Trading Metrics calculated at close of trading on 23-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2009 |
23-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
4,020.0 |
4,120.0 |
100.0 |
2.5% |
4,010.5 |
High |
4,097.5 |
4,259.5 |
162.0 |
4.0% |
4,145.5 |
Low |
4,005.0 |
4,109.5 |
104.5 |
2.6% |
3,955.5 |
Close |
4,075.5 |
4,189.5 |
114.0 |
2.8% |
4,075.5 |
Range |
92.5 |
150.0 |
57.5 |
62.2% |
190.0 |
ATR |
151.2 |
153.5 |
2.3 |
1.5% |
0.0 |
Volume |
165,068 |
188,218 |
23,150 |
14.0% |
366,869 |
|
Daily Pivots for day following 23-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,636.2 |
4,562.8 |
4,272.0 |
|
R3 |
4,486.2 |
4,412.8 |
4,230.8 |
|
R2 |
4,336.2 |
4,336.2 |
4,217.0 |
|
R1 |
4,262.8 |
4,262.8 |
4,203.3 |
4,299.5 |
PP |
4,186.2 |
4,186.2 |
4,186.2 |
4,204.5 |
S1 |
4,112.8 |
4,112.8 |
4,175.8 |
4,149.5 |
S2 |
4,036.2 |
4,036.2 |
4,162.0 |
|
S3 |
3,886.2 |
3,962.8 |
4,148.3 |
|
S4 |
3,736.2 |
3,812.8 |
4,107.0 |
|
|
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 |
4,259.5 |
3,955.5 |
304.0 |
7.3% |
125.8 |
3.0% |
77% |
True |
False |
106,208 |
10 |
4,259.5 |
3,686.0 |
573.5 |
13.7% |
143.1 |
3.4% |
88% |
True |
False |
57,396 |
20 |
4,259.5 |
3,599.5 |
660.0 |
15.8% |
143.9 |
3.4% |
89% |
True |
False |
30,207 |
40 |
4,703.5 |
3,599.5 |
1,104.0 |
26.4% |
142.9 |
3.4% |
53% |
False |
False |
15,412 |
60 |
5,151.0 |
3,599.5 |
1,551.5 |
37.0% |
144.4 |
3.4% |
38% |
False |
False |
10,466 |
80 |
5,151.0 |
3,599.5 |
1,551.5 |
37.0% |
149.8 |
3.6% |
38% |
False |
False |
8,354 |
100 |
5,414.0 |
3,599.5 |
1,814.5 |
43.3% |
174.9 |
4.2% |
33% |
False |
False |
6,778 |
120 |
6,050.5 |
3,599.5 |
2,451.0 |
58.5% |
185.2 |
4.4% |
24% |
False |
False |
5,677 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,897.0 |
2.618 |
4,652.2 |
1.618 |
4,502.2 |
1.000 |
4,409.5 |
0.618 |
4,352.2 |
HIGH |
4,259.5 |
0.618 |
4,202.2 |
0.500 |
4,184.5 |
0.382 |
4,166.8 |
LOW |
4,109.5 |
0.618 |
4,016.8 |
1.000 |
3,959.5 |
1.618 |
3,866.8 |
2.618 |
3,716.8 |
4.250 |
3,472.0 |
|
|
Fisher Pivots for day following 23-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
4,187.8 |
4,170.4 |
PP |
4,186.2 |
4,151.3 |
S1 |
4,184.5 |
4,132.3 |
|