Trading Metrics calculated at close of trading on 16-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2009 |
16-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
7,167.35 |
7,225.33 |
57.98 |
0.8% |
6,625.74 |
High |
7,242.62 |
7,392.91 |
150.29 |
2.1% |
7,242.62 |
Low |
7,105.86 |
7,206.85 |
100.99 |
1.4% |
6,516.86 |
Close |
7,223.98 |
7,216.97 |
-7.01 |
-0.1% |
7,223.98 |
Range |
136.76 |
186.06 |
49.30 |
36.0% |
725.76 |
ATR |
237.61 |
233.93 |
-3.68 |
-1.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,830.42 |
7,709.76 |
7,319.30 |
|
R3 |
7,644.36 |
7,523.70 |
7,268.14 |
|
R2 |
7,458.30 |
7,458.30 |
7,251.08 |
|
R1 |
7,337.64 |
7,337.64 |
7,234.03 |
7,304.94 |
PP |
7,272.24 |
7,272.24 |
7,272.24 |
7,255.90 |
S1 |
7,151.58 |
7,151.58 |
7,199.91 |
7,118.88 |
S2 |
7,086.18 |
7,086.18 |
7,182.86 |
|
S3 |
6,900.12 |
6,965.52 |
7,165.80 |
|
S4 |
6,714.06 |
6,779.46 |
7,114.64 |
|
|
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 |
7,392.91 |
6,546.61 |
846.30 |
11.7% |
232.53 |
3.2% |
79% |
True |
False |
|
10 |
7,392.91 |
6,469.95 |
922.96 |
12.8% |
237.30 |
3.3% |
81% |
True |
False |
|
20 |
7,845.63 |
6,469.95 |
1,375.68 |
19.1% |
236.75 |
3.3% |
54% |
False |
False |
|
40 |
8,405.87 |
6,469.95 |
1,935.92 |
26.8% |
233.22 |
3.2% |
39% |
False |
False |
|
60 |
9,088.06 |
6,469.95 |
2,618.11 |
36.3% |
222.29 |
3.1% |
29% |
False |
False |
|
80 |
9,088.06 |
6,469.95 |
2,618.11 |
36.3% |
267.84 |
3.7% |
29% |
False |
False |
|
100 |
9,653.95 |
6,469.95 |
3,184.00 |
44.1% |
304.97 |
4.2% |
23% |
False |
False |
|
120 |
11,168.06 |
6,469.95 |
4,698.11 |
65.1% |
350.25 |
4.9% |
16% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,183.67 |
2.618 |
7,880.02 |
1.618 |
7,693.96 |
1.000 |
7,578.97 |
0.618 |
7,507.90 |
HIGH |
7,392.91 |
0.618 |
7,321.84 |
0.500 |
7,299.88 |
0.382 |
7,277.92 |
LOW |
7,206.85 |
0.618 |
7,091.86 |
1.000 |
7,020.79 |
1.618 |
6,905.80 |
2.618 |
6,719.74 |
4.250 |
6,416.10 |
|
|
Fisher Pivots for day following 16-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
7,299.88 |
7,188.84 |
PP |
7,272.24 |
7,160.71 |
S1 |
7,244.61 |
7,132.58 |
|