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 |
929.2 |
918.9 |
-10.3 |
-1.1% |
940.2 |
High |
929.2 |
951.0 |
21.8 |
2.3% |
946.1 |
Low |
918.7 |
888.0 |
-30.7 |
-3.3% |
897.1 |
Close |
921.1 |
893.2 |
-27.9 |
-3.0% |
934.5 |
Range |
10.5 |
63.0 |
52.5 |
500.0% |
49.0 |
ATR |
22.9 |
25.8 |
2.9 |
12.5% |
0.0 |
Volume |
2,221 |
1,073 |
-1,148 |
-51.7% |
7,504 |
|
Daily Pivots for day following 18-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,099.7 |
1,059.5 |
927.9 |
|
R3 |
1,036.7 |
996.5 |
910.5 |
|
R2 |
973.7 |
973.7 |
904.8 |
|
R1 |
933.5 |
933.5 |
899.0 |
922.1 |
PP |
910.7 |
910.7 |
910.7 |
905.1 |
S1 |
870.5 |
870.5 |
887.4 |
859.1 |
S2 |
847.7 |
847.7 |
881.7 |
|
S3 |
784.7 |
807.5 |
875.9 |
|
S4 |
721.7 |
744.5 |
858.6 |
|
|
Weekly Pivots for week ending 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,072.9 |
1,052.7 |
961.5 |
|
R3 |
1,023.9 |
1,003.7 |
948.0 |
|
R2 |
974.9 |
974.9 |
943.5 |
|
R1 |
954.7 |
954.7 |
939.0 |
940.3 |
PP |
925.9 |
925.9 |
925.9 |
918.7 |
S1 |
905.7 |
905.7 |
930.0 |
891.3 |
S2 |
876.9 |
876.9 |
925.5 |
|
S3 |
827.9 |
856.7 |
921.0 |
|
S4 |
778.9 |
807.7 |
907.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
951.0 |
888.0 |
63.0 |
7.1% |
25.6 |
2.9% |
8% |
True |
True |
1,423 |
10 |
951.0 |
888.0 |
63.0 |
7.1% |
24.2 |
2.7% |
8% |
True |
True |
1,445 |
20 |
1,008.9 |
888.0 |
120.9 |
13.5% |
26.4 |
3.0% |
4% |
False |
True |
1,128 |
40 |
1,008.9 |
848.4 |
160.5 |
18.0% |
22.3 |
2.5% |
28% |
False |
False |
809 |
60 |
1,008.9 |
810.0 |
198.9 |
22.3% |
16.7 |
1.9% |
42% |
False |
False |
664 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,218.8 |
2.618 |
1,115.9 |
1.618 |
1,052.9 |
1.000 |
1,014.0 |
0.618 |
989.9 |
HIGH |
951.0 |
0.618 |
926.9 |
0.500 |
919.5 |
0.382 |
912.1 |
LOW |
888.0 |
0.618 |
849.1 |
1.000 |
825.0 |
1.618 |
786.1 |
2.618 |
723.1 |
4.250 |
620.3 |
|
|
Fisher Pivots for day following 18-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
919.5 |
919.5 |
PP |
910.7 |
910.7 |
S1 |
902.0 |
902.0 |
|