Trading Metrics calculated at close of trading on 16-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2009 |
16-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
1,162.88 |
1,177.33 |
14.45 |
1.2% |
1,058.85 |
High |
1,170.48 |
1,177.33 |
6.85 |
0.6% |
1,170.48 |
Low |
1,149.59 |
1,144.21 |
-5.38 |
-0.5% |
1,040.41 |
Close |
1,168.52 |
1,145.45 |
-23.07 |
-2.0% |
1,168.52 |
Range |
20.89 |
33.12 |
12.23 |
58.5% |
130.07 |
ATR |
40.42 |
39.90 |
-0.52 |
-1.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,255.02 |
1,233.36 |
1,163.67 |
|
R3 |
1,221.90 |
1,200.24 |
1,154.56 |
|
R2 |
1,188.78 |
1,188.78 |
1,151.52 |
|
R1 |
1,167.12 |
1,167.12 |
1,148.49 |
1,161.39 |
PP |
1,155.66 |
1,155.66 |
1,155.66 |
1,152.80 |
S1 |
1,134.00 |
1,134.00 |
1,142.41 |
1,128.27 |
S2 |
1,122.54 |
1,122.54 |
1,139.38 |
|
S3 |
1,089.42 |
1,100.88 |
1,136.34 |
|
S4 |
1,056.30 |
1,067.76 |
1,127.23 |
|
|
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 |
1,177.33 |
1,060.42 |
116.91 |
10.2% |
37.65 |
3.3% |
73% |
True |
False |
|
10 |
1,177.33 |
1,040.41 |
136.92 |
12.0% |
37.36 |
3.3% |
77% |
True |
False |
|
20 |
1,204.56 |
1,040.41 |
164.15 |
14.3% |
37.12 |
3.2% |
64% |
False |
False |
|
40 |
1,286.90 |
1,040.41 |
246.49 |
21.5% |
36.95 |
3.2% |
43% |
False |
False |
|
60 |
1,286.90 |
1,040.41 |
246.49 |
21.5% |
35.02 |
3.1% |
43% |
False |
False |
|
80 |
1,286.90 |
1,018.86 |
268.04 |
23.4% |
40.11 |
3.5% |
47% |
False |
False |
|
100 |
1,382.65 |
1,018.86 |
363.79 |
31.8% |
44.74 |
3.9% |
35% |
False |
False |
|
120 |
1,708.44 |
1,018.86 |
689.58 |
60.2% |
51.44 |
4.5% |
18% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,318.09 |
2.618 |
1,264.04 |
1.618 |
1,230.92 |
1.000 |
1,210.45 |
0.618 |
1,197.80 |
HIGH |
1,177.33 |
0.618 |
1,164.68 |
0.500 |
1,160.77 |
0.382 |
1,156.86 |
LOW |
1,144.21 |
0.618 |
1,123.74 |
1.000 |
1,111.09 |
1.618 |
1,090.62 |
2.618 |
1,057.50 |
4.250 |
1,003.45 |
|
|
Fisher Pivots for day following 16-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
1,160.77 |
1,145.50 |
PP |
1,155.66 |
1,145.48 |
S1 |
1,150.56 |
1,145.47 |
|