Trading Metrics calculated at close of trading on 26-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2009 |
26-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
3,847.0 |
3,876.0 |
29.0 |
0.8% |
3,880.0 |
High |
3,899.0 |
3,919.0 |
20.0 |
0.5% |
3,880.0 |
Low |
3,756.5 |
3,831.5 |
75.0 |
2.0% |
3,722.5 |
Close |
3,851.0 |
3,873.0 |
22.0 |
0.6% |
3,785.0 |
Range |
142.5 |
87.5 |
-55.0 |
-38.6% |
157.5 |
ATR |
137.6 |
134.0 |
-3.6 |
-2.6% |
0.0 |
Volume |
123,549 |
125,510 |
1,961 |
1.6% |
712,692 |
|
Daily Pivots for day following 26-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,137.0 |
4,092.5 |
3,921.0 |
|
R3 |
4,049.5 |
4,005.0 |
3,897.0 |
|
R2 |
3,962.0 |
3,962.0 |
3,889.0 |
|
R1 |
3,917.5 |
3,917.5 |
3,881.0 |
3,896.0 |
PP |
3,874.5 |
3,874.5 |
3,874.5 |
3,864.0 |
S1 |
3,830.0 |
3,830.0 |
3,865.0 |
3,808.5 |
S2 |
3,787.0 |
3,787.0 |
3,857.0 |
|
S3 |
3,699.5 |
3,742.5 |
3,849.0 |
|
S4 |
3,612.0 |
3,655.0 |
3,825.0 |
|
|
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 |
6.6% |
130.5 |
3.4% |
59% |
False |
False |
144,194 |
10 |
3,979.5 |
3,562.5 |
417.0 |
10.8% |
129.0 |
3.3% |
74% |
False |
False |
128,371 |
20 |
3,979.5 |
3,405.5 |
574.0 |
14.8% |
122.0 |
3.1% |
81% |
False |
False |
64,374 |
40 |
4,262.5 |
3,405.5 |
857.0 |
22.1% |
108.5 |
2.8% |
55% |
False |
False |
32,327 |
60 |
4,596.5 |
3,405.5 |
1,191.0 |
30.8% |
97.5 |
2.5% |
39% |
False |
False |
21,630 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,291.0 |
2.618 |
4,148.0 |
1.618 |
4,060.5 |
1.000 |
4,006.5 |
0.618 |
3,973.0 |
HIGH |
3,919.0 |
0.618 |
3,885.5 |
0.500 |
3,875.0 |
0.382 |
3,865.0 |
LOW |
3,831.5 |
0.618 |
3,777.5 |
1.000 |
3,744.0 |
1.618 |
3,690.0 |
2.618 |
3,602.5 |
4.250 |
3,459.5 |
|
|
Fisher Pivots for day following 26-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
3,875.0 |
3,870.0 |
PP |
3,874.5 |
3,866.5 |
S1 |
3,874.0 |
3,863.0 |
|