Trading Metrics calculated at close of trading on 10-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2009 |
10-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
940.0 |
923.0 |
-17.0 |
-1.8% |
942.0 |
High |
945.0 |
924.5 |
-20.5 |
-2.2% |
966.1 |
Low |
913.5 |
893.3 |
-20.2 |
-2.2% |
902.2 |
Close |
920.2 |
898.0 |
-22.2 |
-2.4% |
944.9 |
Range |
31.5 |
31.2 |
-0.3 |
-1.0% |
63.9 |
ATR |
28.7 |
28.9 |
0.2 |
0.6% |
0.0 |
Volume |
14,236 |
13,246 |
-990 |
-7.0% |
41,720 |
|
Daily Pivots for day following 10-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
998.9 |
979.6 |
915.2 |
|
R3 |
967.7 |
948.4 |
906.6 |
|
R2 |
936.5 |
936.5 |
903.7 |
|
R1 |
917.2 |
917.2 |
900.9 |
911.3 |
PP |
905.3 |
905.3 |
905.3 |
902.3 |
S1 |
886.0 |
886.0 |
895.1 |
880.1 |
S2 |
874.1 |
874.1 |
892.3 |
|
S3 |
842.9 |
854.8 |
889.4 |
|
S4 |
811.7 |
823.6 |
880.8 |
|
|
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 |
893.3 |
54.1 |
6.0% |
26.1 |
2.9% |
9% |
False |
True |
11,343 |
10 |
981.2 |
893.3 |
87.9 |
9.8% |
29.7 |
3.3% |
5% |
False |
True |
8,507 |
20 |
1,009.8 |
893.3 |
116.5 |
13.0% |
28.3 |
3.2% |
4% |
False |
True |
6,047 |
40 |
1,009.8 |
805.2 |
204.6 |
22.8% |
26.5 |
3.0% |
45% |
False |
False |
4,757 |
60 |
1,009.8 |
805.2 |
204.6 |
22.8% |
25.6 |
2.8% |
45% |
False |
False |
3,721 |
80 |
1,009.8 |
705.7 |
304.1 |
33.9% |
25.0 |
2.8% |
63% |
False |
False |
3,302 |
100 |
1,009.8 |
691.8 |
318.0 |
35.4% |
25.9 |
2.9% |
65% |
False |
False |
2,874 |
120 |
1,009.8 |
691.8 |
318.0 |
35.4% |
26.7 |
3.0% |
65% |
False |
False |
2,522 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,057.1 |
2.618 |
1,006.2 |
1.618 |
975.0 |
1.000 |
955.7 |
0.618 |
943.8 |
HIGH |
924.5 |
0.618 |
912.6 |
0.500 |
908.9 |
0.382 |
905.2 |
LOW |
893.3 |
0.618 |
874.0 |
1.000 |
862.1 |
1.618 |
842.8 |
2.618 |
811.6 |
4.250 |
760.7 |
|
|
Fisher Pivots for day following 10-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
908.9 |
920.4 |
PP |
905.3 |
912.9 |
S1 |
901.6 |
905.5 |
|