Trading Metrics calculated at close of trading on 09-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2009 |
09-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
3,513.0 |
3,520.5 |
7.5 |
0.2% |
3,715.0 |
High |
3,580.0 |
3,551.0 |
-29.0 |
-0.8% |
3,731.0 |
Low |
3,456.5 |
3,443.0 |
-13.5 |
-0.4% |
3,456.0 |
Close |
3,513.0 |
3,528.5 |
15.5 |
0.4% |
3,513.0 |
Range |
123.5 |
108.0 |
-15.5 |
-12.6% |
275.0 |
ATR |
152.9 |
149.7 |
-3.2 |
-2.1% |
0.0 |
Volume |
133,895 |
143,919 |
10,024 |
7.5% |
831,951 |
|
Daily Pivots for day following 09-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,831.5 |
3,788.0 |
3,588.0 |
|
R3 |
3,723.5 |
3,680.0 |
3,558.0 |
|
R2 |
3,615.5 |
3,615.5 |
3,548.5 |
|
R1 |
3,572.0 |
3,572.0 |
3,538.5 |
3,594.0 |
PP |
3,507.5 |
3,507.5 |
3,507.5 |
3,518.5 |
S1 |
3,464.0 |
3,464.0 |
3,518.5 |
3,486.0 |
S2 |
3,399.5 |
3,399.5 |
3,508.5 |
|
S3 |
3,291.5 |
3,356.0 |
3,499.0 |
|
S4 |
3,183.5 |
3,248.0 |
3,469.0 |
|
|
Weekly Pivots for week ending 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,391.5 |
4,227.5 |
3,664.0 |
|
R3 |
4,116.5 |
3,952.5 |
3,588.5 |
|
R2 |
3,841.5 |
3,841.5 |
3,563.5 |
|
R1 |
3,677.5 |
3,677.5 |
3,538.0 |
3,622.0 |
PP |
3,566.5 |
3,566.5 |
3,566.5 |
3,539.0 |
S1 |
3,402.5 |
3,402.5 |
3,488.0 |
3,347.0 |
S2 |
3,291.5 |
3,291.5 |
3,462.5 |
|
S3 |
3,016.5 |
3,127.5 |
3,437.5 |
|
S4 |
2,741.5 |
2,852.5 |
3,362.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,680.0 |
3,443.0 |
237.0 |
6.7% |
146.5 |
4.2% |
36% |
False |
True |
163,113 |
10 |
3,950.0 |
3,443.0 |
507.0 |
14.4% |
140.0 |
4.0% |
17% |
False |
True |
150,919 |
20 |
4,310.0 |
3,443.0 |
867.0 |
24.6% |
133.0 |
3.8% |
10% |
False |
True |
134,890 |
40 |
4,508.0 |
3,443.0 |
1,065.0 |
30.2% |
137.0 |
3.9% |
8% |
False |
True |
131,852 |
60 |
4,649.0 |
3,443.0 |
1,206.0 |
34.2% |
133.5 |
3.8% |
7% |
False |
True |
115,839 |
80 |
4,649.0 |
3,443.0 |
1,206.0 |
34.2% |
145.5 |
4.1% |
7% |
False |
True |
87,145 |
100 |
4,649.0 |
3,443.0 |
1,206.0 |
34.2% |
158.5 |
4.5% |
7% |
False |
True |
69,755 |
120 |
5,442.5 |
3,443.0 |
1,999.5 |
56.7% |
165.0 |
4.7% |
4% |
False |
True |
58,253 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,010.0 |
2.618 |
3,833.5 |
1.618 |
3,725.5 |
1.000 |
3,659.0 |
0.618 |
3,617.5 |
HIGH |
3,551.0 |
0.618 |
3,509.5 |
0.500 |
3,497.0 |
0.382 |
3,484.5 |
LOW |
3,443.0 |
0.618 |
3,376.5 |
1.000 |
3,335.0 |
1.618 |
3,268.5 |
2.618 |
3,160.5 |
4.250 |
2,984.0 |
|
|
Fisher Pivots for day following 09-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
3,518.0 |
3,528.0 |
PP |
3,507.5 |
3,528.0 |
S1 |
3,497.0 |
3,528.0 |
|