Trading Metrics calculated at close of trading on 27-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2009 |
27-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
7,675 |
7,846 |
171 |
2.2% |
7,228 |
High |
7,880 |
7,868 |
-12 |
-0.2% |
7,880 |
Low |
7,670 |
7,677 |
7 |
0.1% |
7,225 |
Close |
7,849 |
7,762 |
-87 |
-1.1% |
7,762 |
Range |
210 |
191 |
-19 |
-9.0% |
655 |
ATR |
263 |
258 |
-5 |
-2.0% |
0 |
Volume |
237,944 |
229,949 |
-7,995 |
-3.4% |
1,006,636 |
|
Daily Pivots for day following 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,342 |
8,243 |
7,867 |
|
R3 |
8,151 |
8,052 |
7,815 |
|
R2 |
7,960 |
7,960 |
7,797 |
|
R1 |
7,861 |
7,861 |
7,780 |
7,815 |
PP |
7,769 |
7,769 |
7,769 |
7,746 |
S1 |
7,670 |
7,670 |
7,745 |
7,624 |
S2 |
7,578 |
7,578 |
7,727 |
|
S3 |
7,387 |
7,479 |
7,710 |
|
S4 |
7,196 |
7,288 |
7,657 |
|
|
Weekly Pivots for week ending 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,587 |
9,330 |
8,122 |
|
R3 |
8,932 |
8,675 |
7,942 |
|
R2 |
8,277 |
8,277 |
7,882 |
|
R1 |
8,020 |
8,020 |
7,822 |
8,149 |
PP |
7,622 |
7,622 |
7,622 |
7,687 |
S1 |
7,365 |
7,365 |
7,702 |
7,494 |
S2 |
6,967 |
6,967 |
7,642 |
|
S3 |
6,312 |
6,710 |
7,582 |
|
S4 |
5,657 |
6,055 |
7,402 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,880 |
7,225 |
655 |
8.4% |
279 |
3.6% |
82% |
False |
False |
201,327 |
10 |
7,880 |
7,115 |
765 |
9.9% |
259 |
3.3% |
85% |
False |
False |
203,089 |
20 |
7,880 |
6,416 |
1,464 |
18.9% |
269 |
3.5% |
92% |
False |
False |
108,402 |
40 |
8,235 |
6,416 |
1,819 |
23.4% |
249 |
3.2% |
74% |
False |
False |
54,278 |
60 |
9,000 |
6,416 |
2,584 |
33.3% |
241 |
3.1% |
52% |
False |
False |
36,195 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,680 |
2.618 |
8,368 |
1.618 |
8,177 |
1.000 |
8,059 |
0.618 |
7,986 |
HIGH |
7,868 |
0.618 |
7,795 |
0.500 |
7,773 |
0.382 |
7,750 |
LOW |
7,677 |
0.618 |
7,559 |
1.000 |
7,486 |
1.618 |
7,368 |
2.618 |
7,177 |
4.250 |
6,865 |
|
|
Fisher Pivots for day following 27-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
7,773 |
7,737 |
PP |
7,769 |
7,711 |
S1 |
7,766 |
7,686 |
|