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 |
963.4 |
959.6 |
-3.8 |
-0.4% |
934.9 |
High |
973.6 |
964.6 |
-9.0 |
-0.9% |
973.6 |
Low |
955.0 |
943.0 |
-12.0 |
-1.3% |
892.0 |
Close |
963.4 |
959.6 |
-3.8 |
-0.4% |
963.4 |
Range |
18.6 |
21.6 |
3.0 |
16.1% |
81.6 |
ATR |
29.6 |
29.0 |
-0.6 |
-1.9% |
0.0 |
Volume |
1,270 |
2,520 |
1,250 |
98.4% |
6,636 |
|
Daily Pivots for day following 23-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,020.5 |
1,011.7 |
971.5 |
|
R3 |
998.9 |
990.1 |
965.5 |
|
R2 |
977.3 |
977.3 |
963.6 |
|
R1 |
968.5 |
968.5 |
961.6 |
970.4 |
PP |
955.7 |
955.7 |
955.7 |
956.7 |
S1 |
946.9 |
946.9 |
957.6 |
948.8 |
S2 |
934.1 |
934.1 |
955.6 |
|
S3 |
912.5 |
925.3 |
953.7 |
|
S4 |
890.9 |
903.7 |
947.7 |
|
|
Weekly Pivots for week ending 20-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,187.8 |
1,157.2 |
1,008.3 |
|
R3 |
1,106.2 |
1,075.6 |
985.8 |
|
R2 |
1,024.6 |
1,024.6 |
978.4 |
|
R1 |
994.0 |
994.0 |
970.9 |
1,009.3 |
PP |
943.0 |
943.0 |
943.0 |
950.7 |
S1 |
912.4 |
912.4 |
955.9 |
927.7 |
S2 |
861.4 |
861.4 |
948.4 |
|
S3 |
779.8 |
830.8 |
941.0 |
|
S4 |
698.2 |
749.2 |
918.5 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,056.4 |
2.618 |
1,021.1 |
1.618 |
999.5 |
1.000 |
986.2 |
0.618 |
977.9 |
HIGH |
964.6 |
0.618 |
956.3 |
0.500 |
953.8 |
0.382 |
951.3 |
LOW |
943.0 |
0.618 |
929.7 |
1.000 |
921.4 |
1.618 |
908.1 |
2.618 |
886.5 |
4.250 |
851.2 |
|
|
Fisher Pivots for day following 23-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
957.7 |
957.6 |
PP |
955.7 |
955.6 |
S1 |
953.8 |
953.6 |
|