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 |
4,241.0 |
4,193.0 |
-48.0 |
-1.1% |
4,010.5 |
High |
4,263.0 |
4,279.0 |
16.0 |
0.4% |
4,145.5 |
Low |
4,163.0 |
4,145.5 |
-17.5 |
-0.4% |
3,955.5 |
Close |
4,206.5 |
4,235.5 |
29.0 |
0.7% |
4,075.5 |
Range |
100.0 |
133.5 |
33.5 |
33.5% |
190.0 |
ATR |
149.7 |
148.6 |
-1.2 |
-0.8% |
0.0 |
Volume |
157,120 |
179,510 |
22,390 |
14.3% |
366,869 |
|
Daily Pivots for day following 25-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,620.5 |
4,561.5 |
4,308.9 |
|
R3 |
4,487.0 |
4,428.0 |
4,272.2 |
|
R2 |
4,353.5 |
4,353.5 |
4,260.0 |
|
R1 |
4,294.5 |
4,294.5 |
4,247.7 |
4,324.0 |
PP |
4,220.0 |
4,220.0 |
4,220.0 |
4,234.8 |
S1 |
4,161.0 |
4,161.0 |
4,223.3 |
4,190.5 |
S2 |
4,086.5 |
4,086.5 |
4,211.0 |
|
S3 |
3,953.0 |
4,027.5 |
4,198.8 |
|
S4 |
3,819.5 |
3,894.0 |
4,162.1 |
|
|
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 |
4,279.0 |
4,005.0 |
274.0 |
6.5% |
122.0 |
2.9% |
84% |
True |
False |
152,903 |
10 |
4,279.0 |
3,812.0 |
467.0 |
11.0% |
127.5 |
3.0% |
91% |
True |
False |
90,509 |
20 |
4,279.0 |
3,599.5 |
679.5 |
16.0% |
138.8 |
3.3% |
94% |
True |
False |
46,995 |
40 |
4,703.5 |
3,599.5 |
1,104.0 |
26.1% |
141.7 |
3.3% |
58% |
False |
False |
23,797 |
60 |
5,151.0 |
3,599.5 |
1,551.5 |
36.6% |
145.7 |
3.4% |
41% |
False |
False |
16,065 |
80 |
5,151.0 |
3,599.5 |
1,551.5 |
36.6% |
147.5 |
3.5% |
41% |
False |
False |
12,554 |
100 |
5,414.0 |
3,599.5 |
1,814.5 |
42.8% |
169.5 |
4.0% |
35% |
False |
False |
10,137 |
120 |
6,050.5 |
3,599.5 |
2,451.0 |
57.9% |
186.1 |
4.4% |
26% |
False |
False |
8,480 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,846.4 |
2.618 |
4,628.5 |
1.618 |
4,495.0 |
1.000 |
4,412.5 |
0.618 |
4,361.5 |
HIGH |
4,279.0 |
0.618 |
4,228.0 |
0.500 |
4,212.3 |
0.382 |
4,196.5 |
LOW |
4,145.5 |
0.618 |
4,063.0 |
1.000 |
4,012.0 |
1.618 |
3,929.5 |
2.618 |
3,796.0 |
4.250 |
3,578.1 |
|
|
Fisher Pivots for day following 25-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
4,227.8 |
4,221.8 |
PP |
4,220.0 |
4,208.0 |
S1 |
4,212.3 |
4,194.3 |
|