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 |
1,250.00 |
1,222.75 |
-27.25 |
-2.2% |
1,186.50 |
High |
1,254.50 |
1,257.75 |
3.25 |
0.3% |
1,281.75 |
Low |
1,203.50 |
1,222.00 |
18.50 |
1.5% |
1,186.50 |
Close |
1,222.75 |
1,237.50 |
14.75 |
1.2% |
1,256.00 |
Range |
51.00 |
35.75 |
-15.25 |
-29.9% |
95.25 |
ATR |
43.91 |
43.33 |
-0.58 |
-1.3% |
0.00 |
Volume |
274,212 |
307,717 |
33,505 |
12.2% |
1,765,520 |
|
Daily Pivots for day following 31-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,346.25 |
1,327.75 |
1,257.25 |
|
R3 |
1,310.50 |
1,292.00 |
1,247.25 |
|
R2 |
1,274.75 |
1,274.75 |
1,244.00 |
|
R1 |
1,256.25 |
1,256.25 |
1,240.75 |
1,265.50 |
PP |
1,239.00 |
1,239.00 |
1,239.00 |
1,243.75 |
S1 |
1,220.50 |
1,220.50 |
1,234.25 |
1,229.75 |
S2 |
1,203.25 |
1,203.25 |
1,231.00 |
|
S3 |
1,167.50 |
1,184.75 |
1,227.75 |
|
S4 |
1,131.75 |
1,149.00 |
1,217.75 |
|
|
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 |
6.3% |
44.50 |
3.6% |
43% |
False |
False |
328,806 |
10 |
1,281.75 |
1,177.25 |
104.50 |
8.4% |
43.50 |
3.5% |
58% |
False |
False |
346,720 |
20 |
1,281.75 |
1,039.50 |
242.25 |
19.6% |
44.25 |
3.6% |
82% |
False |
False |
224,802 |
40 |
1,285.25 |
1,039.50 |
245.75 |
19.9% |
42.00 |
3.4% |
81% |
False |
False |
112,547 |
60 |
1,286.50 |
1,039.50 |
247.00 |
20.0% |
41.50 |
3.3% |
80% |
False |
False |
75,099 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,409.75 |
2.618 |
1,351.25 |
1.618 |
1,315.50 |
1.000 |
1,293.50 |
0.618 |
1,279.75 |
HIGH |
1,257.75 |
0.618 |
1,244.00 |
0.500 |
1,240.00 |
0.382 |
1,235.75 |
LOW |
1,222.00 |
0.618 |
1,200.00 |
1.000 |
1,186.25 |
1.618 |
1,164.25 |
2.618 |
1,128.50 |
4.250 |
1,070.00 |
|
|
Fisher Pivots for day following 31-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
1,240.00 |
1,240.25 |
PP |
1,239.00 |
1,239.25 |
S1 |
1,238.25 |
1,238.50 |
|