Trading Metrics calculated at close of trading on 19-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2009 |
19-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
7,395.70 |
7,489.68 |
93.98 |
1.3% |
6,625.74 |
High |
7,571.64 |
7,548.46 |
-23.18 |
-0.3% |
7,242.62 |
Low |
7,257.27 |
7,369.26 |
111.99 |
1.5% |
6,516.86 |
Close |
7,486.58 |
7,400.80 |
-85.78 |
-1.1% |
7,223.98 |
Range |
314.37 |
179.20 |
-135.17 |
-43.0% |
725.76 |
ATR |
239.07 |
234.79 |
-4.28 |
-1.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,977.11 |
7,868.15 |
7,499.36 |
|
R3 |
7,797.91 |
7,688.95 |
7,450.08 |
|
R2 |
7,618.71 |
7,618.71 |
7,433.65 |
|
R1 |
7,509.75 |
7,509.75 |
7,417.23 |
7,474.63 |
PP |
7,439.51 |
7,439.51 |
7,439.51 |
7,421.95 |
S1 |
7,330.55 |
7,330.55 |
7,384.37 |
7,295.43 |
S2 |
7,260.31 |
7,260.31 |
7,367.95 |
|
S3 |
7,081.11 |
7,151.35 |
7,351.52 |
|
S4 |
6,901.91 |
6,972.15 |
7,302.24 |
|
|
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 |
7,105.86 |
465.78 |
6.3% |
208.23 |
2.8% |
63% |
False |
False |
|
10 |
7,571.64 |
6,469.95 |
1,101.69 |
14.9% |
235.90 |
3.2% |
84% |
False |
False |
|
20 |
7,571.64 |
6,469.95 |
1,101.69 |
14.9% |
242.68 |
3.3% |
84% |
False |
False |
|
40 |
8,405.87 |
6,469.95 |
1,935.92 |
26.2% |
228.90 |
3.1% |
48% |
False |
False |
|
60 |
9,088.06 |
6,469.95 |
2,618.11 |
35.4% |
221.33 |
3.0% |
36% |
False |
False |
|
80 |
9,088.06 |
6,469.95 |
2,618.11 |
35.4% |
257.19 |
3.5% |
36% |
False |
False |
|
100 |
9,653.95 |
6,469.95 |
3,184.00 |
43.0% |
296.90 |
4.0% |
29% |
False |
False |
|
120 |
11,168.06 |
6,469.95 |
4,698.11 |
63.5% |
349.68 |
4.7% |
20% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,310.06 |
2.618 |
8,017.61 |
1.618 |
7,838.41 |
1.000 |
7,727.66 |
0.618 |
7,659.21 |
HIGH |
7,548.46 |
0.618 |
7,480.01 |
0.500 |
7,458.86 |
0.382 |
7,437.71 |
LOW |
7,369.26 |
0.618 |
7,258.51 |
1.000 |
7,190.06 |
1.618 |
7,079.31 |
2.618 |
6,900.11 |
4.250 |
6,607.66 |
|
|
Fisher Pivots for day following 19-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
7,458.86 |
7,391.15 |
PP |
7,439.51 |
7,381.50 |
S1 |
7,420.15 |
7,371.85 |
|