Trading Metrics calculated at close of trading on 25-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2009 |
25-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
3,960.5 |
3,847.0 |
-113.5 |
-2.9% |
3,880.0 |
High |
3,970.0 |
3,899.0 |
-71.0 |
-1.8% |
3,880.0 |
Low |
3,822.0 |
3,756.5 |
-65.5 |
-1.7% |
3,722.5 |
Close |
3,865.5 |
3,851.0 |
-14.5 |
-0.4% |
3,785.0 |
Range |
148.0 |
142.5 |
-5.5 |
-3.7% |
157.5 |
ATR |
137.2 |
137.6 |
0.4 |
0.3% |
0.0 |
Volume |
140,258 |
123,549 |
-16,709 |
-11.9% |
712,692 |
|
Daily Pivots for day following 25-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,263.0 |
4,199.5 |
3,929.5 |
|
R3 |
4,120.5 |
4,057.0 |
3,890.0 |
|
R2 |
3,978.0 |
3,978.0 |
3,877.0 |
|
R1 |
3,914.5 |
3,914.5 |
3,864.0 |
3,946.0 |
PP |
3,835.5 |
3,835.5 |
3,835.5 |
3,851.5 |
S1 |
3,772.0 |
3,772.0 |
3,838.0 |
3,804.0 |
S2 |
3,693.0 |
3,693.0 |
3,825.0 |
|
S3 |
3,550.5 |
3,629.5 |
3,812.0 |
|
S4 |
3,408.0 |
3,487.0 |
3,772.5 |
|
|
Weekly Pivots for week ending 20-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,268.5 |
4,184.0 |
3,871.5 |
|
R3 |
4,111.0 |
4,026.5 |
3,828.5 |
|
R2 |
3,953.5 |
3,953.5 |
3,814.0 |
|
R1 |
3,869.0 |
3,869.0 |
3,799.5 |
3,832.5 |
PP |
3,796.0 |
3,796.0 |
3,796.0 |
3,777.5 |
S1 |
3,711.5 |
3,711.5 |
3,770.5 |
3,675.0 |
S2 |
3,638.5 |
3,638.5 |
3,756.0 |
|
S3 |
3,481.0 |
3,554.0 |
3,741.5 |
|
S4 |
3,323.5 |
3,396.5 |
3,698.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,979.5 |
3,722.5 |
257.0 |
6.7% |
137.5 |
3.6% |
50% |
False |
False |
159,965 |
10 |
3,979.5 |
3,405.5 |
574.0 |
14.9% |
130.5 |
3.4% |
78% |
False |
False |
115,890 |
20 |
3,979.5 |
3,405.5 |
574.0 |
14.9% |
125.0 |
3.3% |
78% |
False |
False |
58,106 |
40 |
4,262.5 |
3,405.5 |
857.0 |
22.3% |
109.5 |
2.8% |
52% |
False |
False |
29,191 |
60 |
4,596.5 |
3,405.5 |
1,191.0 |
30.9% |
96.0 |
2.5% |
37% |
False |
False |
19,539 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,504.5 |
2.618 |
4,272.0 |
1.618 |
4,129.5 |
1.000 |
4,041.5 |
0.618 |
3,987.0 |
HIGH |
3,899.0 |
0.618 |
3,844.5 |
0.500 |
3,828.0 |
0.382 |
3,811.0 |
LOW |
3,756.5 |
0.618 |
3,668.5 |
1.000 |
3,614.0 |
1.618 |
3,526.0 |
2.618 |
3,383.5 |
4.250 |
3,151.0 |
|
|
Fisher Pivots for day following 25-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
3,843.0 |
3,868.0 |
PP |
3,835.5 |
3,862.5 |
S1 |
3,828.0 |
3,856.5 |
|