Trading Metrics calculated at close of trading on 27-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2009 |
27-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
1,231.00 |
1,273.50 |
42.50 |
3.5% |
1,186.50 |
High |
1,281.75 |
1,277.00 |
-4.75 |
-0.4% |
1,281.75 |
Low |
1,231.00 |
1,248.00 |
17.00 |
1.4% |
1,186.50 |
Close |
1,273.00 |
1,256.00 |
-17.00 |
-1.3% |
1,256.00 |
Range |
50.75 |
29.00 |
-21.75 |
-42.9% |
95.25 |
ATR |
44.34 |
43.25 |
-1.10 |
-2.5% |
0.00 |
Volume |
402,757 |
386,569 |
-16,188 |
-4.0% |
1,765,520 |
|
Daily Pivots for day following 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,347.25 |
1,330.75 |
1,272.00 |
|
R3 |
1,318.25 |
1,301.75 |
1,264.00 |
|
R2 |
1,289.25 |
1,289.25 |
1,261.25 |
|
R1 |
1,272.75 |
1,272.75 |
1,258.75 |
1,266.50 |
PP |
1,260.25 |
1,260.25 |
1,260.25 |
1,257.25 |
S1 |
1,243.75 |
1,243.75 |
1,253.25 |
1,237.50 |
S2 |
1,231.25 |
1,231.25 |
1,250.75 |
|
S3 |
1,202.25 |
1,214.75 |
1,248.00 |
|
S4 |
1,173.25 |
1,185.75 |
1,240.00 |
|
|
Weekly Pivots for week ending 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,527.25 |
1,486.75 |
1,308.50 |
|
R3 |
1,432.00 |
1,391.50 |
1,282.25 |
|
R2 |
1,336.75 |
1,336.75 |
1,273.50 |
|
R1 |
1,296.25 |
1,296.25 |
1,264.75 |
1,316.50 |
PP |
1,241.50 |
1,241.50 |
1,241.50 |
1,251.50 |
S1 |
1,201.00 |
1,201.00 |
1,247.25 |
1,221.25 |
S2 |
1,146.25 |
1,146.25 |
1,238.50 |
|
S3 |
1,051.00 |
1,105.75 |
1,229.75 |
|
S4 |
955.75 |
1,010.50 |
1,203.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,281.75 |
1,186.50 |
95.25 |
7.6% |
46.25 |
3.7% |
73% |
False |
False |
353,104 |
10 |
1,281.75 |
1,142.25 |
139.50 |
11.1% |
43.25 |
3.4% |
82% |
False |
False |
359,332 |
20 |
1,281.75 |
1,039.50 |
242.25 |
19.3% |
43.50 |
3.5% |
89% |
False |
False |
195,744 |
40 |
1,285.25 |
1,039.50 |
245.75 |
19.6% |
42.00 |
3.3% |
88% |
False |
False |
98,074 |
60 |
1,286.50 |
1,039.50 |
247.00 |
19.7% |
41.50 |
3.3% |
88% |
False |
False |
65,401 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,400.25 |
2.618 |
1,353.00 |
1.618 |
1,324.00 |
1.000 |
1,306.00 |
0.618 |
1,295.00 |
HIGH |
1,277.00 |
0.618 |
1,266.00 |
0.500 |
1,262.50 |
0.382 |
1,259.00 |
LOW |
1,248.00 |
0.618 |
1,230.00 |
1.000 |
1,219.00 |
1.618 |
1,201.00 |
2.618 |
1,172.00 |
4.250 |
1,124.75 |
|
|
Fisher Pivots for day following 27-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
1,262.50 |
1,251.75 |
PP |
1,260.25 |
1,247.75 |
S1 |
1,258.25 |
1,243.50 |
|