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 |
4,120.0 |
4,241.0 |
121.0 |
2.9% |
4,010.5 |
High |
4,259.5 |
4,263.0 |
3.5 |
0.1% |
4,145.5 |
Low |
4,109.5 |
4,163.0 |
53.5 |
1.3% |
3,955.5 |
Close |
4,189.5 |
4,206.5 |
17.0 |
0.4% |
4,075.5 |
Range |
150.0 |
100.0 |
-50.0 |
-33.3% |
190.0 |
ATR |
153.5 |
149.7 |
-3.8 |
-2.5% |
0.0 |
Volume |
188,218 |
157,120 |
-31,098 |
-16.5% |
366,869 |
|
Daily Pivots for day following 24-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,510.8 |
4,458.7 |
4,261.5 |
|
R3 |
4,410.8 |
4,358.7 |
4,234.0 |
|
R2 |
4,310.8 |
4,310.8 |
4,224.8 |
|
R1 |
4,258.7 |
4,258.7 |
4,215.7 |
4,234.8 |
PP |
4,210.8 |
4,210.8 |
4,210.8 |
4,198.9 |
S1 |
4,158.7 |
4,158.7 |
4,197.3 |
4,134.8 |
S2 |
4,110.8 |
4,110.8 |
4,188.2 |
|
S3 |
4,010.8 |
4,058.7 |
4,179.0 |
|
S4 |
3,910.8 |
3,958.7 |
4,151.5 |
|
|
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 |
4,263.0 |
3,955.5 |
307.5 |
7.3% |
123.5 |
2.9% |
82% |
True |
False |
127,118 |
10 |
4,263.0 |
3,812.0 |
451.0 |
10.7% |
130.5 |
3.1% |
87% |
True |
False |
72,797 |
20 |
4,263.0 |
3,599.5 |
663.5 |
15.8% |
141.1 |
3.4% |
91% |
True |
False |
38,036 |
40 |
4,703.5 |
3,599.5 |
1,104.0 |
26.2% |
143.2 |
3.4% |
55% |
False |
False |
19,322 |
60 |
5,151.0 |
3,599.5 |
1,551.5 |
36.9% |
144.2 |
3.4% |
39% |
False |
False |
13,079 |
80 |
5,151.0 |
3,599.5 |
1,551.5 |
36.9% |
148.4 |
3.5% |
39% |
False |
False |
10,313 |
100 |
5,414.0 |
3,599.5 |
1,814.5 |
43.1% |
170.6 |
4.1% |
33% |
False |
False |
8,345 |
120 |
6,050.5 |
3,599.5 |
2,451.0 |
58.3% |
185.5 |
4.4% |
25% |
False |
False |
6,986 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,688.0 |
2.618 |
4,524.8 |
1.618 |
4,424.8 |
1.000 |
4,363.0 |
0.618 |
4,324.8 |
HIGH |
4,263.0 |
0.618 |
4,224.8 |
0.500 |
4,213.0 |
0.382 |
4,201.2 |
LOW |
4,163.0 |
0.618 |
4,101.2 |
1.000 |
4,063.0 |
1.618 |
4,001.2 |
2.618 |
3,901.2 |
4.250 |
3,738.0 |
|
|
Fisher Pivots for day following 24-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
4,213.0 |
4,182.3 |
PP |
4,210.8 |
4,158.2 |
S1 |
4,208.7 |
4,134.0 |
|