Trading Metrics calculated at close of trading on 13-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2009 |
13-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
910.6 |
928.6 |
18.0 |
2.0% |
940.0 |
High |
933.0 |
943.4 |
10.4 |
1.1% |
945.0 |
Low |
909.6 |
922.3 |
12.7 |
1.4% |
893.3 |
Close |
926.2 |
932.4 |
6.2 |
0.7% |
932.4 |
Range |
23.4 |
21.1 |
-2.3 |
-9.8% |
51.7 |
ATR |
28.0 |
27.5 |
-0.5 |
-1.8% |
0.0 |
Volume |
10,694 |
10,655 |
-39 |
-0.4% |
67,968 |
|
Daily Pivots for day following 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
996.0 |
985.3 |
944.0 |
|
R3 |
974.9 |
964.2 |
938.2 |
|
R2 |
953.8 |
953.8 |
936.3 |
|
R1 |
943.1 |
943.1 |
934.3 |
948.5 |
PP |
932.7 |
932.7 |
932.7 |
935.4 |
S1 |
922.0 |
922.0 |
930.5 |
927.4 |
S2 |
911.6 |
911.6 |
928.5 |
|
S3 |
890.5 |
900.9 |
926.6 |
|
S4 |
869.4 |
879.8 |
920.8 |
|
|
Weekly Pivots for week ending 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,078.7 |
1,057.2 |
960.8 |
|
R3 |
1,027.0 |
1,005.5 |
946.6 |
|
R2 |
975.3 |
975.3 |
941.9 |
|
R1 |
953.8 |
953.8 |
937.1 |
938.7 |
PP |
923.6 |
923.6 |
923.6 |
916.0 |
S1 |
902.1 |
902.1 |
927.7 |
887.0 |
S2 |
871.9 |
871.9 |
922.9 |
|
S3 |
820.2 |
850.4 |
918.2 |
|
S4 |
768.5 |
798.7 |
904.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
945.0 |
893.3 |
51.7 |
5.5% |
25.7 |
2.8% |
76% |
False |
False |
13,593 |
10 |
966.1 |
893.3 |
72.8 |
7.8% |
26.7 |
2.9% |
54% |
False |
False |
10,968 |
20 |
1,009.8 |
893.3 |
116.5 |
12.5% |
27.6 |
3.0% |
34% |
False |
False |
7,440 |
40 |
1,009.8 |
805.2 |
204.6 |
21.9% |
26.3 |
2.8% |
62% |
False |
False |
5,614 |
60 |
1,009.8 |
805.2 |
204.6 |
21.9% |
25.6 |
2.7% |
62% |
False |
False |
4,271 |
80 |
1,009.8 |
736.3 |
273.5 |
29.3% |
24.9 |
2.7% |
72% |
False |
False |
3,733 |
100 |
1,009.8 |
691.8 |
318.0 |
34.1% |
25.5 |
2.7% |
76% |
False |
False |
3,267 |
120 |
1,009.8 |
691.8 |
318.0 |
34.1% |
26.1 |
2.8% |
76% |
False |
False |
2,823 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,033.1 |
2.618 |
998.6 |
1.618 |
977.5 |
1.000 |
964.5 |
0.618 |
956.4 |
HIGH |
943.4 |
0.618 |
935.3 |
0.500 |
932.9 |
0.382 |
930.4 |
LOW |
922.3 |
0.618 |
909.3 |
1.000 |
901.2 |
1.618 |
888.2 |
2.618 |
867.1 |
4.250 |
832.6 |
|
|
Fisher Pivots for day following 13-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
932.9 |
928.0 |
PP |
932.7 |
923.5 |
S1 |
932.6 |
919.1 |
|