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 |
7,354 |
7,443 |
89 |
1.2% |
6,625 |
High |
7,520 |
7,519 |
-1 |
0.0% |
7,197 |
Low |
7,204 |
7,312 |
108 |
1.5% |
6,461 |
Close |
7,443 |
7,352 |
-91 |
-1.2% |
7,179 |
Range |
316 |
207 |
-109 |
-34.5% |
736 |
ATR |
259 |
255 |
-4 |
-1.4% |
0 |
Volume |
178,793 |
258,503 |
79,710 |
44.6% |
133,213 |
|
Daily Pivots for day following 19-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,015 |
7,891 |
7,466 |
|
R3 |
7,808 |
7,684 |
7,409 |
|
R2 |
7,601 |
7,601 |
7,390 |
|
R1 |
7,477 |
7,477 |
7,371 |
7,436 |
PP |
7,394 |
7,394 |
7,394 |
7,374 |
S1 |
7,270 |
7,270 |
7,333 |
7,229 |
S2 |
7,187 |
7,187 |
7,314 |
|
S3 |
6,980 |
7,063 |
7,295 |
|
S4 |
6,773 |
6,856 |
7,238 |
|
|
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 |
7,053 |
467 |
6.4% |
227 |
3.1% |
64% |
False |
False |
188,457 |
10 |
7,520 |
6,416 |
1,104 |
15.0% |
271 |
3.7% |
85% |
False |
False |
95,389 |
20 |
7,571 |
6,416 |
1,155 |
15.7% |
267 |
3.6% |
81% |
False |
False |
47,880 |
40 |
8,312 |
6,416 |
1,896 |
25.8% |
244 |
3.3% |
49% |
False |
False |
23,975 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,399 |
2.618 |
8,061 |
1.618 |
7,854 |
1.000 |
7,726 |
0.618 |
7,647 |
HIGH |
7,519 |
0.618 |
7,440 |
0.500 |
7,416 |
0.382 |
7,391 |
LOW |
7,312 |
0.618 |
7,184 |
1.000 |
7,105 |
1.618 |
6,977 |
2.618 |
6,770 |
4.250 |
6,432 |
|
|
Fisher Pivots for day following 19-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
7,416 |
7,341 |
PP |
7,394 |
7,330 |
S1 |
7,373 |
7,320 |
|