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 |
3,880.0 |
3,800.0 |
-80.0 |
-2.1% |
3,881.0 |
High |
3,908.0 |
3,803.0 |
-105.0 |
-2.7% |
3,979.5 |
Low |
3,822.5 |
3,698.0 |
-124.5 |
-3.3% |
3,756.5 |
Close |
3,844.0 |
3,724.5 |
-119.5 |
-3.1% |
3,844.0 |
Range |
85.5 |
105.0 |
19.5 |
22.8% |
223.0 |
ATR |
130.5 |
131.6 |
1.1 |
0.8% |
0.0 |
Volume |
103,406 |
95,343 |
-8,063 |
-7.8% |
639,261 |
|
Daily Pivots for day following 30-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,057.0 |
3,995.5 |
3,782.0 |
|
R3 |
3,952.0 |
3,890.5 |
3,753.5 |
|
R2 |
3,847.0 |
3,847.0 |
3,744.0 |
|
R1 |
3,785.5 |
3,785.5 |
3,734.0 |
3,764.0 |
PP |
3,742.0 |
3,742.0 |
3,742.0 |
3,731.0 |
S1 |
3,680.5 |
3,680.5 |
3,715.0 |
3,659.0 |
S2 |
3,637.0 |
3,637.0 |
3,705.0 |
|
S3 |
3,532.0 |
3,575.5 |
3,695.5 |
|
S4 |
3,427.0 |
3,470.5 |
3,667.0 |
|
|
Weekly Pivots for week ending 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,529.0 |
4,409.5 |
3,966.5 |
|
R3 |
4,306.0 |
4,186.5 |
3,905.5 |
|
R2 |
4,083.0 |
4,083.0 |
3,885.0 |
|
R1 |
3,963.5 |
3,963.5 |
3,864.5 |
3,912.0 |
PP |
3,860.0 |
3,860.0 |
3,860.0 |
3,834.0 |
S1 |
3,740.5 |
3,740.5 |
3,823.5 |
3,689.0 |
S2 |
3,637.0 |
3,637.0 |
3,803.0 |
|
S3 |
3,414.0 |
3,517.5 |
3,782.5 |
|
S4 |
3,191.0 |
3,294.5 |
3,721.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,970.0 |
3,698.0 |
272.0 |
7.3% |
113.5 |
3.1% |
10% |
False |
True |
117,613 |
10 |
3,979.5 |
3,683.5 |
296.0 |
7.9% |
120.5 |
3.2% |
14% |
False |
False |
146,309 |
20 |
3,979.5 |
3,405.5 |
574.0 |
15.4% |
123.5 |
3.3% |
56% |
False |
False |
74,283 |
40 |
4,262.5 |
3,405.5 |
857.0 |
23.0% |
109.5 |
2.9% |
37% |
False |
False |
37,295 |
60 |
4,596.5 |
3,405.5 |
1,191.0 |
32.0% |
100.5 |
2.7% |
27% |
False |
False |
24,940 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,249.0 |
2.618 |
4,078.0 |
1.618 |
3,973.0 |
1.000 |
3,908.0 |
0.618 |
3,868.0 |
HIGH |
3,803.0 |
0.618 |
3,763.0 |
0.500 |
3,750.5 |
0.382 |
3,738.0 |
LOW |
3,698.0 |
0.618 |
3,633.0 |
1.000 |
3,593.0 |
1.618 |
3,528.0 |
2.618 |
3,423.0 |
4.250 |
3,252.0 |
|
|
Fisher Pivots for day following 30-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
3,750.5 |
3,808.5 |
PP |
3,742.0 |
3,780.5 |
S1 |
3,733.0 |
3,752.5 |
|