Trading Metrics calculated at close of trading on 31-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2009 |
31-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
7,732 |
7,481 |
-251 |
-3.2% |
7,228 |
High |
7,756 |
7,671 |
-85 |
-1.1% |
7,880 |
Low |
7,381 |
7,477 |
96 |
1.3% |
7,225 |
Close |
7,480 |
7,562 |
82 |
1.1% |
7,762 |
Range |
375 |
194 |
-181 |
-48.3% |
655 |
ATR |
267 |
261 |
-5 |
-1.9% |
0 |
Volume |
169,459 |
180,074 |
10,615 |
6.3% |
1,006,636 |
|
Daily Pivots for day following 31-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,152 |
8,051 |
7,669 |
|
R3 |
7,958 |
7,857 |
7,615 |
|
R2 |
7,764 |
7,764 |
7,598 |
|
R1 |
7,663 |
7,663 |
7,580 |
7,714 |
PP |
7,570 |
7,570 |
7,570 |
7,595 |
S1 |
7,469 |
7,469 |
7,544 |
7,520 |
S2 |
7,376 |
7,376 |
7,527 |
|
S3 |
7,182 |
7,275 |
7,509 |
|
S4 |
6,988 |
7,081 |
7,455 |
|
|
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 |
6.6% |
258 |
3.4% |
36% |
False |
False |
200,093 |
10 |
7,880 |
7,199 |
681 |
9.0% |
269 |
3.6% |
53% |
False |
False |
199,911 |
20 |
7,880 |
6,416 |
1,464 |
19.4% |
273 |
3.6% |
78% |
False |
False |
125,852 |
40 |
8,235 |
6,416 |
1,819 |
24.1% |
253 |
3.3% |
63% |
False |
False |
63,015 |
60 |
9,000 |
6,416 |
2,584 |
34.2% |
244 |
3.2% |
44% |
False |
False |
42,020 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,496 |
2.618 |
8,179 |
1.618 |
7,985 |
1.000 |
7,865 |
0.618 |
7,791 |
HIGH |
7,671 |
0.618 |
7,597 |
0.500 |
7,574 |
0.382 |
7,551 |
LOW |
7,477 |
0.618 |
7,357 |
1.000 |
7,283 |
1.618 |
7,163 |
2.618 |
6,969 |
4.250 |
6,653 |
|
|
Fisher Pivots for day following 31-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
7,574 |
7,625 |
PP |
7,570 |
7,604 |
S1 |
7,566 |
7,583 |
|