Trading Metrics calculated at close of trading on 11-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2009 |
11-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
1,060.42 |
1,118.35 |
57.93 |
5.5% |
1,098.99 |
High |
1,112.44 |
1,135.40 |
22.96 |
2.1% |
1,124.67 |
Low |
1,060.42 |
1,106.72 |
46.30 |
4.4% |
1,043.60 |
Close |
1,112.44 |
1,125.95 |
13.51 |
1.2% |
1,064.70 |
Range |
52.02 |
28.68 |
-23.34 |
-44.9% |
81.07 |
ATR |
41.98 |
41.03 |
-0.95 |
-2.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,208.73 |
1,196.02 |
1,141.72 |
|
R3 |
1,180.05 |
1,167.34 |
1,133.84 |
|
R2 |
1,151.37 |
1,151.37 |
1,131.21 |
|
R1 |
1,138.66 |
1,138.66 |
1,128.58 |
1,145.02 |
PP |
1,122.69 |
1,122.69 |
1,122.69 |
1,125.87 |
S1 |
1,109.98 |
1,109.98 |
1,123.32 |
1,116.34 |
S2 |
1,094.01 |
1,094.01 |
1,120.69 |
|
S3 |
1,065.33 |
1,081.30 |
1,118.06 |
|
S4 |
1,036.65 |
1,052.62 |
1,110.18 |
|
|
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 |
1,135.40 |
1,040.41 |
94.99 |
8.4% |
41.03 |
3.6% |
90% |
True |
False |
|
10 |
1,174.77 |
1,040.41 |
134.36 |
11.9% |
37.85 |
3.4% |
64% |
False |
False |
|
20 |
1,250.11 |
1,040.41 |
209.70 |
18.6% |
36.13 |
3.2% |
41% |
False |
False |
|
40 |
1,286.90 |
1,040.41 |
246.49 |
21.9% |
37.15 |
3.3% |
35% |
False |
False |
|
60 |
1,286.90 |
1,040.41 |
246.49 |
21.9% |
35.63 |
3.2% |
35% |
False |
False |
|
80 |
1,286.90 |
1,018.86 |
268.04 |
23.8% |
41.64 |
3.7% |
40% |
False |
False |
|
100 |
1,382.65 |
1,018.86 |
363.79 |
32.3% |
46.38 |
4.1% |
29% |
False |
False |
|
120 |
1,773.83 |
1,018.86 |
754.97 |
67.1% |
52.47 |
4.7% |
14% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,257.29 |
2.618 |
1,210.48 |
1.618 |
1,181.80 |
1.000 |
1,164.08 |
0.618 |
1,153.12 |
HIGH |
1,135.40 |
0.618 |
1,124.44 |
0.500 |
1,121.06 |
0.382 |
1,117.68 |
LOW |
1,106.72 |
0.618 |
1,089.00 |
1.000 |
1,078.04 |
1.618 |
1,060.32 |
2.618 |
1,031.64 |
4.250 |
984.83 |
|
|
Fisher Pivots for day following 11-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
1,124.32 |
1,113.27 |
PP |
1,122.69 |
1,100.59 |
S1 |
1,121.06 |
1,087.91 |
|