Trading Metrics calculated at close of trading on 09-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2009 |
09-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
6,595.16 |
6,625.74 |
30.58 |
0.5% |
7,056.48 |
High |
6,755.17 |
6,709.61 |
-45.56 |
-0.7% |
7,058.95 |
Low |
6,469.95 |
6,516.86 |
46.91 |
0.7% |
6,469.95 |
Close |
6,626.94 |
6,547.05 |
-79.89 |
-1.2% |
6,626.94 |
Range |
285.22 |
192.75 |
-92.47 |
-32.4% |
589.00 |
ATR |
240.56 |
237.14 |
-3.41 |
-1.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,169.42 |
7,050.99 |
6,653.06 |
|
R3 |
6,976.67 |
6,858.24 |
6,600.06 |
|
R2 |
6,783.92 |
6,783.92 |
6,582.39 |
|
R1 |
6,665.49 |
6,665.49 |
6,564.72 |
6,628.33 |
PP |
6,591.17 |
6,591.17 |
6,591.17 |
6,572.60 |
S1 |
6,472.74 |
6,472.74 |
6,529.38 |
6,435.58 |
S2 |
6,398.42 |
6,398.42 |
6,511.71 |
|
S3 |
6,205.67 |
6,279.99 |
6,494.04 |
|
S4 |
6,012.92 |
6,087.24 |
6,441.04 |
|
|
Weekly Pivots for week ending 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,485.61 |
8,145.28 |
6,950.89 |
|
R3 |
7,896.61 |
7,556.28 |
6,788.92 |
|
R2 |
7,307.61 |
7,307.61 |
6,734.92 |
|
R1 |
6,967.28 |
6,967.28 |
6,680.93 |
6,842.95 |
PP |
6,718.61 |
6,718.61 |
6,718.61 |
6,656.45 |
S1 |
6,378.28 |
6,378.28 |
6,572.95 |
6,253.95 |
S2 |
6,129.61 |
6,129.61 |
6,518.96 |
|
S3 |
5,540.61 |
5,789.28 |
6,464.97 |
|
S4 |
4,951.61 |
5,200.28 |
6,302.99 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,979.22 |
6,469.95 |
509.27 |
7.8% |
242.07 |
3.7% |
15% |
False |
False |
|
10 |
7,404.94 |
6,469.95 |
934.99 |
14.3% |
241.76 |
3.7% |
8% |
False |
False |
|
20 |
8,315.07 |
6,469.95 |
1,845.12 |
28.2% |
230.94 |
3.5% |
4% |
False |
False |
|
40 |
8,769.62 |
6,469.95 |
2,299.67 |
35.1% |
232.05 |
3.5% |
3% |
False |
False |
|
60 |
9,088.06 |
6,469.95 |
2,618.11 |
40.0% |
227.33 |
3.5% |
3% |
False |
False |
|
80 |
9,088.06 |
6,469.95 |
2,618.11 |
40.0% |
283.50 |
4.3% |
3% |
False |
False |
|
100 |
9,794.37 |
6,469.95 |
3,324.42 |
50.8% |
326.15 |
5.0% |
2% |
False |
False |
|
120 |
11,483.05 |
6,469.95 |
5,013.10 |
76.6% |
359.62 |
5.5% |
2% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,528.80 |
2.618 |
7,214.23 |
1.618 |
7,021.48 |
1.000 |
6,902.36 |
0.618 |
6,828.73 |
HIGH |
6,709.61 |
0.618 |
6,635.98 |
0.500 |
6,613.24 |
0.382 |
6,590.49 |
LOW |
6,516.86 |
0.618 |
6,397.74 |
1.000 |
6,324.11 |
1.618 |
6,204.99 |
2.618 |
6,012.24 |
4.250 |
5,697.67 |
|
|
Fisher Pivots for day following 09-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
6,613.24 |
6,671.98 |
PP |
6,591.17 |
6,630.34 |
S1 |
6,569.11 |
6,588.69 |
|