Trading Metrics calculated at close of trading on 20-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2009 |
20-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
4,049.0 |
4,020.0 |
-29.0 |
-0.7% |
4,010.5 |
High |
4,145.5 |
4,097.5 |
-48.0 |
-1.2% |
4,145.5 |
Low |
4,011.5 |
4,005.0 |
-6.5 |
-0.2% |
3,955.5 |
Close |
4,053.5 |
4,075.5 |
22.0 |
0.5% |
4,075.5 |
Range |
134.0 |
92.5 |
-41.5 |
-31.0% |
190.0 |
ATR |
155.7 |
151.2 |
-4.5 |
-2.9% |
0.0 |
Volume |
74,601 |
165,068 |
90,467 |
121.3% |
366,869 |
|
Daily Pivots for day following 20-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,336.8 |
4,298.7 |
4,126.4 |
|
R3 |
4,244.3 |
4,206.2 |
4,100.9 |
|
R2 |
4,151.8 |
4,151.8 |
4,092.5 |
|
R1 |
4,113.7 |
4,113.7 |
4,084.0 |
4,132.8 |
PP |
4,059.3 |
4,059.3 |
4,059.3 |
4,068.9 |
S1 |
4,021.2 |
4,021.2 |
4,067.0 |
4,040.3 |
S2 |
3,966.8 |
3,966.8 |
4,058.5 |
|
S3 |
3,874.3 |
3,928.7 |
4,050.1 |
|
S4 |
3,781.8 |
3,836.2 |
4,024.6 |
|
|
Weekly Pivots for week ending 20-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,628.8 |
4,542.2 |
4,180.0 |
|
R3 |
4,438.8 |
4,352.2 |
4,127.8 |
|
R2 |
4,248.8 |
4,248.8 |
4,110.3 |
|
R1 |
4,162.2 |
4,162.2 |
4,092.9 |
4,205.5 |
PP |
4,058.8 |
4,058.8 |
4,058.8 |
4,080.5 |
S1 |
3,972.2 |
3,972.2 |
4,058.1 |
4,015.5 |
S2 |
3,868.8 |
3,868.8 |
4,040.7 |
|
S3 |
3,678.8 |
3,782.2 |
4,023.3 |
|
S4 |
3,488.8 |
3,592.2 |
3,971.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,145.5 |
3,955.5 |
190.0 |
4.7% |
113.9 |
2.8% |
63% |
False |
False |
73,373 |
10 |
4,145.5 |
3,599.5 |
546.0 |
13.4% |
139.7 |
3.4% |
87% |
False |
False |
39,104 |
20 |
4,145.5 |
3,599.5 |
546.0 |
13.4% |
148.8 |
3.6% |
87% |
False |
False |
20,834 |
40 |
4,703.5 |
3,599.5 |
1,104.0 |
27.1% |
144.7 |
3.6% |
43% |
False |
False |
10,720 |
60 |
5,151.0 |
3,599.5 |
1,551.5 |
38.1% |
143.9 |
3.5% |
31% |
False |
False |
7,333 |
80 |
5,151.0 |
3,599.5 |
1,551.5 |
38.1% |
153.1 |
3.8% |
31% |
False |
False |
6,005 |
100 |
5,414.0 |
3,599.5 |
1,814.5 |
44.5% |
176.5 |
4.3% |
26% |
False |
False |
4,896 |
120 |
6,099.5 |
3,599.5 |
2,500.0 |
61.3% |
187.2 |
4.6% |
19% |
False |
False |
4,111 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,490.6 |
2.618 |
4,339.7 |
1.618 |
4,247.2 |
1.000 |
4,190.0 |
0.618 |
4,154.7 |
HIGH |
4,097.5 |
0.618 |
4,062.2 |
0.500 |
4,051.3 |
0.382 |
4,040.3 |
LOW |
4,005.0 |
0.618 |
3,947.8 |
1.000 |
3,912.5 |
1.618 |
3,855.3 |
2.618 |
3,762.8 |
4.250 |
3,611.9 |
|
|
Fisher Pivots for day following 20-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
4,067.4 |
4,067.2 |
PP |
4,059.3 |
4,058.8 |
S1 |
4,051.3 |
4,050.5 |
|