Trading Metrics calculated at close of trading on 12-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2009 |
12-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
1,047.50 |
1,122.25 |
74.75 |
7.1% |
1,107.75 |
High |
1,111.25 |
1,166.00 |
54.75 |
4.9% |
1,124.00 |
Low |
1,044.75 |
1,110.50 |
65.75 |
6.3% |
1,042.75 |
Close |
1,105.00 |
1,163.00 |
58.00 |
5.2% |
1,076.00 |
Range |
66.50 |
55.50 |
-11.00 |
-16.5% |
81.25 |
ATR |
43.33 |
44.59 |
1.26 |
2.9% |
0.00 |
Volume |
6,044 |
24,526 |
18,482 |
305.8% |
6,230 |
|
Daily Pivots for day following 12-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,313.00 |
1,293.50 |
1,193.50 |
|
R3 |
1,257.50 |
1,238.00 |
1,178.25 |
|
R2 |
1,202.00 |
1,202.00 |
1,173.25 |
|
R1 |
1,182.50 |
1,182.50 |
1,168.00 |
1,192.25 |
PP |
1,146.50 |
1,146.50 |
1,146.50 |
1,151.50 |
S1 |
1,127.00 |
1,127.00 |
1,158.00 |
1,136.75 |
S2 |
1,091.00 |
1,091.00 |
1,152.75 |
|
S3 |
1,035.50 |
1,071.50 |
1,147.75 |
|
S4 |
980.00 |
1,016.00 |
1,132.50 |
|
|
Weekly Pivots for week ending 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,324.75 |
1,281.50 |
1,120.75 |
|
R3 |
1,243.50 |
1,200.25 |
1,098.25 |
|
R2 |
1,162.25 |
1,162.25 |
1,091.00 |
|
R1 |
1,119.00 |
1,119.00 |
1,083.50 |
1,100.00 |
PP |
1,081.00 |
1,081.00 |
1,081.00 |
1,071.50 |
S1 |
1,037.75 |
1,037.75 |
1,068.50 |
1,018.75 |
S2 |
999.75 |
999.75 |
1,061.00 |
|
S3 |
918.50 |
956.50 |
1,053.75 |
|
S4 |
837.25 |
875.25 |
1,031.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,166.00 |
1,039.50 |
126.50 |
10.9% |
50.00 |
4.3% |
98% |
True |
False |
7,455 |
10 |
1,173.00 |
1,039.50 |
133.50 |
11.5% |
46.00 |
4.0% |
93% |
False |
False |
3,947 |
20 |
1,254.00 |
1,039.50 |
214.50 |
18.4% |
41.50 |
3.6% |
58% |
False |
False |
2,168 |
40 |
1,285.25 |
1,039.50 |
245.75 |
21.1% |
42.25 |
3.6% |
50% |
False |
False |
1,198 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,402.00 |
2.618 |
1,311.25 |
1.618 |
1,255.75 |
1.000 |
1,221.50 |
0.618 |
1,200.25 |
HIGH |
1,166.00 |
0.618 |
1,144.75 |
0.500 |
1,138.25 |
0.382 |
1,131.75 |
LOW |
1,110.50 |
0.618 |
1,076.25 |
1.000 |
1,055.00 |
1.618 |
1,020.75 |
2.618 |
965.25 |
4.250 |
874.50 |
|
|
Fisher Pivots for day following 12-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
1,154.75 |
1,143.00 |
PP |
1,146.50 |
1,122.75 |
S1 |
1,138.25 |
1,102.75 |
|