Trading Metrics calculated at close of trading on 18-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2009 |
18-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
1,151.83 |
1,185.18 |
33.35 |
2.9% |
1,058.85 |
High |
1,192.17 |
1,225.16 |
32.99 |
2.8% |
1,170.48 |
Low |
1,148.80 |
1,180.34 |
31.54 |
2.7% |
1,040.41 |
Close |
1,192.17 |
1,206.96 |
14.79 |
1.2% |
1,168.52 |
Range |
43.37 |
44.82 |
1.45 |
3.3% |
130.07 |
ATR |
40.38 |
40.70 |
0.32 |
0.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,338.61 |
1,317.61 |
1,231.61 |
|
R3 |
1,293.79 |
1,272.79 |
1,219.29 |
|
R2 |
1,248.97 |
1,248.97 |
1,215.18 |
|
R1 |
1,227.97 |
1,227.97 |
1,211.07 |
1,238.47 |
PP |
1,204.15 |
1,204.15 |
1,204.15 |
1,209.41 |
S1 |
1,183.15 |
1,183.15 |
1,202.85 |
1,193.65 |
S2 |
1,159.33 |
1,159.33 |
1,198.74 |
|
S3 |
1,114.51 |
1,138.33 |
1,194.63 |
|
S4 |
1,069.69 |
1,093.51 |
1,182.31 |
|
|
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 |
1,225.16 |
1,113.67 |
111.49 |
9.2% |
39.14 |
3.2% |
84% |
True |
False |
|
10 |
1,225.16 |
1,040.41 |
184.75 |
15.3% |
40.09 |
3.3% |
90% |
True |
False |
|
20 |
1,225.16 |
1,040.41 |
184.75 |
15.3% |
38.74 |
3.2% |
90% |
True |
False |
|
40 |
1,286.90 |
1,040.41 |
246.49 |
20.4% |
36.79 |
3.0% |
68% |
False |
False |
|
60 |
1,286.90 |
1,040.41 |
246.49 |
20.4% |
35.28 |
2.9% |
68% |
False |
False |
|
80 |
1,286.90 |
1,018.86 |
268.04 |
22.2% |
39.53 |
3.3% |
70% |
False |
False |
|
100 |
1,382.65 |
1,018.86 |
363.79 |
30.1% |
44.17 |
3.7% |
52% |
False |
False |
|
120 |
1,708.44 |
1,018.86 |
689.58 |
57.1% |
51.50 |
4.3% |
27% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,415.65 |
2.618 |
1,342.50 |
1.618 |
1,297.68 |
1.000 |
1,269.98 |
0.618 |
1,252.86 |
HIGH |
1,225.16 |
0.618 |
1,208.04 |
0.500 |
1,202.75 |
0.382 |
1,197.46 |
LOW |
1,180.34 |
0.618 |
1,152.64 |
1.000 |
1,135.52 |
1.618 |
1,107.82 |
2.618 |
1,063.00 |
4.250 |
989.86 |
|
|
Fisher Pivots for day following 18-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
1,205.56 |
1,199.54 |
PP |
1,204.15 |
1,192.11 |
S1 |
1,202.75 |
1,184.69 |
|