Trading Metrics calculated at close of trading on 17-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2009 |
17-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
929.5 |
927.2 |
-2.3 |
-0.2% |
940.0 |
High |
931.5 |
927.5 |
-4.0 |
-0.4% |
945.0 |
Low |
917.8 |
914.8 |
-3.0 |
-0.3% |
893.3 |
Close |
924.3 |
919.1 |
-5.2 |
-0.6% |
932.4 |
Range |
13.7 |
12.7 |
-1.0 |
-7.3% |
51.7 |
ATR |
26.6 |
25.6 |
-1.0 |
-3.7% |
0.0 |
Volume |
20,296 |
22,265 |
1,969 |
9.7% |
67,968 |
|
Daily Pivots for day following 17-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
958.6 |
951.5 |
926.1 |
|
R3 |
945.9 |
938.8 |
922.6 |
|
R2 |
933.2 |
933.2 |
921.4 |
|
R1 |
926.1 |
926.1 |
920.3 |
923.3 |
PP |
920.5 |
920.5 |
920.5 |
919.1 |
S1 |
913.4 |
913.4 |
917.9 |
910.6 |
S2 |
907.8 |
907.8 |
916.8 |
|
S3 |
895.1 |
900.7 |
915.6 |
|
S4 |
882.4 |
888.0 |
912.1 |
|
|
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 |
894.7 |
48.7 |
5.3% |
18.4 |
2.0% |
50% |
False |
False |
16,609 |
10 |
947.4 |
893.3 |
54.1 |
5.9% |
22.3 |
2.4% |
48% |
False |
False |
13,976 |
20 |
1,009.8 |
893.3 |
116.5 |
12.7% |
26.4 |
2.9% |
22% |
False |
False |
9,362 |
40 |
1,009.8 |
828.2 |
181.6 |
19.8% |
25.8 |
2.8% |
50% |
False |
False |
6,550 |
60 |
1,009.8 |
805.2 |
204.6 |
22.3% |
25.0 |
2.7% |
56% |
False |
False |
4,930 |
80 |
1,009.8 |
739.9 |
269.9 |
29.4% |
24.8 |
2.7% |
66% |
False |
False |
4,214 |
100 |
1,009.8 |
691.8 |
318.0 |
34.6% |
25.0 |
2.7% |
71% |
False |
False |
3,686 |
120 |
1,009.8 |
691.8 |
318.0 |
34.6% |
26.0 |
2.8% |
71% |
False |
False |
3,167 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
981.5 |
2.618 |
960.7 |
1.618 |
948.0 |
1.000 |
940.2 |
0.618 |
935.3 |
HIGH |
927.5 |
0.618 |
922.6 |
0.500 |
921.2 |
0.382 |
919.7 |
LOW |
914.8 |
0.618 |
907.0 |
1.000 |
902.1 |
1.618 |
894.3 |
2.618 |
881.6 |
4.250 |
860.8 |
|
|
Fisher Pivots for day following 17-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
921.2 |
929.1 |
PP |
920.5 |
925.8 |
S1 |
919.8 |
922.4 |
|