Trading Metrics calculated at close of trading on 25-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2009 |
25-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
941.6 |
929.1 |
-12.5 |
-1.3% |
929.5 |
High |
946.6 |
944.2 |
-2.4 |
-0.3% |
970.0 |
Low |
919.5 |
918.4 |
-1.1 |
-0.1% |
885.0 |
Close |
926.0 |
938.0 |
12.0 |
1.3% |
958.5 |
Range |
27.1 |
25.8 |
-1.3 |
-4.8% |
85.0 |
ATR |
31.0 |
30.6 |
-0.4 |
-1.2% |
0.0 |
Volume |
30,907 |
48,549 |
17,642 |
57.1% |
116,148 |
|
Daily Pivots for day following 25-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,010.9 |
1,000.3 |
952.2 |
|
R3 |
985.1 |
974.5 |
945.1 |
|
R2 |
959.3 |
959.3 |
942.7 |
|
R1 |
948.7 |
948.7 |
940.4 |
954.0 |
PP |
933.5 |
933.5 |
933.5 |
936.2 |
S1 |
922.9 |
922.9 |
935.6 |
928.2 |
S2 |
907.7 |
907.7 |
933.3 |
|
S3 |
881.9 |
897.1 |
930.9 |
|
S4 |
856.1 |
871.3 |
923.8 |
|
|
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 |
918.4 |
51.6 |
5.5% |
26.7 |
2.8% |
38% |
False |
True |
32,997 |
10 |
970.0 |
885.0 |
85.0 |
9.1% |
27.6 |
2.9% |
62% |
False |
False |
24,025 |
20 |
970.0 |
885.0 |
85.0 |
9.1% |
28.0 |
3.0% |
62% |
False |
False |
16,963 |
40 |
1,009.8 |
877.4 |
132.4 |
14.1% |
26.6 |
2.8% |
46% |
False |
False |
10,325 |
60 |
1,009.8 |
805.2 |
204.6 |
21.8% |
26.5 |
2.8% |
65% |
False |
False |
7,749 |
80 |
1,009.8 |
748.0 |
261.8 |
27.9% |
25.5 |
2.7% |
73% |
False |
False |
6,300 |
100 |
1,009.8 |
705.7 |
304.1 |
32.4% |
25.0 |
2.7% |
76% |
False |
False |
5,374 |
120 |
1,009.8 |
691.8 |
318.0 |
33.9% |
26.4 |
2.8% |
77% |
False |
False |
4,606 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,053.9 |
2.618 |
1,011.7 |
1.618 |
985.9 |
1.000 |
970.0 |
0.618 |
960.1 |
HIGH |
944.2 |
0.618 |
934.3 |
0.500 |
931.3 |
0.382 |
928.3 |
LOW |
918.4 |
0.618 |
902.5 |
1.000 |
892.6 |
1.618 |
876.7 |
2.618 |
850.9 |
4.250 |
808.8 |
|
|
Fisher Pivots for day following 25-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
935.8 |
939.5 |
PP |
933.5 |
939.0 |
S1 |
931.3 |
938.5 |
|