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 |
1,191.75 |
1,209.50 |
17.75 |
1.5% |
1,076.75 |
High |
1,225.25 |
1,223.75 |
-1.50 |
-0.1% |
1,176.00 |
Low |
1,180.00 |
1,196.00 |
16.00 |
1.4% |
1,040.25 |
Close |
1,213.75 |
1,204.50 |
-9.25 |
-0.8% |
1,169.50 |
Range |
45.25 |
27.75 |
-17.50 |
-38.7% |
135.75 |
ATR |
44.70 |
43.49 |
-1.21 |
-2.7% |
0.00 |
Volume |
104,635 |
59,767 |
-44,868 |
-42.9% |
1,941,044 |
|
Daily Pivots for day following 19-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,291.25 |
1,275.75 |
1,219.75 |
|
R3 |
1,263.50 |
1,248.00 |
1,212.25 |
|
R2 |
1,235.75 |
1,235.75 |
1,209.50 |
|
R1 |
1,220.25 |
1,220.25 |
1,207.00 |
1,214.00 |
PP |
1,208.00 |
1,208.00 |
1,208.00 |
1,205.00 |
S1 |
1,192.50 |
1,192.50 |
1,202.00 |
1,186.50 |
S2 |
1,180.25 |
1,180.25 |
1,199.50 |
|
S3 |
1,152.50 |
1,164.75 |
1,196.75 |
|
S4 |
1,124.75 |
1,137.00 |
1,189.25 |
|
|
Weekly Pivots for week ending 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,535.75 |
1,488.50 |
1,244.25 |
|
R3 |
1,400.00 |
1,352.75 |
1,206.75 |
|
R2 |
1,264.25 |
1,264.25 |
1,194.50 |
|
R1 |
1,217.00 |
1,217.00 |
1,182.00 |
1,240.50 |
PP |
1,128.50 |
1,128.50 |
1,128.50 |
1,140.50 |
S1 |
1,081.25 |
1,081.25 |
1,157.00 |
1,105.00 |
S2 |
992.75 |
992.75 |
1,144.50 |
|
S3 |
857.00 |
945.50 |
1,132.25 |
|
S4 |
721.25 |
809.75 |
1,094.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,225.25 |
1,144.00 |
81.25 |
6.7% |
36.25 |
3.0% |
74% |
False |
False |
122,595 |
10 |
1,225.25 |
1,040.25 |
185.00 |
15.4% |
43.25 |
3.6% |
89% |
False |
False |
275,590 |
20 |
1,225.25 |
1,040.25 |
185.00 |
15.4% |
44.50 |
3.7% |
89% |
False |
False |
334,187 |
40 |
1,286.00 |
1,040.25 |
245.75 |
20.4% |
44.25 |
3.7% |
67% |
False |
False |
329,336 |
60 |
1,287.00 |
1,040.25 |
246.75 |
20.5% |
42.75 |
3.6% |
67% |
False |
False |
291,062 |
80 |
1,287.00 |
1,021.00 |
266.00 |
22.1% |
46.75 |
3.9% |
69% |
False |
False |
242,229 |
100 |
1,392.00 |
1,021.00 |
371.00 |
30.8% |
52.25 |
4.3% |
49% |
False |
False |
193,813 |
120 |
1,699.00 |
1,021.00 |
678.00 |
56.3% |
60.75 |
5.0% |
27% |
False |
False |
161,536 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,341.75 |
2.618 |
1,296.50 |
1.618 |
1,268.75 |
1.000 |
1,251.50 |
0.618 |
1,241.00 |
HIGH |
1,223.75 |
0.618 |
1,213.25 |
0.500 |
1,210.00 |
0.382 |
1,206.50 |
LOW |
1,196.00 |
0.618 |
1,178.75 |
1.000 |
1,168.25 |
1.618 |
1,151.00 |
2.618 |
1,123.25 |
4.250 |
1,078.00 |
|
|
Fisher Pivots for day following 19-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
1,210.00 |
1,198.50 |
PP |
1,208.00 |
1,192.75 |
S1 |
1,206.25 |
1,186.75 |
|