Trading Metrics calculated at close of trading on 16-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2009 |
16-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
928.6 |
929.5 |
0.9 |
0.1% |
940.0 |
High |
943.4 |
931.5 |
-11.9 |
-1.3% |
945.0 |
Low |
922.3 |
917.8 |
-4.5 |
-0.5% |
893.3 |
Close |
932.4 |
924.3 |
-8.1 |
-0.9% |
932.4 |
Range |
21.1 |
13.7 |
-7.4 |
-35.1% |
51.7 |
ATR |
27.5 |
26.6 |
-0.9 |
-3.3% |
0.0 |
Volume |
10,655 |
20,296 |
9,641 |
90.5% |
67,968 |
|
Daily Pivots for day following 16-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
965.6 |
958.7 |
931.8 |
|
R3 |
951.9 |
945.0 |
928.1 |
|
R2 |
938.2 |
938.2 |
926.8 |
|
R1 |
931.3 |
931.3 |
925.6 |
927.9 |
PP |
924.5 |
924.5 |
924.5 |
922.9 |
S1 |
917.6 |
917.6 |
923.0 |
914.2 |
S2 |
910.8 |
910.8 |
921.8 |
|
S3 |
897.1 |
903.9 |
920.5 |
|
S4 |
883.4 |
890.2 |
916.8 |
|
|
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 |
943.4 |
893.3 |
50.1 |
5.4% |
22.1 |
2.4% |
62% |
False |
False |
14,805 |
10 |
947.4 |
893.3 |
54.1 |
5.9% |
23.7 |
2.6% |
57% |
False |
False |
12,206 |
20 |
1,009.8 |
893.3 |
116.5 |
12.6% |
27.6 |
3.0% |
27% |
False |
False |
8,339 |
40 |
1,009.8 |
819.1 |
190.7 |
20.6% |
26.1 |
2.8% |
55% |
False |
False |
6,045 |
60 |
1,009.8 |
805.2 |
204.6 |
22.1% |
25.3 |
2.7% |
58% |
False |
False |
4,575 |
80 |
1,009.8 |
737.5 |
272.3 |
29.5% |
25.0 |
2.7% |
69% |
False |
False |
3,978 |
100 |
1,009.8 |
691.8 |
318.0 |
34.4% |
25.3 |
2.7% |
73% |
False |
False |
3,468 |
120 |
1,009.8 |
691.8 |
318.0 |
34.4% |
26.0 |
2.8% |
73% |
False |
False |
2,987 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
989.7 |
2.618 |
967.4 |
1.618 |
953.7 |
1.000 |
945.2 |
0.618 |
940.0 |
HIGH |
931.5 |
0.618 |
926.3 |
0.500 |
924.7 |
0.382 |
923.0 |
LOW |
917.8 |
0.618 |
909.3 |
1.000 |
904.1 |
1.618 |
895.6 |
2.618 |
881.9 |
4.250 |
859.6 |
|
|
Fisher Pivots for day following 16-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
924.7 |
926.5 |
PP |
924.5 |
925.8 |
S1 |
924.4 |
925.0 |
|