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 |
3,800.0 |
3,758.5 |
-41.5 |
-1.1% |
3,881.0 |
High |
3,803.0 |
3,915.0 |
112.0 |
2.9% |
3,979.5 |
Low |
3,698.0 |
3,753.0 |
55.0 |
1.5% |
3,756.5 |
Close |
3,724.5 |
3,885.0 |
160.5 |
4.3% |
3,844.0 |
Range |
105.0 |
162.0 |
57.0 |
54.3% |
223.0 |
ATR |
131.6 |
135.8 |
4.2 |
3.2% |
0.0 |
Volume |
95,343 |
118,900 |
23,557 |
24.7% |
639,261 |
|
Daily Pivots for day following 31-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,337.0 |
4,273.0 |
3,974.0 |
|
R3 |
4,175.0 |
4,111.0 |
3,929.5 |
|
R2 |
4,013.0 |
4,013.0 |
3,914.5 |
|
R1 |
3,949.0 |
3,949.0 |
3,900.0 |
3,981.0 |
PP |
3,851.0 |
3,851.0 |
3,851.0 |
3,867.0 |
S1 |
3,787.0 |
3,787.0 |
3,870.0 |
3,819.0 |
S2 |
3,689.0 |
3,689.0 |
3,855.5 |
|
S3 |
3,527.0 |
3,625.0 |
3,840.5 |
|
S4 |
3,365.0 |
3,463.0 |
3,796.0 |
|
|
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 |
3,919.0 |
3,698.0 |
221.0 |
5.7% |
116.5 |
3.0% |
85% |
False |
False |
113,341 |
10 |
3,979.5 |
3,698.0 |
281.5 |
7.2% |
128.5 |
3.3% |
66% |
False |
False |
156,619 |
20 |
3,979.5 |
3,405.5 |
574.0 |
14.8% |
129.0 |
3.3% |
84% |
False |
False |
80,212 |
40 |
4,262.5 |
3,405.5 |
857.0 |
22.1% |
110.5 |
2.9% |
56% |
False |
False |
40,266 |
60 |
4,596.5 |
3,405.5 |
1,191.0 |
30.7% |
103.5 |
2.7% |
40% |
False |
False |
26,922 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,603.5 |
2.618 |
4,339.0 |
1.618 |
4,177.0 |
1.000 |
4,077.0 |
0.618 |
4,015.0 |
HIGH |
3,915.0 |
0.618 |
3,853.0 |
0.500 |
3,834.0 |
0.382 |
3,815.0 |
LOW |
3,753.0 |
0.618 |
3,653.0 |
1.000 |
3,591.0 |
1.618 |
3,491.0 |
2.618 |
3,329.0 |
4.250 |
3,064.5 |
|
|
Fisher Pivots for day following 31-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
3,868.0 |
3,859.0 |
PP |
3,851.0 |
3,832.5 |
S1 |
3,834.0 |
3,806.5 |
|