Trading Metrics calculated at close of trading on 20-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2009 |
20-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
7,443 |
7,345 |
-98 |
-1.3% |
7,155 |
High |
7,519 |
7,402 |
-117 |
-1.6% |
7,520 |
Low |
7,312 |
7,199 |
-113 |
-1.5% |
7,115 |
Close |
7,352 |
7,215 |
-137 |
-1.9% |
7,215 |
Range |
207 |
203 |
-4 |
-1.9% |
405 |
ATR |
255 |
251 |
-4 |
-1.5% |
0 |
Volume |
258,503 |
205,650 |
-52,853 |
-20.4% |
1,024,259 |
|
Daily Pivots for day following 20-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,881 |
7,751 |
7,327 |
|
R3 |
7,678 |
7,548 |
7,271 |
|
R2 |
7,475 |
7,475 |
7,252 |
|
R1 |
7,345 |
7,345 |
7,234 |
7,309 |
PP |
7,272 |
7,272 |
7,272 |
7,254 |
S1 |
7,142 |
7,142 |
7,197 |
7,106 |
S2 |
7,069 |
7,069 |
7,178 |
|
S3 |
6,866 |
6,939 |
7,159 |
|
S4 |
6,663 |
6,736 |
7,103 |
|
|
Weekly Pivots for week ending 20-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,498 |
8,262 |
7,438 |
|
R3 |
8,093 |
7,857 |
7,327 |
|
R2 |
7,688 |
7,688 |
7,289 |
|
R1 |
7,452 |
7,452 |
7,252 |
7,570 |
PP |
7,283 |
7,283 |
7,283 |
7,343 |
S1 |
7,047 |
7,047 |
7,178 |
7,165 |
S2 |
6,878 |
6,878 |
7,141 |
|
S3 |
6,473 |
6,642 |
7,104 |
|
S4 |
6,068 |
6,237 |
6,992 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,520 |
7,115 |
405 |
5.6% |
239 |
3.3% |
25% |
False |
False |
204,851 |
10 |
7,520 |
6,416 |
1,104 |
15.3% |
259 |
3.6% |
72% |
False |
False |
115,868 |
20 |
7,520 |
6,416 |
1,104 |
15.3% |
268 |
3.7% |
72% |
False |
False |
58,156 |
40 |
8,312 |
6,416 |
1,896 |
26.3% |
241 |
3.3% |
42% |
False |
False |
29,116 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,265 |
2.618 |
7,934 |
1.618 |
7,731 |
1.000 |
7,605 |
0.618 |
7,528 |
HIGH |
7,402 |
0.618 |
7,325 |
0.500 |
7,301 |
0.382 |
7,277 |
LOW |
7,199 |
0.618 |
7,074 |
1.000 |
6,996 |
1.618 |
6,871 |
2.618 |
6,668 |
4.250 |
6,336 |
|
|
Fisher Pivots for day following 20-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
7,301 |
7,360 |
PP |
7,272 |
7,311 |
S1 |
7,244 |
7,263 |
|