Trading Metrics calculated at close of trading on 12-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2009 |
12-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
1,118.35 |
1,121.91 |
3.56 |
0.3% |
1,098.99 |
High |
1,135.40 |
1,167.19 |
31.79 |
2.8% |
1,124.67 |
Low |
1,106.72 |
1,113.67 |
6.95 |
0.6% |
1,043.60 |
Close |
1,125.95 |
1,164.71 |
38.76 |
3.4% |
1,064.70 |
Range |
28.68 |
53.52 |
24.84 |
86.6% |
81.07 |
ATR |
41.03 |
41.92 |
0.89 |
2.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,309.08 |
1,290.42 |
1,194.15 |
|
R3 |
1,255.56 |
1,236.90 |
1,179.43 |
|
R2 |
1,202.04 |
1,202.04 |
1,174.52 |
|
R1 |
1,183.38 |
1,183.38 |
1,169.62 |
1,192.71 |
PP |
1,148.52 |
1,148.52 |
1,148.52 |
1,153.19 |
S1 |
1,129.86 |
1,129.86 |
1,159.80 |
1,139.19 |
S2 |
1,095.00 |
1,095.00 |
1,154.90 |
|
S3 |
1,041.48 |
1,076.34 |
1,149.99 |
|
S4 |
987.96 |
1,022.82 |
1,135.27 |
|
|
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 |
1,167.19 |
1,040.41 |
126.78 |
10.9% |
45.13 |
3.9% |
98% |
True |
False |
|
10 |
1,167.19 |
1,040.41 |
126.78 |
10.9% |
38.44 |
3.3% |
98% |
True |
False |
|
20 |
1,250.11 |
1,040.41 |
209.70 |
18.0% |
37.24 |
3.2% |
59% |
False |
False |
|
40 |
1,286.90 |
1,040.41 |
246.49 |
21.2% |
37.69 |
3.2% |
50% |
False |
False |
|
60 |
1,286.90 |
1,040.41 |
246.49 |
21.2% |
35.61 |
3.1% |
50% |
False |
False |
|
80 |
1,286.90 |
1,018.86 |
268.04 |
23.0% |
40.67 |
3.5% |
54% |
False |
False |
|
100 |
1,382.65 |
1,018.86 |
363.79 |
31.2% |
45.71 |
3.9% |
40% |
False |
False |
|
120 |
1,773.83 |
1,018.86 |
754.97 |
64.8% |
52.10 |
4.5% |
19% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,394.65 |
2.618 |
1,307.31 |
1.618 |
1,253.79 |
1.000 |
1,220.71 |
0.618 |
1,200.27 |
HIGH |
1,167.19 |
0.618 |
1,146.75 |
0.500 |
1,140.43 |
0.382 |
1,134.11 |
LOW |
1,113.67 |
0.618 |
1,080.59 |
1.000 |
1,060.15 |
1.618 |
1,027.07 |
2.618 |
973.55 |
4.250 |
886.21 |
|
|
Fisher Pivots for day following 12-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
1,156.62 |
1,147.74 |
PP |
1,148.52 |
1,130.77 |
S1 |
1,140.43 |
1,113.81 |
|