Trading Metrics calculated at close of trading on 19-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2009 |
19-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
917.1 |
942.8 |
25.7 |
2.8% |
940.0 |
High |
956.2 |
965.5 |
9.3 |
1.0% |
945.0 |
Low |
885.0 |
928.4 |
43.4 |
4.9% |
893.3 |
Close |
891.3 |
961.0 |
69.7 |
7.8% |
932.4 |
Range |
71.2 |
37.1 |
-34.1 |
-47.9% |
51.7 |
ATR |
28.8 |
32.1 |
3.2 |
11.2% |
0.0 |
Volume |
11,355 |
39,477 |
28,122 |
247.7% |
67,968 |
|
Daily Pivots for day following 19-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,062.9 |
1,049.1 |
981.4 |
|
R3 |
1,025.8 |
1,012.0 |
971.2 |
|
R2 |
988.7 |
988.7 |
967.8 |
|
R1 |
974.9 |
974.9 |
964.4 |
981.8 |
PP |
951.6 |
951.6 |
951.6 |
955.1 |
S1 |
937.8 |
937.8 |
957.6 |
944.7 |
S2 |
914.5 |
914.5 |
954.2 |
|
S3 |
877.4 |
900.7 |
950.8 |
|
S4 |
840.3 |
863.6 |
940.6 |
|
|
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 |
965.5 |
885.0 |
80.5 |
8.4% |
31.2 |
3.2% |
94% |
True |
False |
20,809 |
10 |
965.5 |
885.0 |
80.5 |
8.4% |
27.8 |
2.9% |
94% |
True |
False |
17,237 |
20 |
1,009.8 |
885.0 |
124.8 |
13.0% |
29.7 |
3.1% |
61% |
False |
False |
11,502 |
40 |
1,009.8 |
847.8 |
162.0 |
16.9% |
26.9 |
2.8% |
70% |
False |
False |
7,703 |
60 |
1,009.8 |
805.2 |
204.6 |
21.3% |
26.0 |
2.7% |
76% |
False |
False |
5,726 |
80 |
1,009.8 |
748.0 |
261.8 |
27.2% |
25.3 |
2.6% |
81% |
False |
False |
4,798 |
100 |
1,009.8 |
705.7 |
304.1 |
31.6% |
25.2 |
2.6% |
84% |
False |
False |
4,167 |
120 |
1,009.8 |
691.8 |
318.0 |
33.1% |
26.5 |
2.8% |
85% |
False |
False |
3,586 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,123.2 |
2.618 |
1,062.6 |
1.618 |
1,025.5 |
1.000 |
1,002.6 |
0.618 |
988.4 |
HIGH |
965.5 |
0.618 |
951.3 |
0.500 |
947.0 |
0.382 |
942.6 |
LOW |
928.4 |
0.618 |
905.5 |
1.000 |
891.3 |
1.618 |
868.4 |
2.618 |
831.3 |
4.250 |
770.7 |
|
|
Fisher Pivots for day following 19-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
956.3 |
949.1 |
PP |
951.6 |
937.2 |
S1 |
947.0 |
925.3 |
|