Trading Metrics calculated at close of trading on 24-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2009 |
24-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
1,213.12 |
1,245.65 |
32.53 |
2.7% |
1,177.33 |
High |
1,259.81 |
1,255.10 |
-4.71 |
-0.4% |
1,225.16 |
Low |
1,203.85 |
1,232.74 |
28.89 |
2.4% |
1,144.21 |
Close |
1,259.81 |
1,234.34 |
-25.47 |
-2.0% |
1,187.18 |
Range |
55.96 |
22.36 |
-33.60 |
-60.0% |
80.95 |
ATR |
42.05 |
40.98 |
-1.07 |
-2.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,307.81 |
1,293.43 |
1,246.64 |
|
R3 |
1,285.45 |
1,271.07 |
1,240.49 |
|
R2 |
1,263.09 |
1,263.09 |
1,238.44 |
|
R1 |
1,248.71 |
1,248.71 |
1,236.39 |
1,244.72 |
PP |
1,240.73 |
1,240.73 |
1,240.73 |
1,238.73 |
S1 |
1,226.35 |
1,226.35 |
1,232.29 |
1,222.36 |
S2 |
1,218.37 |
1,218.37 |
1,230.24 |
|
S3 |
1,196.01 |
1,203.99 |
1,228.19 |
|
S4 |
1,173.65 |
1,181.63 |
1,222.04 |
|
|
Weekly Pivots for week ending 20-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,428.37 |
1,388.72 |
1,231.70 |
|
R3 |
1,347.42 |
1,307.77 |
1,209.44 |
|
R2 |
1,266.47 |
1,266.47 |
1,202.02 |
|
R1 |
1,226.82 |
1,226.82 |
1,194.60 |
1,246.65 |
PP |
1,185.52 |
1,185.52 |
1,185.52 |
1,195.43 |
S1 |
1,145.87 |
1,145.87 |
1,179.76 |
1,165.70 |
S2 |
1,104.57 |
1,104.57 |
1,172.34 |
|
S3 |
1,023.62 |
1,064.92 |
1,164.92 |
|
S4 |
942.67 |
983.97 |
1,142.66 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,259.81 |
1,178.52 |
81.29 |
6.6% |
37.88 |
3.1% |
69% |
False |
False |
|
10 |
1,259.81 |
1,106.72 |
153.09 |
12.4% |
36.90 |
3.0% |
83% |
False |
False |
|
20 |
1,259.81 |
1,040.41 |
219.40 |
17.8% |
38.00 |
3.1% |
88% |
False |
False |
|
40 |
1,286.90 |
1,040.41 |
246.49 |
20.0% |
36.29 |
2.9% |
79% |
False |
False |
|
60 |
1,286.90 |
1,040.41 |
246.49 |
20.0% |
35.91 |
2.9% |
79% |
False |
False |
|
80 |
1,286.90 |
1,040.41 |
246.49 |
20.0% |
38.10 |
3.1% |
79% |
False |
False |
|
100 |
1,382.65 |
1,018.86 |
363.79 |
29.5% |
42.12 |
3.4% |
59% |
False |
False |
|
120 |
1,584.26 |
1,018.86 |
565.40 |
45.8% |
50.24 |
4.1% |
38% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,350.13 |
2.618 |
1,313.64 |
1.618 |
1,291.28 |
1.000 |
1,277.46 |
0.618 |
1,268.92 |
HIGH |
1,255.10 |
0.618 |
1,246.56 |
0.500 |
1,243.92 |
0.382 |
1,241.28 |
LOW |
1,232.74 |
0.618 |
1,218.92 |
1.000 |
1,210.38 |
1.618 |
1,196.56 |
2.618 |
1,174.20 |
4.250 |
1,137.71 |
|
|
Fisher Pivots for day following 24-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
1,243.92 |
1,229.28 |
PP |
1,240.73 |
1,224.22 |
S1 |
1,237.53 |
1,219.17 |
|