Trading Metrics calculated at close of trading on 30-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2009 |
30-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
1,273.50 |
1,250.00 |
-23.50 |
-1.8% |
1,186.50 |
High |
1,277.00 |
1,254.50 |
-22.50 |
-1.8% |
1,281.75 |
Low |
1,248.00 |
1,203.50 |
-44.50 |
-3.6% |
1,186.50 |
Close |
1,256.00 |
1,222.75 |
-33.25 |
-2.6% |
1,256.00 |
Range |
29.00 |
51.00 |
22.00 |
75.9% |
95.25 |
ATR |
43.25 |
43.91 |
0.66 |
1.5% |
0.00 |
Volume |
386,569 |
274,212 |
-112,357 |
-29.1% |
1,765,520 |
|
Daily Pivots for day following 30-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,380.00 |
1,352.25 |
1,250.75 |
|
R3 |
1,329.00 |
1,301.25 |
1,236.75 |
|
R2 |
1,278.00 |
1,278.00 |
1,232.00 |
|
R1 |
1,250.25 |
1,250.25 |
1,227.50 |
1,238.50 |
PP |
1,227.00 |
1,227.00 |
1,227.00 |
1,221.00 |
S1 |
1,199.25 |
1,199.25 |
1,218.00 |
1,187.50 |
S2 |
1,176.00 |
1,176.00 |
1,213.50 |
|
S3 |
1,125.00 |
1,148.25 |
1,208.75 |
|
S4 |
1,074.00 |
1,097.25 |
1,194.75 |
|
|
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 |
1,203.50 |
78.25 |
6.4% |
42.00 |
3.4% |
25% |
False |
True |
341,547 |
10 |
1,281.75 |
1,146.75 |
135.00 |
11.0% |
44.50 |
3.6% |
56% |
False |
False |
354,556 |
20 |
1,281.75 |
1,039.50 |
242.25 |
19.8% |
44.50 |
3.6% |
76% |
False |
False |
209,438 |
40 |
1,285.25 |
1,039.50 |
245.75 |
20.1% |
42.25 |
3.5% |
75% |
False |
False |
104,929 |
60 |
1,286.50 |
1,039.50 |
247.00 |
20.2% |
41.25 |
3.4% |
74% |
False |
False |
69,971 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,471.25 |
2.618 |
1,388.00 |
1.618 |
1,337.00 |
1.000 |
1,305.50 |
0.618 |
1,286.00 |
HIGH |
1,254.50 |
0.618 |
1,235.00 |
0.500 |
1,229.00 |
0.382 |
1,223.00 |
LOW |
1,203.50 |
0.618 |
1,172.00 |
1.000 |
1,152.50 |
1.618 |
1,121.00 |
2.618 |
1,070.00 |
4.250 |
986.75 |
|
|
Fisher Pivots for day following 30-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
1,229.00 |
1,242.50 |
PP |
1,227.00 |
1,236.00 |
S1 |
1,224.75 |
1,229.50 |
|