Trading Metrics calculated at close of trading on 26-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2009 |
26-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
4,193.0 |
4,255.0 |
62.0 |
1.5% |
4,010.5 |
High |
4,279.0 |
4,310.5 |
31.5 |
0.7% |
4,145.5 |
Low |
4,145.5 |
4,227.5 |
82.0 |
2.0% |
3,955.5 |
Close |
4,235.5 |
4,272.5 |
37.0 |
0.9% |
4,075.5 |
Range |
133.5 |
83.0 |
-50.5 |
-37.8% |
190.0 |
ATR |
148.6 |
143.9 |
-4.7 |
-3.2% |
0.0 |
Volume |
179,510 |
165,388 |
-14,122 |
-7.9% |
366,869 |
|
Daily Pivots for day following 26-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,519.2 |
4,478.8 |
4,318.2 |
|
R3 |
4,436.2 |
4,395.8 |
4,295.3 |
|
R2 |
4,353.2 |
4,353.2 |
4,287.7 |
|
R1 |
4,312.8 |
4,312.8 |
4,280.1 |
4,333.0 |
PP |
4,270.2 |
4,270.2 |
4,270.2 |
4,280.3 |
S1 |
4,229.8 |
4,229.8 |
4,264.9 |
4,250.0 |
S2 |
4,187.2 |
4,187.2 |
4,257.3 |
|
S3 |
4,104.2 |
4,146.8 |
4,249.7 |
|
S4 |
4,021.2 |
4,063.8 |
4,226.9 |
|
|
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 |
4,310.5 |
4,005.0 |
305.5 |
7.2% |
111.8 |
2.6% |
88% |
True |
False |
171,060 |
10 |
4,310.5 |
3,947.0 |
363.5 |
8.5% |
115.2 |
2.7% |
90% |
True |
False |
106,361 |
20 |
4,310.5 |
3,599.5 |
711.0 |
16.6% |
136.4 |
3.2% |
95% |
True |
False |
55,233 |
40 |
4,703.5 |
3,599.5 |
1,104.0 |
25.8% |
140.2 |
3.3% |
61% |
False |
False |
27,918 |
60 |
5,151.0 |
3,599.5 |
1,551.5 |
36.3% |
146.0 |
3.4% |
43% |
False |
False |
18,816 |
80 |
5,151.0 |
3,599.5 |
1,551.5 |
36.3% |
147.8 |
3.5% |
43% |
False |
False |
14,620 |
100 |
5,414.0 |
3,599.5 |
1,814.5 |
42.5% |
168.8 |
4.0% |
37% |
False |
False |
11,789 |
120 |
5,990.0 |
3,599.5 |
2,390.5 |
56.0% |
184.9 |
4.3% |
28% |
False |
False |
9,855 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,663.3 |
2.618 |
4,527.8 |
1.618 |
4,444.8 |
1.000 |
4,393.5 |
0.618 |
4,361.8 |
HIGH |
4,310.5 |
0.618 |
4,278.8 |
0.500 |
4,269.0 |
0.382 |
4,259.2 |
LOW |
4,227.5 |
0.618 |
4,176.2 |
1.000 |
4,144.5 |
1.618 |
4,093.2 |
2.618 |
4,010.2 |
4.250 |
3,874.8 |
|
|
Fisher Pivots for day following 26-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
4,271.3 |
4,257.7 |
PP |
4,270.2 |
4,242.8 |
S1 |
4,269.0 |
4,228.0 |
|