Trading Metrics calculated at close of trading on 19-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2009 |
19-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
1,185.18 |
1,220.48 |
35.30 |
3.0% |
1,058.85 |
High |
1,225.16 |
1,220.48 |
-4.68 |
-0.4% |
1,170.48 |
Low |
1,180.34 |
1,196.20 |
15.86 |
1.3% |
1,040.41 |
Close |
1,206.96 |
1,204.21 |
-2.75 |
-0.2% |
1,168.52 |
Range |
44.82 |
24.28 |
-20.54 |
-45.8% |
130.07 |
ATR |
40.70 |
39.53 |
-1.17 |
-2.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,279.80 |
1,266.29 |
1,217.56 |
|
R3 |
1,255.52 |
1,242.01 |
1,210.89 |
|
R2 |
1,231.24 |
1,231.24 |
1,208.66 |
|
R1 |
1,217.73 |
1,217.73 |
1,206.44 |
1,212.35 |
PP |
1,206.96 |
1,206.96 |
1,206.96 |
1,204.27 |
S1 |
1,193.45 |
1,193.45 |
1,201.98 |
1,188.07 |
S2 |
1,182.68 |
1,182.68 |
1,199.76 |
|
S3 |
1,158.40 |
1,169.17 |
1,197.53 |
|
S4 |
1,134.12 |
1,144.89 |
1,190.86 |
|
|
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 |
1,144.21 |
80.95 |
6.7% |
33.30 |
2.8% |
74% |
False |
False |
|
10 |
1,225.16 |
1,040.41 |
184.75 |
15.3% |
39.21 |
3.3% |
89% |
False |
False |
|
20 |
1,225.16 |
1,040.41 |
184.75 |
15.3% |
38.19 |
3.2% |
89% |
False |
False |
|
40 |
1,286.90 |
1,040.41 |
246.49 |
20.5% |
36.30 |
3.0% |
66% |
False |
False |
|
60 |
1,286.90 |
1,040.41 |
246.49 |
20.5% |
35.28 |
2.9% |
66% |
False |
False |
|
80 |
1,286.90 |
1,018.86 |
268.04 |
22.3% |
38.84 |
3.2% |
69% |
False |
False |
|
100 |
1,382.65 |
1,018.86 |
363.79 |
30.2% |
43.54 |
3.6% |
51% |
False |
False |
|
120 |
1,677.65 |
1,018.86 |
658.79 |
54.7% |
51.37 |
4.3% |
28% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,323.67 |
2.618 |
1,284.05 |
1.618 |
1,259.77 |
1.000 |
1,244.76 |
0.618 |
1,235.49 |
HIGH |
1,220.48 |
0.618 |
1,211.21 |
0.500 |
1,208.34 |
0.382 |
1,205.47 |
LOW |
1,196.20 |
0.618 |
1,181.19 |
1.000 |
1,171.92 |
1.618 |
1,156.91 |
2.618 |
1,132.63 |
4.250 |
1,093.01 |
|
|
Fisher Pivots for day following 19-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
1,208.34 |
1,198.47 |
PP |
1,206.96 |
1,192.72 |
S1 |
1,205.59 |
1,186.98 |
|