Trading Metrics calculated at close of trading on 10-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2009 |
10-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
6,625.74 |
6,547.01 |
-78.73 |
-1.2% |
7,056.48 |
High |
6,709.61 |
6,926.49 |
216.88 |
3.2% |
7,058.95 |
Low |
6,516.86 |
6,546.61 |
29.75 |
0.5% |
6,469.95 |
Close |
6,547.05 |
6,926.49 |
379.44 |
5.8% |
6,626.94 |
Range |
192.75 |
379.88 |
187.13 |
97.1% |
589.00 |
ATR |
237.14 |
247.34 |
10.20 |
4.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,939.50 |
7,812.88 |
7,135.42 |
|
R3 |
7,559.62 |
7,433.00 |
7,030.96 |
|
R2 |
7,179.74 |
7,179.74 |
6,996.13 |
|
R1 |
7,053.12 |
7,053.12 |
6,961.31 |
7,116.43 |
PP |
6,799.86 |
6,799.86 |
6,799.86 |
6,831.52 |
S1 |
6,673.24 |
6,673.24 |
6,891.67 |
6,736.55 |
S2 |
6,419.98 |
6,419.98 |
6,856.85 |
|
S3 |
6,040.10 |
6,293.36 |
6,822.02 |
|
S4 |
5,660.22 |
5,913.48 |
6,717.56 |
|
|
Weekly Pivots for week ending 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,485.61 |
8,145.28 |
6,950.89 |
|
R3 |
7,896.61 |
7,556.28 |
6,788.92 |
|
R2 |
7,307.61 |
7,307.61 |
6,734.92 |
|
R1 |
6,967.28 |
6,967.28 |
6,680.93 |
6,842.95 |
PP |
6,718.61 |
6,718.61 |
6,718.61 |
6,656.45 |
S1 |
6,378.28 |
6,378.28 |
6,572.95 |
6,253.95 |
S2 |
6,129.61 |
6,129.61 |
6,518.96 |
|
S3 |
5,540.61 |
5,789.28 |
6,464.97 |
|
S4 |
4,951.61 |
5,200.28 |
6,302.99 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,979.22 |
6,469.95 |
509.27 |
7.4% |
288.11 |
4.2% |
90% |
False |
False |
|
10 |
7,404.94 |
6,469.95 |
934.99 |
13.5% |
253.29 |
3.7% |
49% |
False |
False |
|
20 |
8,269.44 |
6,469.95 |
1,799.49 |
26.0% |
243.99 |
3.5% |
25% |
False |
False |
|
40 |
8,602.60 |
6,469.95 |
2,132.65 |
30.8% |
236.73 |
3.4% |
21% |
False |
False |
|
60 |
9,088.06 |
6,469.95 |
2,618.11 |
37.8% |
229.78 |
3.3% |
17% |
False |
False |
|
80 |
9,088.06 |
6,469.95 |
2,618.11 |
37.8% |
284.41 |
4.1% |
17% |
False |
False |
|
100 |
9,653.95 |
6,469.95 |
3,184.00 |
46.0% |
322.86 |
4.7% |
14% |
False |
False |
|
120 |
11,483.05 |
6,469.95 |
5,013.10 |
72.4% |
359.87 |
5.2% |
9% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,540.98 |
2.618 |
7,921.02 |
1.618 |
7,541.14 |
1.000 |
7,306.37 |
0.618 |
7,161.26 |
HIGH |
6,926.49 |
0.618 |
6,781.38 |
0.500 |
6,736.55 |
0.382 |
6,691.72 |
LOW |
6,546.61 |
0.618 |
6,311.84 |
1.000 |
6,166.73 |
1.618 |
5,931.96 |
2.618 |
5,552.08 |
4.250 |
4,932.12 |
|
|
Fisher Pivots for day following 10-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
6,863.18 |
6,850.40 |
PP |
6,799.86 |
6,774.31 |
S1 |
6,736.55 |
6,698.22 |
|