Trading Metrics calculated at close of trading on 13-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2009 |
13-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
1,121.91 |
1,162.88 |
40.97 |
3.7% |
1,058.85 |
High |
1,167.19 |
1,170.48 |
3.29 |
0.3% |
1,170.48 |
Low |
1,113.67 |
1,149.59 |
35.92 |
3.2% |
1,040.41 |
Close |
1,164.71 |
1,168.52 |
3.81 |
0.3% |
1,168.52 |
Range |
53.52 |
20.89 |
-32.63 |
-61.0% |
130.07 |
ATR |
41.92 |
40.42 |
-1.50 |
-3.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,225.53 |
1,217.92 |
1,180.01 |
|
R3 |
1,204.64 |
1,197.03 |
1,174.26 |
|
R2 |
1,183.75 |
1,183.75 |
1,172.35 |
|
R1 |
1,176.14 |
1,176.14 |
1,170.43 |
1,179.95 |
PP |
1,162.86 |
1,162.86 |
1,162.86 |
1,164.77 |
S1 |
1,155.25 |
1,155.25 |
1,166.61 |
1,159.06 |
S2 |
1,141.97 |
1,141.97 |
1,164.69 |
|
S3 |
1,121.08 |
1,134.36 |
1,162.78 |
|
S4 |
1,100.19 |
1,113.47 |
1,157.03 |
|
|
Weekly Pivots for week ending 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,516.68 |
1,472.67 |
1,240.06 |
|
R3 |
1,386.61 |
1,342.60 |
1,204.29 |
|
R2 |
1,256.54 |
1,256.54 |
1,192.37 |
|
R1 |
1,212.53 |
1,212.53 |
1,180.44 |
1,234.54 |
PP |
1,126.47 |
1,126.47 |
1,126.47 |
1,137.47 |
S1 |
1,082.46 |
1,082.46 |
1,156.60 |
1,104.47 |
S2 |
996.40 |
996.40 |
1,144.67 |
|
S3 |
866.33 |
952.39 |
1,132.75 |
|
S4 |
736.26 |
822.32 |
1,096.98 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,170.48 |
1,040.41 |
130.07 |
11.1% |
40.42 |
3.5% |
98% |
True |
False |
|
10 |
1,170.48 |
1,040.41 |
130.07 |
11.1% |
38.19 |
3.3% |
98% |
True |
False |
|
20 |
1,250.11 |
1,040.41 |
209.70 |
17.9% |
36.39 |
3.1% |
61% |
False |
False |
|
40 |
1,286.90 |
1,040.41 |
246.49 |
21.1% |
37.39 |
3.2% |
52% |
False |
False |
|
60 |
1,286.90 |
1,040.41 |
246.49 |
21.1% |
35.30 |
3.0% |
52% |
False |
False |
|
80 |
1,286.90 |
1,018.86 |
268.04 |
22.9% |
40.19 |
3.4% |
56% |
False |
False |
|
100 |
1,382.65 |
1,018.86 |
363.79 |
31.1% |
45.03 |
3.9% |
41% |
False |
False |
|
120 |
1,743.34 |
1,018.86 |
724.48 |
62.0% |
51.81 |
4.4% |
21% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,259.26 |
2.618 |
1,225.17 |
1.618 |
1,204.28 |
1.000 |
1,191.37 |
0.618 |
1,183.39 |
HIGH |
1,170.48 |
0.618 |
1,162.50 |
0.500 |
1,160.04 |
0.382 |
1,157.57 |
LOW |
1,149.59 |
0.618 |
1,136.68 |
1.000 |
1,128.70 |
1.618 |
1,115.79 |
2.618 |
1,094.90 |
4.250 |
1,060.81 |
|
|
Fisher Pivots for day following 13-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
1,165.69 |
1,158.55 |
PP |
1,162.86 |
1,148.57 |
S1 |
1,160.04 |
1,138.60 |
|