Trading Metrics calculated at close of trading on 23-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2009 |
23-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
960.3 |
954.8 |
-5.5 |
-0.6% |
929.5 |
High |
970.0 |
960.5 |
-9.5 |
-1.0% |
970.0 |
Low |
948.9 |
938.2 |
-10.7 |
-1.1% |
885.0 |
Close |
958.5 |
954.8 |
-3.7 |
-0.4% |
958.5 |
Range |
21.1 |
22.3 |
1.2 |
5.7% |
85.0 |
ATR |
31.3 |
30.7 |
-0.6 |
-2.1% |
0.0 |
Volume |
22,755 |
23,301 |
546 |
2.4% |
116,148 |
|
Daily Pivots for day following 23-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,018.1 |
1,008.7 |
967.1 |
|
R3 |
995.8 |
986.4 |
960.9 |
|
R2 |
973.5 |
973.5 |
958.9 |
|
R1 |
964.1 |
964.1 |
956.8 |
966.0 |
PP |
951.2 |
951.2 |
951.2 |
952.1 |
S1 |
941.8 |
941.8 |
952.8 |
943.7 |
S2 |
928.9 |
928.9 |
950.7 |
|
S3 |
906.6 |
919.5 |
948.7 |
|
S4 |
884.3 |
897.2 |
942.5 |
|
|
Weekly Pivots for week ending 20-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,192.8 |
1,160.7 |
1,005.3 |
|
R3 |
1,107.8 |
1,075.7 |
981.9 |
|
R2 |
1,022.8 |
1,022.8 |
974.1 |
|
R1 |
990.7 |
990.7 |
966.3 |
1,006.8 |
PP |
937.8 |
937.8 |
937.8 |
945.9 |
S1 |
905.7 |
905.7 |
950.7 |
921.8 |
S2 |
852.8 |
852.8 |
942.9 |
|
S3 |
767.8 |
820.7 |
935.1 |
|
S4 |
682.8 |
735.7 |
911.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
970.0 |
885.0 |
85.0 |
8.9% |
32.9 |
3.4% |
82% |
False |
False |
23,830 |
10 |
970.0 |
885.0 |
85.0 |
8.9% |
27.5 |
2.9% |
82% |
False |
False |
19,318 |
20 |
999.0 |
885.0 |
114.0 |
11.9% |
28.9 |
3.0% |
61% |
False |
False |
13,488 |
40 |
1,009.8 |
877.4 |
132.4 |
13.9% |
26.3 |
2.8% |
58% |
False |
False |
8,672 |
60 |
1,009.8 |
805.2 |
204.6 |
21.4% |
26.2 |
2.7% |
73% |
False |
False |
6,441 |
80 |
1,009.8 |
748.0 |
261.8 |
27.4% |
25.0 |
2.6% |
79% |
False |
False |
5,343 |
100 |
1,009.8 |
705.7 |
304.1 |
31.8% |
25.0 |
2.6% |
82% |
False |
False |
4,605 |
120 |
1,009.8 |
691.8 |
318.0 |
33.3% |
26.3 |
2.8% |
83% |
False |
False |
3,953 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,055.3 |
2.618 |
1,018.9 |
1.618 |
996.6 |
1.000 |
982.8 |
0.618 |
974.3 |
HIGH |
960.5 |
0.618 |
952.0 |
0.500 |
949.4 |
0.382 |
946.7 |
LOW |
938.2 |
0.618 |
924.4 |
1.000 |
915.9 |
1.618 |
902.1 |
2.618 |
879.8 |
4.250 |
843.4 |
|
|
Fisher Pivots for day following 23-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
953.0 |
952.9 |
PP |
951.2 |
951.1 |
S1 |
949.4 |
949.2 |
|