Trading Metrics calculated at close of trading on 20-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2009 |
20-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
1,220.48 |
1,207.48 |
-13.00 |
-1.1% |
1,177.33 |
High |
1,220.48 |
1,220.50 |
0.02 |
0.0% |
1,225.16 |
Low |
1,196.20 |
1,178.52 |
-17.68 |
-1.5% |
1,144.21 |
Close |
1,204.21 |
1,187.18 |
-17.03 |
-1.4% |
1,187.18 |
Range |
24.28 |
41.98 |
17.70 |
72.9% |
80.95 |
ATR |
39.53 |
39.70 |
0.18 |
0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,321.34 |
1,296.24 |
1,210.27 |
|
R3 |
1,279.36 |
1,254.26 |
1,198.72 |
|
R2 |
1,237.38 |
1,237.38 |
1,194.88 |
|
R1 |
1,212.28 |
1,212.28 |
1,191.03 |
1,203.84 |
PP |
1,195.40 |
1,195.40 |
1,195.40 |
1,191.18 |
S1 |
1,170.30 |
1,170.30 |
1,183.33 |
1,161.86 |
S2 |
1,153.42 |
1,153.42 |
1,179.48 |
|
S3 |
1,111.44 |
1,128.32 |
1,175.64 |
|
S4 |
1,069.46 |
1,086.34 |
1,164.09 |
|
|
Weekly Pivots for week ending 20-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,428.37 |
1,388.72 |
1,231.70 |
|
R3 |
1,347.42 |
1,307.77 |
1,209.44 |
|
R2 |
1,266.47 |
1,266.47 |
1,202.02 |
|
R1 |
1,226.82 |
1,226.82 |
1,194.60 |
1,246.65 |
PP |
1,185.52 |
1,185.52 |
1,185.52 |
1,195.43 |
S1 |
1,145.87 |
1,145.87 |
1,179.76 |
1,165.70 |
S2 |
1,104.57 |
1,104.57 |
1,172.34 |
|
S3 |
1,023.62 |
1,064.92 |
1,164.92 |
|
S4 |
942.67 |
983.97 |
1,142.66 |
|
|
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 |
6.8% |
37.51 |
3.2% |
53% |
False |
False |
|
10 |
1,225.16 |
1,040.41 |
184.75 |
15.6% |
38.97 |
3.3% |
79% |
False |
False |
|
20 |
1,225.16 |
1,040.41 |
184.75 |
15.6% |
38.78 |
3.3% |
79% |
False |
False |
|
40 |
1,286.90 |
1,040.41 |
246.49 |
20.8% |
36.38 |
3.1% |
60% |
False |
False |
|
60 |
1,286.90 |
1,040.41 |
246.49 |
20.8% |
35.23 |
3.0% |
60% |
False |
False |
|
80 |
1,286.90 |
1,040.41 |
246.49 |
20.8% |
38.53 |
3.2% |
60% |
False |
False |
|
100 |
1,382.65 |
1,018.86 |
363.79 |
30.6% |
43.16 |
3.6% |
46% |
False |
False |
|
120 |
1,643.22 |
1,018.86 |
624.36 |
52.6% |
51.37 |
4.3% |
27% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,398.92 |
2.618 |
1,330.40 |
1.618 |
1,288.42 |
1.000 |
1,262.48 |
0.618 |
1,246.44 |
HIGH |
1,220.50 |
0.618 |
1,204.46 |
0.500 |
1,199.51 |
0.382 |
1,194.56 |
LOW |
1,178.52 |
0.618 |
1,152.58 |
1.000 |
1,136.54 |
1.618 |
1,110.60 |
2.618 |
1,068.62 |
4.250 |
1,000.11 |
|
|
Fisher Pivots for day following 20-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
1,199.51 |
1,201.84 |
PP |
1,195.40 |
1,196.95 |
S1 |
1,191.29 |
1,192.07 |
|