Trading Metrics calculated at close of trading on 17-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2009 |
17-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
1,177.33 |
1,151.83 |
-25.50 |
-2.2% |
1,058.85 |
High |
1,177.33 |
1,192.17 |
14.84 |
1.3% |
1,170.48 |
Low |
1,144.21 |
1,148.80 |
4.59 |
0.4% |
1,040.41 |
Close |
1,145.45 |
1,192.17 |
46.72 |
4.1% |
1,168.52 |
Range |
33.12 |
43.37 |
10.25 |
30.9% |
130.07 |
ATR |
39.90 |
40.38 |
0.49 |
1.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,307.82 |
1,293.37 |
1,216.02 |
|
R3 |
1,264.45 |
1,250.00 |
1,204.10 |
|
R2 |
1,221.08 |
1,221.08 |
1,200.12 |
|
R1 |
1,206.63 |
1,206.63 |
1,196.15 |
1,213.86 |
PP |
1,177.71 |
1,177.71 |
1,177.71 |
1,181.33 |
S1 |
1,163.26 |
1,163.26 |
1,188.19 |
1,170.49 |
S2 |
1,134.34 |
1,134.34 |
1,184.22 |
|
S3 |
1,090.97 |
1,119.89 |
1,180.24 |
|
S4 |
1,047.60 |
1,076.52 |
1,168.32 |
|
|
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 |
1,192.17 |
1,106.72 |
85.45 |
7.2% |
35.92 |
3.0% |
100% |
True |
False |
|
10 |
1,192.17 |
1,040.41 |
151.76 |
12.7% |
38.73 |
3.2% |
100% |
True |
False |
|
20 |
1,204.56 |
1,040.41 |
164.15 |
13.8% |
38.08 |
3.2% |
92% |
False |
False |
|
40 |
1,286.90 |
1,040.41 |
246.49 |
20.7% |
37.15 |
3.1% |
62% |
False |
False |
|
60 |
1,286.90 |
1,040.41 |
246.49 |
20.7% |
35.23 |
3.0% |
62% |
False |
False |
|
80 |
1,286.90 |
1,018.86 |
268.04 |
22.5% |
39.98 |
3.4% |
65% |
False |
False |
|
100 |
1,382.65 |
1,018.86 |
363.79 |
30.5% |
44.47 |
3.7% |
48% |
False |
False |
|
120 |
1,708.44 |
1,018.86 |
689.58 |
57.8% |
51.37 |
4.3% |
25% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,376.49 |
2.618 |
1,305.71 |
1.618 |
1,262.34 |
1.000 |
1,235.54 |
0.618 |
1,218.97 |
HIGH |
1,192.17 |
0.618 |
1,175.60 |
0.500 |
1,170.49 |
0.382 |
1,165.37 |
LOW |
1,148.80 |
0.618 |
1,122.00 |
1.000 |
1,105.43 |
1.618 |
1,078.63 |
2.618 |
1,035.26 |
4.250 |
964.48 |
|
|
Fisher Pivots for day following 17-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
1,184.94 |
1,184.18 |
PP |
1,177.71 |
1,176.18 |
S1 |
1,170.49 |
1,168.19 |
|