Trading Metrics calculated at close of trading on 30-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2009 |
30-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
7,846 |
7,732 |
-114 |
-1.5% |
7,228 |
High |
7,868 |
7,756 |
-112 |
-1.4% |
7,880 |
Low |
7,677 |
7,381 |
-296 |
-3.9% |
7,225 |
Close |
7,762 |
7,480 |
-282 |
-3.6% |
7,762 |
Range |
191 |
375 |
184 |
96.3% |
655 |
ATR |
258 |
267 |
9 |
3.4% |
0 |
Volume |
229,949 |
169,459 |
-60,490 |
-26.3% |
1,006,636 |
|
Daily Pivots for day following 30-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,664 |
8,447 |
7,686 |
|
R3 |
8,289 |
8,072 |
7,583 |
|
R2 |
7,914 |
7,914 |
7,549 |
|
R1 |
7,697 |
7,697 |
7,515 |
7,618 |
PP |
7,539 |
7,539 |
7,539 |
7,500 |
S1 |
7,322 |
7,322 |
7,446 |
7,243 |
S2 |
7,164 |
7,164 |
7,411 |
|
S3 |
6,789 |
6,947 |
7,377 |
|
S4 |
6,414 |
6,572 |
7,274 |
|
|
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 |
7,381 |
499 |
6.7% |
250 |
3.3% |
20% |
False |
True |
202,959 |
10 |
7,880 |
7,119 |
761 |
10.2% |
274 |
3.7% |
47% |
False |
False |
201,599 |
20 |
7,880 |
6,416 |
1,464 |
19.6% |
279 |
3.7% |
73% |
False |
False |
116,863 |
40 |
8,235 |
6,416 |
1,819 |
24.3% |
252 |
3.4% |
58% |
False |
False |
58,514 |
60 |
9,000 |
6,416 |
2,584 |
34.5% |
243 |
3.2% |
41% |
False |
False |
39,019 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,350 |
2.618 |
8,738 |
1.618 |
8,363 |
1.000 |
8,131 |
0.618 |
7,988 |
HIGH |
7,756 |
0.618 |
7,613 |
0.500 |
7,569 |
0.382 |
7,524 |
LOW |
7,381 |
0.618 |
7,149 |
1.000 |
7,006 |
1.618 |
6,774 |
2.618 |
6,399 |
4.250 |
5,787 |
|
|
Fisher Pivots for day following 30-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
7,569 |
7,631 |
PP |
7,539 |
7,580 |
S1 |
7,510 |
7,530 |
|