Trading Metrics calculated at close of trading on 25-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2009 |
25-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
938.4 |
927.6 |
-10.8 |
-1.2% |
928.3 |
High |
944.6 |
942.0 |
-2.6 |
-0.3% |
967.8 |
Low |
916.9 |
916.0 |
-0.9 |
-0.1% |
882.7 |
Close |
923.8 |
935.8 |
12.0 |
1.3% |
956.2 |
Range |
27.7 |
26.0 |
-1.7 |
-6.1% |
85.1 |
ATR |
31.2 |
30.9 |
-0.4 |
-1.2% |
0.0 |
Volume |
104,400 |
154,379 |
49,979 |
47.9% |
660,861 |
|
Daily Pivots for day following 25-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,009.3 |
998.5 |
950.1 |
|
R3 |
983.3 |
972.5 |
943.0 |
|
R2 |
957.3 |
957.3 |
940.6 |
|
R1 |
946.5 |
946.5 |
938.2 |
951.9 |
PP |
931.3 |
931.3 |
931.3 |
934.0 |
S1 |
920.5 |
920.5 |
933.4 |
925.9 |
S2 |
905.3 |
905.3 |
931.0 |
|
S3 |
879.3 |
894.5 |
928.7 |
|
S4 |
853.3 |
868.5 |
921.5 |
|
|
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 |
916.0 |
51.8 |
5.5% |
26.9 |
2.9% |
38% |
False |
True |
154,972 |
10 |
967.8 |
882.7 |
85.1 |
9.1% |
28.1 |
3.0% |
62% |
False |
False |
124,808 |
20 |
967.8 |
882.7 |
85.1 |
9.1% |
28.2 |
3.0% |
62% |
False |
False |
124,335 |
40 |
1,007.7 |
875.7 |
132.0 |
14.1% |
27.2 |
2.9% |
46% |
False |
False |
117,425 |
60 |
1,007.7 |
803.6 |
204.1 |
21.8% |
27.1 |
2.9% |
65% |
False |
False |
83,455 |
80 |
1,007.7 |
743.5 |
264.2 |
28.2% |
26.5 |
2.8% |
73% |
False |
False |
62,937 |
100 |
1,007.7 |
703.5 |
304.2 |
32.5% |
25.9 |
2.8% |
76% |
False |
False |
50,582 |
120 |
1,007.7 |
689.7 |
318.0 |
34.0% |
27.6 |
2.9% |
77% |
False |
False |
42,279 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,052.5 |
2.618 |
1,010.1 |
1.618 |
984.1 |
1.000 |
968.0 |
0.618 |
958.1 |
HIGH |
942.0 |
0.618 |
932.1 |
0.500 |
929.0 |
0.382 |
925.9 |
LOW |
916.0 |
0.618 |
899.9 |
1.000 |
890.0 |
1.618 |
873.9 |
2.618 |
847.9 |
4.250 |
805.5 |
|
|
Fisher Pivots for day following 25-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
933.5 |
937.1 |
PP |
931.3 |
936.6 |
S1 |
929.0 |
936.2 |
|