Trading Metrics calculated at close of trading on 13-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2009 |
13-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
6,932.39 |
7,167.35 |
234.96 |
3.4% |
6,625.74 |
High |
7,184.71 |
7,242.62 |
57.91 |
0.8% |
7,242.62 |
Low |
6,872.25 |
7,105.86 |
233.61 |
3.4% |
6,516.86 |
Close |
7,170.06 |
7,223.98 |
53.92 |
0.8% |
7,223.98 |
Range |
312.46 |
136.76 |
-175.70 |
-56.2% |
725.76 |
ATR |
245.37 |
237.61 |
-7.76 |
-3.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,601.10 |
7,549.30 |
7,299.20 |
|
R3 |
7,464.34 |
7,412.54 |
7,261.59 |
|
R2 |
7,327.58 |
7,327.58 |
7,249.05 |
|
R1 |
7,275.78 |
7,275.78 |
7,236.52 |
7,301.68 |
PP |
7,190.82 |
7,190.82 |
7,190.82 |
7,203.77 |
S1 |
7,139.02 |
7,139.02 |
7,211.44 |
7,164.92 |
S2 |
7,054.06 |
7,054.06 |
7,198.91 |
|
S3 |
6,917.30 |
7,002.26 |
7,186.37 |
|
S4 |
6,780.54 |
6,865.50 |
7,148.76 |
|
|
Weekly Pivots for week ending 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,171.77 |
8,923.63 |
7,623.15 |
|
R3 |
8,446.01 |
8,197.87 |
7,423.56 |
|
R2 |
7,720.25 |
7,720.25 |
7,357.04 |
|
R1 |
7,472.11 |
7,472.11 |
7,290.51 |
7,596.18 |
PP |
6,994.49 |
6,994.49 |
6,994.49 |
7,056.52 |
S1 |
6,746.35 |
6,746.35 |
7,157.45 |
6,870.42 |
S2 |
6,268.73 |
6,268.73 |
7,090.92 |
|
S3 |
5,542.97 |
6,020.59 |
7,024.40 |
|
S4 |
4,817.21 |
5,294.83 |
6,824.81 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,242.62 |
6,516.86 |
725.76 |
10.0% |
233.87 |
3.2% |
97% |
True |
False |
|
10 |
7,242.62 |
6,469.95 |
772.67 |
10.7% |
249.07 |
3.4% |
98% |
True |
False |
|
20 |
7,970.84 |
6,469.95 |
1,500.89 |
20.8% |
233.97 |
3.2% |
50% |
False |
False |
|
40 |
8,405.87 |
6,469.95 |
1,935.92 |
26.8% |
235.85 |
3.3% |
39% |
False |
False |
|
60 |
9,088.06 |
6,469.95 |
2,618.11 |
36.2% |
225.74 |
3.1% |
29% |
False |
False |
|
80 |
9,088.06 |
6,469.95 |
2,618.11 |
36.2% |
269.57 |
3.7% |
29% |
False |
False |
|
100 |
9,653.95 |
6,469.95 |
3,184.00 |
44.1% |
307.26 |
4.3% |
24% |
False |
False |
|
120 |
11,394.58 |
6,469.95 |
4,924.63 |
68.2% |
352.05 |
4.9% |
15% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,823.85 |
2.618 |
7,600.66 |
1.618 |
7,463.90 |
1.000 |
7,379.38 |
0.618 |
7,327.14 |
HIGH |
7,242.62 |
0.618 |
7,190.38 |
0.500 |
7,174.24 |
0.382 |
7,158.10 |
LOW |
7,105.86 |
0.618 |
7,021.34 |
1.000 |
6,969.10 |
1.618 |
6,884.58 |
2.618 |
6,747.82 |
4.250 |
6,524.63 |
|
|
Fisher Pivots for day following 13-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
7,207.40 |
7,167.68 |
PP |
7,190.82 |
7,111.38 |
S1 |
7,174.24 |
7,055.09 |
|