |
133,213 |
|
Daily Pivots for day following 18-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,337 |
8,206 |
7,617 |
|
R3 |
8,021 |
7,890 |
7,530 |
|
R2 |
7,705 |
7,705 |
7,501 |
|
R1 |
7,574 |
7,574 |
7,472 |
7,640 |
PP |
7,389 |
7,389 |
7,389 |
7,422 |
S1 |
7,258 |
7,258 |
7,414 |
7,324 |
S2 |
7,073 |
7,073 |
7,385 |
|
S3 |
6,757 |
6,942 |
7,356 |
|
S4 |
6,441 |
6,626 |
7,269 |
|
|
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 |
7,520 |
6,779 |
741 |
10.0% |
256 |
3.4% |
90% |
True |
False |
138,092 |
10 |
7,520 |
6,416 |
1,104 |
14.8% |
287 |
3.9% |
93% |
True |
False |
69,593 |
20 |
7,571 |
6,416 |
1,155 |
15.5% |
264 |
3.5% |
89% |
False |
False |
34,967 |
40 |
8,312 |
6,416 |
1,896 |
25.5% |
246 |
3.3% |
54% |
False |
False |
17,513 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,863 |
2.618 |
8,347 |
1.618 |
8,031 |
1.000 |
7,836 |
0.618 |
7,715 |
HIGH |
7,520 |
0.618 |
7,399 |
0.500 |
7,362 |
0.382 |
7,325 |
LOW |
7,204 |
0.618 |
7,009 |
1.000 |
6,888 |
1.618 |
6,693 |
2.618 |
6,377 |
4.250 |
5,861 |
|
|
Fisher Pivots for day following 18-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
7,416 |
7,401 |
PP |
7,389 |
7,359 |
S1 |
7,362 |
7,318 |
|