Trading Metrics calculated at close of trading on 20-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2009 |
20-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
7,489.68 |
7,402.31 |
-87.37 |
-1.2% |
7,225.33 |
High |
7,548.46 |
7,460.93 |
-87.53 |
-1.2% |
7,571.64 |
Low |
7,369.26 |
7,257.83 |
-111.43 |
-1.5% |
7,172.05 |
Close |
7,400.80 |
7,278.38 |
-122.42 |
-1.7% |
7,278.38 |
Range |
179.20 |
203.10 |
23.90 |
13.3% |
399.59 |
ATR |
234.79 |
232.53 |
-2.26 |
-1.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,941.68 |
7,813.13 |
7,390.09 |
|
R3 |
7,738.58 |
7,610.03 |
7,334.23 |
|
R2 |
7,535.48 |
7,535.48 |
7,315.62 |
|
R1 |
7,406.93 |
7,406.93 |
7,297.00 |
7,369.66 |
PP |
7,332.38 |
7,332.38 |
7,332.38 |
7,313.74 |
S1 |
7,203.83 |
7,203.83 |
7,259.76 |
7,166.56 |
S2 |
7,129.28 |
7,129.28 |
7,241.15 |
|
S3 |
6,926.18 |
7,000.73 |
7,222.53 |
|
S4 |
6,723.08 |
6,797.63 |
7,166.68 |
|
|
Weekly Pivots for week ending 20-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,539.46 |
8,308.51 |
7,498.15 |
|
R3 |
8,139.87 |
7,908.92 |
7,388.27 |
|
R2 |
7,740.28 |
7,740.28 |
7,351.64 |
|
R1 |
7,509.33 |
7,509.33 |
7,315.01 |
7,624.81 |
PP |
7,340.69 |
7,340.69 |
7,340.69 |
7,398.43 |
S1 |
7,109.74 |
7,109.74 |
7,241.75 |
7,225.22 |
S2 |
6,941.10 |
6,941.10 |
7,205.12 |
|
S3 |
6,541.51 |
6,710.15 |
7,168.49 |
|
S4 |
6,141.92 |
6,310.56 |
7,058.61 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,571.64 |
7,172.05 |
399.59 |
5.5% |
221.50 |
3.0% |
27% |
False |
False |
|
10 |
7,571.64 |
6,516.86 |
1,054.78 |
14.5% |
227.69 |
3.1% |
72% |
False |
False |
|
20 |
7,571.64 |
6,469.95 |
1,101.69 |
15.1% |
241.84 |
3.3% |
73% |
False |
False |
|
40 |
8,405.87 |
6,469.95 |
1,935.92 |
26.6% |
227.28 |
3.1% |
42% |
False |
False |
|
60 |
9,088.06 |
6,469.95 |
2,618.11 |
36.0% |
220.89 |
3.0% |
31% |
False |
False |
|
80 |
9,088.06 |
6,469.95 |
2,618.11 |
36.0% |
251.95 |
3.5% |
31% |
False |
False |
|
100 |
9,653.95 |
6,469.95 |
3,184.00 |
43.7% |
293.98 |
4.0% |
25% |
False |
False |
|
120 |
11,139.94 |
6,469.95 |
4,669.99 |
64.2% |
348.88 |
4.8% |
17% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,324.11 |
2.618 |
7,992.65 |
1.618 |
7,789.55 |
1.000 |
7,664.03 |
0.618 |
7,586.45 |
HIGH |
7,460.93 |
0.618 |
7,383.35 |
0.500 |
7,359.38 |
0.382 |
7,335.41 |
LOW |
7,257.83 |
0.618 |
7,132.31 |
1.000 |
7,054.73 |
1.618 |
6,929.21 |
2.618 |
6,726.11 |
4.250 |
6,394.66 |
|
|
Fisher Pivots for day following 20-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
7,359.38 |
7,414.46 |
PP |
7,332.38 |
7,369.10 |
S1 |
7,305.38 |
7,323.74 |
|