Trading Metrics calculated at close of trading on 26-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2009 |
26-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
929.1 |
937.9 |
8.8 |
0.9% |
929.5 |
High |
944.2 |
948.5 |
4.3 |
0.5% |
970.0 |
Low |
918.4 |
934.3 |
15.9 |
1.7% |
885.0 |
Close |
938.0 |
942.2 |
4.2 |
0.4% |
958.5 |
Range |
25.8 |
14.2 |
-11.6 |
-45.0% |
85.0 |
ATR |
30.6 |
29.4 |
-1.2 |
-3.8% |
0.0 |
Volume |
48,549 |
61,149 |
12,600 |
26.0% |
116,148 |
|
Daily Pivots for day following 26-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
984.3 |
977.4 |
950.0 |
|
R3 |
970.1 |
963.2 |
946.1 |
|
R2 |
955.9 |
955.9 |
944.8 |
|
R1 |
949.0 |
949.0 |
943.5 |
952.5 |
PP |
941.7 |
941.7 |
941.7 |
943.4 |
S1 |
934.8 |
934.8 |
940.9 |
938.3 |
S2 |
927.5 |
927.5 |
939.6 |
|
S3 |
913.3 |
920.6 |
938.3 |
|
S4 |
899.1 |
906.4 |
934.4 |
|
|
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% |
22.1 |
2.3% |
46% |
False |
False |
37,332 |
10 |
970.0 |
885.0 |
85.0 |
9.0% |
26.6 |
2.8% |
67% |
False |
False |
29,070 |
20 |
970.0 |
885.0 |
85.0 |
9.0% |
27.5 |
2.9% |
67% |
False |
False |
19,790 |
40 |
1,009.8 |
877.4 |
132.4 |
14.1% |
26.5 |
2.8% |
49% |
False |
False |
11,737 |
60 |
1,009.8 |
805.2 |
204.6 |
21.7% |
26.4 |
2.8% |
67% |
False |
False |
8,756 |
80 |
1,009.8 |
748.0 |
261.8 |
27.8% |
25.6 |
2.7% |
74% |
False |
False |
7,052 |
100 |
1,009.8 |
705.7 |
304.1 |
32.3% |
24.9 |
2.6% |
78% |
False |
False |
5,964 |
120 |
1,009.8 |
691.8 |
318.0 |
33.8% |
26.4 |
2.8% |
79% |
False |
False |
5,106 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,008.9 |
2.618 |
985.7 |
1.618 |
971.5 |
1.000 |
962.7 |
0.618 |
957.3 |
HIGH |
948.5 |
0.618 |
943.1 |
0.500 |
941.4 |
0.382 |
939.7 |
LOW |
934.3 |
0.618 |
925.5 |
1.000 |
920.1 |
1.618 |
911.3 |
2.618 |
897.1 |
4.250 |
874.0 |
|
|
Fisher Pivots for day following 26-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
941.9 |
939.3 |
PP |
941.7 |
936.4 |
S1 |
941.4 |
933.5 |
|