Trading Metrics calculated at close of trading on 12-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2009 |
12-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
6,923.13 |
6,932.39 |
9.26 |
0.1% |
7,056.48 |
High |
7,015.06 |
7,184.71 |
169.65 |
2.4% |
7,058.95 |
Low |
6,867.55 |
6,872.25 |
4.70 |
0.1% |
6,469.95 |
Close |
6,930.40 |
7,170.06 |
239.66 |
3.5% |
6,626.94 |
Range |
147.51 |
312.46 |
164.95 |
111.8% |
589.00 |
ATR |
240.21 |
245.37 |
5.16 |
2.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,013.05 |
7,904.02 |
7,341.91 |
|
R3 |
7,700.59 |
7,591.56 |
7,255.99 |
|
R2 |
7,388.13 |
7,388.13 |
7,227.34 |
|
R1 |
7,279.10 |
7,279.10 |
7,198.70 |
7,333.62 |
PP |
7,075.67 |
7,075.67 |
7,075.67 |
7,102.93 |
S1 |
6,966.64 |
6,966.64 |
7,141.42 |
7,021.16 |
S2 |
6,763.21 |
6,763.21 |
7,112.78 |
|
S3 |
6,450.75 |
6,654.18 |
7,084.13 |
|
S4 |
6,138.29 |
6,341.72 |
6,998.21 |
|
|
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 |
7,184.71 |
6,469.95 |
714.76 |
10.0% |
263.56 |
3.7% |
98% |
True |
False |
|
10 |
7,195.46 |
6,469.95 |
725.51 |
10.1% |
251.58 |
3.5% |
96% |
False |
False |
|
20 |
7,970.84 |
6,469.95 |
1,500.89 |
20.9% |
239.37 |
3.3% |
47% |
False |
False |
|
40 |
8,446.25 |
6,469.95 |
1,976.30 |
27.6% |
240.07 |
3.3% |
35% |
False |
False |
|
60 |
9,088.06 |
6,469.95 |
2,618.11 |
36.5% |
226.92 |
3.2% |
27% |
False |
False |
|
80 |
9,088.06 |
6,469.95 |
2,618.11 |
36.5% |
273.53 |
3.8% |
27% |
False |
False |
|
100 |
9,653.95 |
6,469.95 |
3,184.00 |
44.4% |
311.52 |
4.3% |
22% |
False |
False |
|
120 |
11,483.05 |
6,469.95 |
5,013.10 |
69.9% |
354.71 |
4.9% |
14% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,512.67 |
2.618 |
8,002.73 |
1.618 |
7,690.27 |
1.000 |
7,497.17 |
0.618 |
7,377.81 |
HIGH |
7,184.71 |
0.618 |
7,065.35 |
0.500 |
7,028.48 |
0.382 |
6,991.61 |
LOW |
6,872.25 |
0.618 |
6,679.15 |
1.000 |
6,559.79 |
1.618 |
6,366.69 |
2.618 |
6,054.23 |
4.250 |
5,544.30 |
|
|
Fisher Pivots for day following 12-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
7,122.87 |
7,068.59 |
PP |
7,075.67 |
6,967.13 |
S1 |
7,028.48 |
6,865.66 |
|