Trading Metrics calculated at close of trading on 11-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2009 |
11-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
6,547.01 |
6,923.13 |
376.12 |
5.7% |
7,056.48 |
High |
6,926.49 |
7,015.06 |
88.57 |
1.3% |
7,058.95 |
Low |
6,546.61 |
6,867.55 |
320.94 |
4.9% |
6,469.95 |
Close |
6,926.49 |
6,930.40 |
3.91 |
0.1% |
6,626.94 |
Range |
379.88 |
147.51 |
-232.37 |
-61.2% |
589.00 |
ATR |
247.34 |
240.21 |
-7.13 |
-2.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,380.20 |
7,302.81 |
7,011.53 |
|
R3 |
7,232.69 |
7,155.30 |
6,970.97 |
|
R2 |
7,085.18 |
7,085.18 |
6,957.44 |
|
R1 |
7,007.79 |
7,007.79 |
6,943.92 |
7,046.49 |
PP |
6,937.67 |
6,937.67 |
6,937.67 |
6,957.02 |
S1 |
6,860.28 |
6,860.28 |
6,916.88 |
6,898.98 |
S2 |
6,790.16 |
6,790.16 |
6,903.36 |
|
S3 |
6,642.65 |
6,712.77 |
6,889.83 |
|
S4 |
6,495.14 |
6,565.26 |
6,849.27 |
|
|
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 |
7,015.06 |
6,469.95 |
545.11 |
7.9% |
267.05 |
3.9% |
84% |
True |
False |
|
10 |
7,402.31 |
6,469.95 |
932.36 |
13.5% |
243.21 |
3.5% |
49% |
False |
False |
|
20 |
7,983.74 |
6,469.95 |
1,513.79 |
21.8% |
230.33 |
3.3% |
30% |
False |
False |
|
40 |
8,522.08 |
6,469.95 |
2,052.13 |
29.6% |
235.88 |
3.4% |
22% |
False |
False |
|
60 |
9,088.06 |
6,469.95 |
2,618.11 |
37.8% |
227.29 |
3.3% |
18% |
False |
False |
|
80 |
9,088.06 |
6,469.95 |
2,618.11 |
37.8% |
281.01 |
4.1% |
18% |
False |
False |
|
100 |
9,653.95 |
6,469.95 |
3,184.00 |
45.9% |
316.55 |
4.6% |
14% |
False |
False |
|
120 |
11,483.05 |
6,469.95 |
5,013.10 |
72.3% |
357.25 |
5.2% |
9% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,641.98 |
2.618 |
7,401.24 |
1.618 |
7,253.73 |
1.000 |
7,162.57 |
0.618 |
7,106.22 |
HIGH |
7,015.06 |
0.618 |
6,958.71 |
0.500 |
6,941.31 |
0.382 |
6,923.90 |
LOW |
6,867.55 |
0.618 |
6,776.39 |
1.000 |
6,720.04 |
1.618 |
6,628.88 |
2.618 |
6,481.37 |
4.250 |
6,240.63 |
|
|
Fisher Pivots for day following 11-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
6,941.31 |
6,875.59 |
PP |
6,937.67 |
6,820.77 |
S1 |
6,934.04 |
6,765.96 |
|