Trading Metrics calculated at close of trading on 18-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2009 |
18-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
927.2 |
917.1 |
-10.1 |
-1.1% |
940.0 |
High |
927.5 |
956.2 |
28.7 |
3.1% |
945.0 |
Low |
914.8 |
885.0 |
-29.8 |
-3.3% |
893.3 |
Close |
919.1 |
891.3 |
-27.8 |
-3.0% |
932.4 |
Range |
12.7 |
71.2 |
58.5 |
460.6% |
51.7 |
ATR |
25.6 |
28.8 |
3.3 |
12.7% |
0.0 |
Volume |
22,265 |
11,355 |
-10,910 |
-49.0% |
67,968 |
|
Daily Pivots for day following 18-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,124.4 |
1,079.1 |
930.5 |
|
R3 |
1,053.2 |
1,007.9 |
910.9 |
|
R2 |
982.0 |
982.0 |
904.4 |
|
R1 |
936.7 |
936.7 |
897.8 |
923.8 |
PP |
910.8 |
910.8 |
910.8 |
904.4 |
S1 |
865.5 |
865.5 |
884.8 |
852.6 |
S2 |
839.6 |
839.6 |
878.2 |
|
S3 |
768.4 |
794.3 |
871.7 |
|
S4 |
697.2 |
723.1 |
852.1 |
|
|
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 |
956.2 |
885.0 |
71.2 |
8.0% |
28.4 |
3.2% |
9% |
True |
True |
15,053 |
10 |
956.2 |
885.0 |
71.2 |
8.0% |
27.1 |
3.0% |
9% |
True |
True |
14,157 |
20 |
1,009.8 |
885.0 |
124.8 |
14.0% |
28.7 |
3.2% |
5% |
False |
True |
9,676 |
40 |
1,009.8 |
846.6 |
163.2 |
18.3% |
26.5 |
3.0% |
27% |
False |
False |
6,781 |
60 |
1,009.8 |
805.2 |
204.6 |
23.0% |
25.7 |
2.9% |
42% |
False |
False |
5,095 |
80 |
1,009.8 |
745.1 |
264.7 |
29.7% |
25.6 |
2.9% |
55% |
False |
False |
4,338 |
100 |
1,009.8 |
691.8 |
318.0 |
35.7% |
25.4 |
2.8% |
63% |
False |
False |
3,795 |
120 |
1,009.8 |
691.8 |
318.0 |
35.7% |
26.4 |
3.0% |
63% |
False |
False |
3,260 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,258.8 |
2.618 |
1,142.6 |
1.618 |
1,071.4 |
1.000 |
1,027.4 |
0.618 |
1,000.2 |
HIGH |
956.2 |
0.618 |
929.0 |
0.500 |
920.6 |
0.382 |
912.2 |
LOW |
885.0 |
0.618 |
841.0 |
1.000 |
813.8 |
1.618 |
769.8 |
2.618 |
698.6 |
4.250 |
582.4 |
|
|
Fisher Pivots for day following 18-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
920.6 |
920.6 |
PP |
910.8 |
910.8 |
S1 |
901.1 |
901.1 |
|