Trading Metrics calculated at close of trading on 20-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2009 |
20-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
942.8 |
960.3 |
17.5 |
1.9% |
929.5 |
High |
965.5 |
970.0 |
4.5 |
0.5% |
970.0 |
Low |
928.4 |
948.9 |
20.5 |
2.2% |
885.0 |
Close |
961.0 |
958.5 |
-2.5 |
-0.3% |
958.5 |
Range |
37.1 |
21.1 |
-16.0 |
-43.1% |
85.0 |
ATR |
32.1 |
31.3 |
-0.8 |
-2.4% |
0.0 |
Volume |
39,477 |
22,755 |
-16,722 |
-42.4% |
116,148 |
|
Daily Pivots for day following 20-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,022.4 |
1,011.6 |
970.1 |
|
R3 |
1,001.3 |
990.5 |
964.3 |
|
R2 |
980.2 |
980.2 |
962.4 |
|
R1 |
969.4 |
969.4 |
960.4 |
964.3 |
PP |
959.1 |
959.1 |
959.1 |
956.6 |
S1 |
948.3 |
948.3 |
956.6 |
943.2 |
S2 |
938.0 |
938.0 |
954.6 |
|
S3 |
916.9 |
927.2 |
952.7 |
|
S4 |
895.8 |
906.1 |
946.9 |
|
|
Weekly Pivots for week ending 20-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,192.8 |
1,160.7 |
1,005.3 |
|
R3 |
1,107.8 |
1,075.7 |
981.9 |
|
R2 |
1,022.8 |
1,022.8 |
974.1 |
|
R1 |
990.7 |
990.7 |
966.3 |
1,006.8 |
PP |
937.8 |
937.8 |
937.8 |
945.9 |
S1 |
905.7 |
905.7 |
950.7 |
921.8 |
S2 |
852.8 |
852.8 |
942.9 |
|
S3 |
767.8 |
820.7 |
935.1 |
|
S4 |
682.8 |
735.7 |
911.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
970.0 |
885.0 |
85.0 |
8.9% |
31.2 |
3.3% |
86% |
True |
False |
23,229 |
10 |
970.0 |
885.0 |
85.0 |
8.9% |
28.4 |
3.0% |
86% |
True |
False |
18,411 |
20 |
1,001.7 |
885.0 |
116.7 |
12.2% |
28.9 |
3.0% |
63% |
False |
False |
12,507 |
40 |
1,009.8 |
856.0 |
153.8 |
16.0% |
27.0 |
2.8% |
67% |
False |
False |
8,201 |
60 |
1,009.8 |
805.2 |
204.6 |
21.3% |
26.2 |
2.7% |
75% |
False |
False |
6,074 |
80 |
1,009.8 |
748.0 |
261.8 |
27.3% |
25.0 |
2.6% |
80% |
False |
False |
5,059 |
100 |
1,009.8 |
705.7 |
304.1 |
31.7% |
25.1 |
2.6% |
83% |
False |
False |
4,383 |
120 |
1,009.8 |
691.8 |
318.0 |
33.2% |
26.4 |
2.8% |
84% |
False |
False |
3,764 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,059.7 |
2.618 |
1,025.2 |
1.618 |
1,004.1 |
1.000 |
991.1 |
0.618 |
983.0 |
HIGH |
970.0 |
0.618 |
961.9 |
0.500 |
959.5 |
0.382 |
957.0 |
LOW |
948.9 |
0.618 |
935.9 |
1.000 |
927.8 |
1.618 |
914.8 |
2.618 |
893.7 |
4.250 |
859.2 |
|
|
Fisher Pivots for day following 20-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
959.5 |
948.2 |
PP |
959.1 |
937.8 |
S1 |
958.8 |
927.5 |
|