Trading Metrics calculated at close of trading on 09-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2009 |
09-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
934.3 |
940.0 |
5.7 |
0.6% |
942.0 |
High |
947.4 |
945.0 |
-2.4 |
-0.3% |
966.1 |
Low |
932.7 |
913.5 |
-19.2 |
-2.1% |
902.2 |
Close |
944.9 |
920.2 |
-24.7 |
-2.6% |
944.9 |
Range |
14.7 |
31.5 |
16.8 |
114.3% |
63.9 |
ATR |
28.5 |
28.7 |
0.2 |
0.8% |
0.0 |
Volume |
11,011 |
14,236 |
3,225 |
29.3% |
41,720 |
|
Daily Pivots for day following 09-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,020.7 |
1,002.0 |
937.5 |
|
R3 |
989.2 |
970.5 |
928.9 |
|
R2 |
957.7 |
957.7 |
926.0 |
|
R1 |
939.0 |
939.0 |
923.1 |
932.6 |
PP |
926.2 |
926.2 |
926.2 |
923.1 |
S1 |
907.5 |
907.5 |
917.3 |
901.1 |
S2 |
894.7 |
894.7 |
914.4 |
|
S3 |
863.2 |
876.0 |
911.5 |
|
S4 |
831.7 |
844.5 |
902.9 |
|
|
Weekly Pivots for week ending 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,129.4 |
1,101.1 |
980.0 |
|
R3 |
1,065.5 |
1,037.2 |
962.5 |
|
R2 |
1,001.6 |
1,001.6 |
956.6 |
|
R1 |
973.3 |
973.3 |
950.8 |
987.5 |
PP |
937.7 |
937.7 |
937.7 |
944.8 |
S1 |
909.4 |
909.4 |
939.0 |
923.6 |
S2 |
873.8 |
873.8 |
933.2 |
|
S3 |
809.9 |
845.5 |
927.3 |
|
S4 |
746.0 |
781.6 |
909.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
947.4 |
902.2 |
45.2 |
4.9% |
25.3 |
2.8% |
40% |
False |
False |
9,607 |
10 |
999.0 |
902.2 |
96.8 |
10.5% |
30.3 |
3.3% |
19% |
False |
False |
7,659 |
20 |
1,009.8 |
893.5 |
116.3 |
12.6% |
27.7 |
3.0% |
23% |
False |
False |
5,495 |
40 |
1,009.8 |
805.2 |
204.6 |
22.2% |
26.3 |
2.9% |
56% |
False |
False |
4,472 |
60 |
1,009.8 |
779.5 |
230.3 |
25.0% |
25.7 |
2.8% |
61% |
False |
False |
3,525 |
80 |
1,009.8 |
705.7 |
304.1 |
33.0% |
25.0 |
2.7% |
71% |
False |
False |
3,176 |
100 |
1,009.8 |
691.8 |
318.0 |
34.6% |
25.8 |
2.8% |
72% |
False |
False |
2,744 |
120 |
1,009.8 |
691.8 |
318.0 |
34.6% |
27.2 |
3.0% |
72% |
False |
False |
2,418 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,078.9 |
2.618 |
1,027.5 |
1.618 |
996.0 |
1.000 |
976.5 |
0.618 |
964.5 |
HIGH |
945.0 |
0.618 |
933.0 |
0.500 |
929.3 |
0.382 |
925.5 |
LOW |
913.5 |
0.618 |
894.0 |
1.000 |
882.0 |
1.618 |
862.5 |
2.618 |
831.0 |
4.250 |
779.6 |
|
|
Fisher Pivots for day following 09-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
929.3 |
928.7 |
PP |
926.2 |
925.9 |
S1 |
923.2 |
923.0 |
|