Trading Metrics calculated at close of trading on 12-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2009 |
12-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
897.8 |
910.6 |
12.8 |
1.4% |
942.0 |
High |
916.0 |
933.0 |
17.0 |
1.9% |
966.1 |
Low |
894.7 |
909.6 |
14.9 |
1.7% |
902.2 |
Close |
912.9 |
926.2 |
13.3 |
1.5% |
944.9 |
Range |
21.3 |
23.4 |
2.1 |
9.9% |
63.9 |
ATR |
28.3 |
28.0 |
-0.4 |
-1.2% |
0.0 |
Volume |
19,137 |
10,694 |
-8,443 |
-44.1% |
41,720 |
|
Daily Pivots for day following 12-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
993.1 |
983.1 |
939.1 |
|
R3 |
969.7 |
959.7 |
932.6 |
|
R2 |
946.3 |
946.3 |
930.5 |
|
R1 |
936.3 |
936.3 |
928.3 |
941.3 |
PP |
922.9 |
922.9 |
922.9 |
925.5 |
S1 |
912.9 |
912.9 |
924.1 |
917.9 |
S2 |
899.5 |
899.5 |
921.9 |
|
S3 |
876.1 |
889.5 |
919.8 |
|
S4 |
852.7 |
866.1 |
913.3 |
|
|
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 |
5.8% |
24.4 |
2.6% |
61% |
False |
False |
13,664 |
10 |
966.1 |
893.3 |
72.8 |
7.9% |
28.3 |
3.1% |
45% |
False |
False |
10,511 |
20 |
1,009.8 |
893.3 |
116.5 |
12.6% |
27.4 |
3.0% |
28% |
False |
False |
7,145 |
40 |
1,009.8 |
805.2 |
204.6 |
22.1% |
26.3 |
2.8% |
59% |
False |
False |
5,392 |
60 |
1,009.8 |
805.2 |
204.6 |
22.1% |
25.5 |
2.8% |
59% |
False |
False |
4,143 |
80 |
1,009.8 |
736.3 |
273.5 |
29.5% |
24.8 |
2.7% |
69% |
False |
False |
3,662 |
100 |
1,009.8 |
691.8 |
318.0 |
34.3% |
25.5 |
2.8% |
74% |
False |
False |
3,168 |
120 |
1,009.8 |
691.8 |
318.0 |
34.3% |
26.2 |
2.8% |
74% |
False |
False |
2,739 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,032.5 |
2.618 |
994.3 |
1.618 |
970.9 |
1.000 |
956.4 |
0.618 |
947.5 |
HIGH |
933.0 |
0.618 |
924.1 |
0.500 |
921.3 |
0.382 |
918.5 |
LOW |
909.6 |
0.618 |
895.1 |
1.000 |
886.2 |
1.618 |
871.7 |
2.618 |
848.3 |
4.250 |
810.2 |
|
|
Fisher Pivots for day following 12-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
924.6 |
921.9 |
PP |
922.9 |
917.5 |
S1 |
921.3 |
913.2 |
|