Trading Metrics calculated at close of trading on 24-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2009 |
24-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
950.5 |
938.4 |
-12.1 |
-1.3% |
928.3 |
High |
958.1 |
944.6 |
-13.5 |
-1.4% |
967.8 |
Low |
936.0 |
916.9 |
-19.1 |
-2.0% |
882.7 |
Close |
952.5 |
923.8 |
-28.7 |
-3.0% |
956.2 |
Range |
22.1 |
27.7 |
5.6 |
25.3% |
85.1 |
ATR |
30.9 |
31.2 |
0.3 |
1.1% |
0.0 |
Volume |
108,943 |
104,400 |
-4,543 |
-4.2% |
660,861 |
|
Daily Pivots for day following 24-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,011.5 |
995.4 |
939.0 |
|
R3 |
983.8 |
967.7 |
931.4 |
|
R2 |
956.1 |
956.1 |
928.9 |
|
R1 |
940.0 |
940.0 |
926.3 |
934.2 |
PP |
928.4 |
928.4 |
928.4 |
925.6 |
S1 |
912.3 |
912.3 |
921.3 |
906.5 |
S2 |
900.7 |
900.7 |
918.7 |
|
S3 |
873.0 |
884.6 |
916.2 |
|
S4 |
845.3 |
856.9 |
908.6 |
|
|
Weekly Pivots for week ending 20-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,190.9 |
1,158.6 |
1,003.0 |
|
R3 |
1,105.8 |
1,073.5 |
979.6 |
|
R2 |
1,020.7 |
1,020.7 |
971.8 |
|
R1 |
988.4 |
988.4 |
964.0 |
1,004.6 |
PP |
935.6 |
935.6 |
935.6 |
943.6 |
S1 |
903.3 |
903.3 |
948.4 |
919.5 |
S2 |
850.5 |
850.5 |
940.6 |
|
S3 |
765.4 |
818.2 |
932.8 |
|
S4 |
680.3 |
733.1 |
909.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
967.8 |
882.7 |
85.1 |
9.2% |
35.9 |
3.9% |
48% |
False |
False |
138,238 |
10 |
967.8 |
882.7 |
85.1 |
9.2% |
27.6 |
3.0% |
48% |
False |
False |
123,221 |
20 |
979.7 |
882.7 |
97.0 |
10.5% |
28.6 |
3.1% |
42% |
False |
False |
124,425 |
40 |
1,007.7 |
875.7 |
132.0 |
14.3% |
26.9 |
2.9% |
36% |
False |
False |
114,940 |
60 |
1,007.7 |
803.6 |
204.1 |
22.1% |
27.2 |
2.9% |
59% |
False |
False |
80,900 |
80 |
1,007.7 |
743.5 |
264.2 |
28.6% |
26.2 |
2.8% |
68% |
False |
False |
61,029 |
100 |
1,007.7 |
703.5 |
304.2 |
32.9% |
26.0 |
2.8% |
72% |
False |
False |
49,044 |
120 |
1,007.7 |
689.7 |
318.0 |
34.4% |
27.7 |
3.0% |
74% |
False |
False |
40,994 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,062.3 |
2.618 |
1,017.1 |
1.618 |
989.4 |
1.000 |
972.3 |
0.618 |
961.7 |
HIGH |
944.6 |
0.618 |
934.0 |
0.500 |
930.8 |
0.382 |
927.5 |
LOW |
916.9 |
0.618 |
899.8 |
1.000 |
889.2 |
1.618 |
872.1 |
2.618 |
844.4 |
4.250 |
799.2 |
|
|
Fisher Pivots for day following 24-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
930.8 |
942.4 |
PP |
928.4 |
936.2 |
S1 |
926.1 |
930.0 |
|