Trading Metrics calculated at close of trading on 13-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2009 |
13-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
720.89 |
751.97 |
31.08 |
4.3% |
680.76 |
High |
752.63 |
758.29 |
5.66 |
0.8% |
758.29 |
Low |
714.76 |
742.46 |
27.70 |
3.9% |
672.88 |
Close |
750.74 |
756.55 |
5.81 |
0.8% |
756.55 |
Range |
37.87 |
15.83 |
-22.04 |
-58.2% |
85.41 |
ATR |
28.25 |
27.37 |
-0.89 |
-3.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
799.92 |
794.07 |
765.26 |
|
R3 |
784.09 |
778.24 |
760.90 |
|
R2 |
768.26 |
768.26 |
759.45 |
|
R1 |
762.41 |
762.41 |
758.00 |
765.34 |
PP |
752.43 |
752.43 |
752.43 |
753.90 |
S1 |
746.58 |
746.58 |
755.10 |
749.51 |
S2 |
736.60 |
736.60 |
753.65 |
|
S3 |
720.77 |
730.75 |
752.20 |
|
S4 |
704.94 |
714.92 |
747.84 |
|
|
Weekly Pivots for week ending 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
985.47 |
956.42 |
803.53 |
|
R3 |
900.06 |
871.01 |
780.04 |
|
R2 |
814.65 |
814.65 |
772.21 |
|
R1 |
785.60 |
785.60 |
764.38 |
800.13 |
PP |
729.24 |
729.24 |
729.24 |
736.50 |
S1 |
700.19 |
700.19 |
748.72 |
714.72 |
S2 |
643.83 |
643.83 |
740.89 |
|
S3 |
558.42 |
614.78 |
733.06 |
|
S4 |
473.01 |
529.37 |
709.57 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
758.29 |
672.88 |
85.41 |
11.3% |
26.90 |
3.6% |
98% |
True |
False |
|
10 |
758.29 |
666.79 |
91.50 |
12.1% |
27.19 |
3.6% |
98% |
True |
False |
|
20 |
839.43 |
666.79 |
172.64 |
22.8% |
25.71 |
3.4% |
52% |
False |
False |
|
40 |
877.86 |
666.79 |
211.07 |
27.9% |
26.64 |
3.5% |
43% |
False |
False |
|
60 |
943.85 |
666.79 |
277.06 |
36.6% |
25.23 |
3.3% |
32% |
False |
False |
|
80 |
943.85 |
666.79 |
277.06 |
36.6% |
29.70 |
3.9% |
32% |
False |
False |
|
100 |
1,007.51 |
666.79 |
340.72 |
45.0% |
33.42 |
4.4% |
26% |
False |
False |
|
120 |
1,255.37 |
666.79 |
588.58 |
77.8% |
38.38 |
5.1% |
15% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
825.57 |
2.618 |
799.73 |
1.618 |
783.90 |
1.000 |
774.12 |
0.618 |
768.07 |
HIGH |
758.29 |
0.618 |
752.24 |
0.500 |
750.38 |
0.382 |
748.51 |
LOW |
742.46 |
0.618 |
732.68 |
1.000 |
726.63 |
1.618 |
716.85 |
2.618 |
701.02 |
4.250 |
675.18 |
|
|
Fisher Pivots for day following 13-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
754.49 |
749.72 |
PP |
752.43 |
742.90 |
S1 |
750.38 |
736.07 |
|