Trading Metrics calculated at close of trading on 31-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2009 |
31-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
4,170.0 |
4,001.5 |
-168.5 |
-4.0% |
4,120.0 |
High |
4,170.0 |
4,142.5 |
-27.5 |
-0.7% |
4,310.5 |
Low |
3,976.0 |
4,001.5 |
25.5 |
0.6% |
4,109.5 |
Close |
4,005.0 |
4,102.0 |
97.0 |
2.4% |
4,212.5 |
Range |
194.0 |
141.0 |
-53.0 |
-27.3% |
201.0 |
ATR |
148.7 |
148.2 |
-0.6 |
-0.4% |
0.0 |
Volume |
163,431 |
149,352 |
-14,079 |
-8.6% |
828,992 |
|
Daily Pivots for day following 31-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,505.0 |
4,444.5 |
4,179.6 |
|
R3 |
4,364.0 |
4,303.5 |
4,140.8 |
|
R2 |
4,223.0 |
4,223.0 |
4,127.9 |
|
R1 |
4,162.5 |
4,162.5 |
4,114.9 |
4,192.8 |
PP |
4,082.0 |
4,082.0 |
4,082.0 |
4,097.1 |
S1 |
4,021.5 |
4,021.5 |
4,089.1 |
4,051.8 |
S2 |
3,941.0 |
3,941.0 |
4,076.2 |
|
S3 |
3,800.0 |
3,880.5 |
4,063.2 |
|
S4 |
3,659.0 |
3,739.5 |
4,024.5 |
|
|
Weekly Pivots for week ending 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,813.8 |
4,714.2 |
4,323.1 |
|
R3 |
4,612.8 |
4,513.2 |
4,267.8 |
|
R2 |
4,411.8 |
4,411.8 |
4,249.4 |
|
R1 |
4,312.2 |
4,312.2 |
4,230.9 |
4,362.0 |
PP |
4,210.8 |
4,210.8 |
4,210.8 |
4,235.8 |
S1 |
4,111.2 |
4,111.2 |
4,194.1 |
4,161.0 |
S2 |
4,009.8 |
4,009.8 |
4,175.7 |
|
S3 |
3,808.8 |
3,910.2 |
4,157.2 |
|
S4 |
3,607.8 |
3,709.2 |
4,102.0 |
|
|
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 |
3,976.0 |
334.5 |
8.2% |
133.8 |
3.3% |
38% |
False |
False |
159,287 |
10 |
4,310.5 |
3,955.5 |
355.0 |
8.7% |
128.7 |
3.1% |
41% |
False |
False |
143,203 |
20 |
4,310.5 |
3,599.5 |
711.0 |
17.3% |
142.7 |
3.5% |
71% |
False |
False |
77,590 |
40 |
4,703.5 |
3,599.5 |
1,104.0 |
26.9% |
140.6 |
3.4% |
46% |
False |
False |
39,165 |
60 |
5,033.5 |
3,599.5 |
1,434.0 |
35.0% |
146.8 |
3.6% |
35% |
False |
False |
26,304 |
80 |
5,151.0 |
3,599.5 |
1,551.5 |
37.8% |
147.2 |
3.6% |
32% |
False |
False |
20,254 |
100 |
5,388.0 |
3,599.5 |
1,788.5 |
43.6% |
166.5 |
4.1% |
28% |
False |
False |
16,297 |
120 |
5,454.5 |
3,599.5 |
1,855.0 |
45.2% |
184.7 |
4.5% |
27% |
False |
False |
13,615 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,741.8 |
2.618 |
4,511.6 |
1.618 |
4,370.6 |
1.000 |
4,283.5 |
0.618 |
4,229.6 |
HIGH |
4,142.5 |
0.618 |
4,088.6 |
0.500 |
4,072.0 |
0.382 |
4,055.4 |
LOW |
4,001.5 |
0.618 |
3,914.4 |
1.000 |
3,860.5 |
1.618 |
3,773.4 |
2.618 |
3,632.4 |
4.250 |
3,402.3 |
|
|
Fisher Pivots for day following 31-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
4,092.0 |
4,130.5 |
PP |
4,082.0 |
4,121.0 |
S1 |
4,072.0 |
4,111.5 |
|