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 |
3,840.0 |
3,894.5 |
54.5 |
1.4% |
3,520.5 |
High |
3,910.5 |
3,920.5 |
10.0 |
0.3% |
3,814.5 |
Low |
3,788.0 |
3,767.0 |
-21.0 |
-0.6% |
3,443.0 |
Close |
3,848.5 |
3,802.5 |
-46.0 |
-1.2% |
3,748.5 |
Range |
122.5 |
153.5 |
31.0 |
25.3% |
371.5 |
ATR |
148.3 |
148.7 |
0.4 |
0.2% |
0.0 |
Volume |
268,337 |
426,948 |
158,611 |
59.1% |
760,133 |
|
Daily Pivots for day following 18-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,290.5 |
4,200.0 |
3,887.0 |
|
R3 |
4,137.0 |
4,046.5 |
3,844.5 |
|
R2 |
3,983.5 |
3,983.5 |
3,830.5 |
|
R1 |
3,893.0 |
3,893.0 |
3,816.5 |
3,861.5 |
PP |
3,830.0 |
3,830.0 |
3,830.0 |
3,814.0 |
S1 |
3,739.5 |
3,739.5 |
3,788.5 |
3,708.0 |
S2 |
3,676.5 |
3,676.5 |
3,774.5 |
|
S3 |
3,523.0 |
3,586.0 |
3,760.5 |
|
S4 |
3,369.5 |
3,432.5 |
3,718.0 |
|
|
Weekly Pivots for week ending 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,783.0 |
4,637.5 |
3,953.0 |
|
R3 |
4,411.5 |
4,266.0 |
3,850.5 |
|
R2 |
4,040.0 |
4,040.0 |
3,816.5 |
|
R1 |
3,894.5 |
3,894.5 |
3,782.5 |
3,967.0 |
PP |
3,668.5 |
3,668.5 |
3,668.5 |
3,705.0 |
S1 |
3,523.0 |
3,523.0 |
3,714.5 |
3,596.0 |
S2 |
3,297.0 |
3,297.0 |
3,680.5 |
|
S3 |
2,925.5 |
3,151.5 |
3,646.5 |
|
S4 |
2,554.0 |
2,780.0 |
3,544.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,920.5 |
3,608.0 |
312.5 |
8.2% |
127.5 |
3.4% |
62% |
True |
False |
233,841 |
10 |
3,920.5 |
3,443.0 |
477.5 |
12.6% |
137.0 |
3.6% |
75% |
True |
False |
192,175 |
20 |
4,029.5 |
3,443.0 |
586.5 |
15.4% |
139.5 |
3.7% |
61% |
False |
False |
169,427 |
40 |
4,313.0 |
3,443.0 |
870.0 |
22.9% |
133.5 |
3.5% |
41% |
False |
False |
147,877 |
60 |
4,649.0 |
3,443.0 |
1,206.0 |
31.7% |
134.0 |
3.5% |
30% |
False |
False |
130,303 |
80 |
4,649.0 |
3,443.0 |
1,206.0 |
31.7% |
142.5 |
3.7% |
30% |
False |
False |
105,805 |
100 |
4,649.0 |
3,443.0 |
1,206.0 |
31.7% |
150.5 |
4.0% |
30% |
False |
False |
84,680 |
120 |
5,279.5 |
3,443.0 |
1,836.5 |
48.3% |
166.0 |
4.4% |
20% |
False |
False |
70,693 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,573.0 |
2.618 |
4,322.5 |
1.618 |
4,169.0 |
1.000 |
4,074.0 |
0.618 |
4,015.5 |
HIGH |
3,920.5 |
0.618 |
3,862.0 |
0.500 |
3,844.0 |
0.382 |
3,825.5 |
LOW |
3,767.0 |
0.618 |
3,672.0 |
1.000 |
3,613.5 |
1.618 |
3,518.5 |
2.618 |
3,365.0 |
4.250 |
3,114.5 |
|
|
Fisher Pivots for day following 18-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
3,844.0 |
3,844.0 |
PP |
3,830.0 |
3,830.0 |
S1 |
3,816.0 |
3,816.0 |
|