Trading Metrics calculated at close of trading on 18-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2009 |
18-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
7,218.00 |
7,395.70 |
177.70 |
2.5% |
6,625.74 |
High |
7,396.81 |
7,571.64 |
174.83 |
2.4% |
7,242.62 |
Low |
7,172.05 |
7,257.27 |
85.22 |
1.2% |
6,516.86 |
Close |
7,395.70 |
7,486.58 |
90.88 |
1.2% |
7,223.98 |
Range |
224.76 |
314.37 |
89.61 |
39.9% |
725.76 |
ATR |
233.27 |
239.07 |
5.79 |
2.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,381.61 |
8,248.46 |
7,659.48 |
|
R3 |
8,067.24 |
7,934.09 |
7,573.03 |
|
R2 |
7,752.87 |
7,752.87 |
7,544.21 |
|
R1 |
7,619.72 |
7,619.72 |
7,515.40 |
7,686.30 |
PP |
7,438.50 |
7,438.50 |
7,438.50 |
7,471.78 |
S1 |
7,305.35 |
7,305.35 |
7,457.76 |
7,371.93 |
S2 |
7,124.13 |
7,124.13 |
7,428.95 |
|
S3 |
6,809.76 |
6,990.98 |
7,400.13 |
|
S4 |
6,495.39 |
6,676.61 |
7,313.68 |
|
|
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 |
7,571.64 |
6,872.25 |
699.39 |
9.3% |
234.88 |
3.1% |
88% |
True |
False |
|
10 |
7,571.64 |
6,469.95 |
1,101.69 |
14.7% |
250.97 |
3.4% |
92% |
True |
False |
|
20 |
7,614.97 |
6,469.95 |
1,145.02 |
15.3% |
242.09 |
3.2% |
89% |
False |
False |
|
40 |
8,405.87 |
6,469.95 |
1,935.92 |
25.9% |
232.10 |
3.1% |
53% |
False |
False |
|
60 |
9,088.06 |
6,469.95 |
2,618.11 |
35.0% |
222.29 |
3.0% |
39% |
False |
False |
|
80 |
9,088.06 |
6,469.95 |
2,618.11 |
35.0% |
263.45 |
3.5% |
39% |
False |
False |
|
100 |
9,653.95 |
6,469.95 |
3,184.00 |
42.5% |
300.64 |
4.0% |
32% |
False |
False |
|
120 |
11,168.06 |
6,469.95 |
4,698.11 |
62.8% |
350.70 |
4.7% |
22% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,907.71 |
2.618 |
8,394.66 |
1.618 |
8,080.29 |
1.000 |
7,886.01 |
0.618 |
7,765.92 |
HIGH |
7,571.64 |
0.618 |
7,451.55 |
0.500 |
7,414.46 |
0.382 |
7,377.36 |
LOW |
7,257.27 |
0.618 |
7,062.99 |
1.000 |
6,942.90 |
1.618 |
6,748.62 |
2.618 |
6,434.25 |
4.250 |
5,921.20 |
|
|
Fisher Pivots for day following 18-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
7,462.54 |
7,448.34 |
PP |
7,438.50 |
7,410.09 |
S1 |
7,414.46 |
7,371.85 |
|