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 |
7,710 |
7,621 |
-89 |
-1.2% |
7,155 |
High |
7,743 |
7,809 |
66 |
0.9% |
7,520 |
Low |
7,587 |
7,492 |
-95 |
-1.3% |
7,115 |
Close |
7,620 |
7,680 |
60 |
0.8% |
7,215 |
Range |
156 |
317 |
161 |
103.2% |
405 |
ATR |
263 |
267 |
4 |
1.5% |
0 |
Volume |
194,407 |
183,040 |
-11,367 |
-5.8% |
1,024,259 |
|
Daily Pivots for day following 25-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,611 |
8,463 |
7,854 |
|
R3 |
8,294 |
8,146 |
7,767 |
|
R2 |
7,977 |
7,977 |
7,738 |
|
R1 |
7,829 |
7,829 |
7,709 |
7,903 |
PP |
7,660 |
7,660 |
7,660 |
7,698 |
S1 |
7,512 |
7,512 |
7,651 |
7,586 |
S2 |
7,343 |
7,343 |
7,622 |
|
S3 |
7,026 |
7,195 |
7,593 |
|
S4 |
6,709 |
6,878 |
7,506 |
|
|
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 |
7,809 |
7,199 |
610 |
7.9% |
281 |
3.7% |
79% |
True |
False |
200,579 |
10 |
7,809 |
6,779 |
1,030 |
13.4% |
269 |
3.5% |
87% |
True |
False |
169,335 |
20 |
7,809 |
6,416 |
1,393 |
18.1% |
273 |
3.6% |
91% |
True |
False |
85,036 |
40 |
8,312 |
6,416 |
1,896 |
24.7% |
249 |
3.2% |
67% |
False |
False |
42,582 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,156 |
2.618 |
8,639 |
1.618 |
8,322 |
1.000 |
8,126 |
0.618 |
8,005 |
HIGH |
7,809 |
0.618 |
7,688 |
0.500 |
7,651 |
0.382 |
7,613 |
LOW |
7,492 |
0.618 |
7,296 |
1.000 |
7,175 |
1.618 |
6,979 |
2.618 |
6,662 |
4.250 |
6,145 |
|
|
Fisher Pivots for day following 25-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
7,670 |
7,626 |
PP |
7,660 |
7,571 |
S1 |
7,651 |
7,517 |
|