Trading Metrics calculated at close of trading on 17-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2009 |
17-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
7,225.33 |
7,218.00 |
-7.33 |
-0.1% |
6,625.74 |
High |
7,392.91 |
7,396.81 |
3.90 |
0.1% |
7,242.62 |
Low |
7,206.85 |
7,172.05 |
-34.80 |
-0.5% |
6,516.86 |
Close |
7,216.97 |
7,395.70 |
178.73 |
2.5% |
7,223.98 |
Range |
186.06 |
224.76 |
38.70 |
20.8% |
725.76 |
ATR |
233.93 |
233.27 |
-0.65 |
-0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,995.80 |
7,920.51 |
7,519.32 |
|
R3 |
7,771.04 |
7,695.75 |
7,457.51 |
|
R2 |
7,546.28 |
7,546.28 |
7,436.91 |
|
R1 |
7,470.99 |
7,470.99 |
7,416.30 |
7,508.64 |
PP |
7,321.52 |
7,321.52 |
7,321.52 |
7,340.34 |
S1 |
7,246.23 |
7,246.23 |
7,375.10 |
7,283.88 |
S2 |
7,096.76 |
7,096.76 |
7,354.49 |
|
S3 |
6,872.00 |
7,021.47 |
7,333.89 |
|
S4 |
6,647.24 |
6,796.71 |
7,272.08 |
|
|
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 |
7,396.81 |
6,867.55 |
529.26 |
7.2% |
201.51 |
2.7% |
100% |
True |
False |
|
10 |
7,396.81 |
6,469.95 |
926.86 |
12.5% |
244.81 |
3.3% |
100% |
True |
False |
|
20 |
7,617.76 |
6,469.95 |
1,147.81 |
15.5% |
233.26 |
3.2% |
81% |
False |
False |
|
40 |
8,405.87 |
6,469.95 |
1,935.92 |
26.2% |
233.04 |
3.2% |
48% |
False |
False |
|
60 |
9,088.06 |
6,469.95 |
2,618.11 |
35.4% |
222.98 |
3.0% |
35% |
False |
False |
|
80 |
9,088.06 |
6,469.95 |
2,618.11 |
35.4% |
265.99 |
3.6% |
35% |
False |
False |
|
100 |
9,653.95 |
6,469.95 |
3,184.00 |
43.1% |
304.42 |
4.1% |
29% |
False |
False |
|
120 |
11,168.06 |
6,469.95 |
4,698.11 |
63.5% |
349.54 |
4.7% |
20% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,352.04 |
2.618 |
7,985.23 |
1.618 |
7,760.47 |
1.000 |
7,621.57 |
0.618 |
7,535.71 |
HIGH |
7,396.81 |
0.618 |
7,310.95 |
0.500 |
7,284.43 |
0.382 |
7,257.91 |
LOW |
7,172.05 |
0.618 |
7,033.15 |
1.000 |
6,947.29 |
1.618 |
6,808.39 |
2.618 |
6,583.63 |
4.250 |
6,216.82 |
|
|
Fisher Pivots for day following 17-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
7,358.61 |
7,347.58 |
PP |
7,321.52 |
7,299.46 |
S1 |
7,284.43 |
7,251.34 |
|