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 |
7,621 |
7,675 |
54 |
0.7% |
7,155 |
High |
7,809 |
7,880 |
71 |
0.9% |
7,520 |
Low |
7,492 |
7,670 |
178 |
2.4% |
7,115 |
Close |
7,680 |
7,849 |
169 |
2.2% |
7,215 |
Range |
317 |
210 |
-107 |
-33.8% |
405 |
ATR |
267 |
263 |
-4 |
-1.5% |
0 |
Volume |
183,040 |
237,944 |
54,904 |
30.0% |
1,024,259 |
|
Daily Pivots for day following 26-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,430 |
8,349 |
7,965 |
|
R3 |
8,220 |
8,139 |
7,907 |
|
R2 |
8,010 |
8,010 |
7,888 |
|
R1 |
7,929 |
7,929 |
7,868 |
7,970 |
PP |
7,800 |
7,800 |
7,800 |
7,820 |
S1 |
7,719 |
7,719 |
7,830 |
7,760 |
S2 |
7,590 |
7,590 |
7,811 |
|
S3 |
7,380 |
7,509 |
7,791 |
|
S4 |
7,170 |
7,299 |
7,734 |
|
|
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 |
7,880 |
7,199 |
681 |
8.7% |
282 |
3.6% |
95% |
True |
False |
196,467 |
10 |
7,880 |
7,053 |
827 |
10.5% |
254 |
3.2% |
96% |
True |
False |
192,462 |
20 |
7,880 |
6,416 |
1,464 |
18.7% |
271 |
3.5% |
98% |
True |
False |
96,922 |
40 |
8,235 |
6,416 |
1,819 |
23.2% |
248 |
3.2% |
79% |
False |
False |
48,530 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,773 |
2.618 |
8,430 |
1.618 |
8,220 |
1.000 |
8,090 |
0.618 |
8,010 |
HIGH |
7,880 |
0.618 |
7,800 |
0.500 |
7,775 |
0.382 |
7,750 |
LOW |
7,670 |
0.618 |
7,540 |
1.000 |
7,460 |
1.618 |
7,330 |
2.618 |
7,120 |
4.250 |
6,778 |
|
|
Fisher Pivots for day following 26-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
7,824 |
7,795 |
PP |
7,800 |
7,740 |
S1 |
7,775 |
7,686 |
|