Trading Metrics calculated at close of trading on 09-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2009 |
09-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
1,082.53 |
1,058.85 |
-23.68 |
-2.2% |
1,098.99 |
High |
1,088.04 |
1,087.40 |
-0.64 |
-0.1% |
1,124.67 |
Low |
1,043.60 |
1,040.41 |
-3.19 |
-0.3% |
1,043.60 |
Close |
1,064.70 |
1,043.87 |
-20.83 |
-2.0% |
1,064.70 |
Range |
44.44 |
46.99 |
2.55 |
5.7% |
81.07 |
ATR |
39.39 |
39.93 |
0.54 |
1.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,198.20 |
1,168.02 |
1,069.71 |
|
R3 |
1,151.21 |
1,121.03 |
1,056.79 |
|
R2 |
1,104.22 |
1,104.22 |
1,052.48 |
|
R1 |
1,074.04 |
1,074.04 |
1,048.18 |
1,065.64 |
PP |
1,057.23 |
1,057.23 |
1,057.23 |
1,053.02 |
S1 |
1,027.05 |
1,027.05 |
1,039.56 |
1,018.65 |
S2 |
1,010.24 |
1,010.24 |
1,035.26 |
|
S3 |
963.25 |
980.06 |
1,030.95 |
|
S4 |
916.26 |
933.07 |
1,018.03 |
|
|
Weekly Pivots for week ending 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,320.87 |
1,273.85 |
1,109.29 |
|
R3 |
1,239.80 |
1,192.78 |
1,086.99 |
|
R2 |
1,158.73 |
1,158.73 |
1,079.56 |
|
R1 |
1,111.71 |
1,111.71 |
1,072.13 |
1,094.69 |
PP |
1,077.66 |
1,077.66 |
1,077.66 |
1,069.14 |
S1 |
1,030.64 |
1,030.64 |
1,057.27 |
1,013.62 |
S2 |
996.59 |
996.59 |
1,049.84 |
|
S3 |
915.52 |
949.57 |
1,042.41 |
|
S4 |
834.45 |
868.50 |
1,020.11 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,124.67 |
1,040.41 |
84.26 |
8.1% |
37.08 |
3.6% |
4% |
False |
True |
|
10 |
1,183.93 |
1,040.41 |
143.52 |
13.7% |
37.93 |
3.6% |
2% |
False |
True |
|
20 |
1,286.90 |
1,040.41 |
246.49 |
23.6% |
36.21 |
3.5% |
1% |
False |
True |
|
40 |
1,286.90 |
1,040.41 |
246.49 |
23.6% |
36.96 |
3.5% |
1% |
False |
True |
|
60 |
1,286.90 |
1,040.41 |
246.49 |
23.6% |
35.72 |
3.4% |
1% |
False |
True |
|
80 |
1,286.90 |
1,018.86 |
268.04 |
25.7% |
41.71 |
4.0% |
9% |
False |
False |
|
100 |
1,470.99 |
1,018.86 |
452.13 |
43.3% |
47.90 |
4.6% |
6% |
False |
False |
|
120 |
1,773.83 |
1,018.86 |
754.97 |
72.3% |
52.89 |
5.1% |
3% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,287.11 |
2.618 |
1,210.42 |
1.618 |
1,163.43 |
1.000 |
1,134.39 |
0.618 |
1,116.44 |
HIGH |
1,087.40 |
0.618 |
1,069.45 |
0.500 |
1,063.91 |
0.382 |
1,058.36 |
LOW |
1,040.41 |
0.618 |
1,011.37 |
1.000 |
993.42 |
1.618 |
964.38 |
2.618 |
917.39 |
4.250 |
840.70 |
|
|
Fisher Pivots for day following 09-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
1,063.91 |
1,072.97 |
PP |
1,057.23 |
1,063.27 |
S1 |
1,050.55 |
1,053.57 |
|