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 |
7,402.31 |
7,279.25 |
-123.06 |
-1.7% |
7,225.33 |
High |
7,460.93 |
7,780.72 |
319.79 |
4.3% |
7,571.64 |
Low |
7,257.83 |
7,278.78 |
20.95 |
0.3% |
7,172.05 |
Close |
7,278.38 |
7,775.86 |
497.48 |
6.8% |
7,278.38 |
Range |
203.10 |
501.94 |
298.84 |
147.1% |
399.59 |
ATR |
232.53 |
251.80 |
19.27 |
8.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,117.61 |
8,948.67 |
8,051.93 |
|
R3 |
8,615.67 |
8,446.73 |
7,913.89 |
|
R2 |
8,113.73 |
8,113.73 |
7,867.88 |
|
R1 |
7,944.79 |
7,944.79 |
7,821.87 |
8,029.26 |
PP |
7,611.79 |
7,611.79 |
7,611.79 |
7,654.02 |
S1 |
7,442.85 |
7,442.85 |
7,729.85 |
7,527.32 |
S2 |
7,109.85 |
7,109.85 |
7,683.84 |
|
S3 |
6,607.91 |
6,940.91 |
7,637.83 |
|
S4 |
6,105.97 |
6,438.97 |
7,499.79 |
|
|
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 |
7,780.72 |
7,172.05 |
608.67 |
7.8% |
284.67 |
3.7% |
99% |
True |
False |
|
10 |
7,780.72 |
6,546.61 |
1,234.11 |
15.9% |
258.60 |
3.3% |
100% |
True |
False |
|
20 |
7,780.72 |
6,469.95 |
1,310.77 |
16.9% |
250.18 |
3.2% |
100% |
True |
False |
|
40 |
8,405.87 |
6,469.95 |
1,935.92 |
24.9% |
233.74 |
3.0% |
67% |
False |
False |
|
60 |
9,088.06 |
6,469.95 |
2,618.11 |
33.7% |
225.71 |
2.9% |
50% |
False |
False |
|
80 |
9,088.06 |
6,469.95 |
2,618.11 |
33.7% |
251.34 |
3.2% |
50% |
False |
False |
|
100 |
9,653.95 |
6,469.95 |
3,184.00 |
40.9% |
294.44 |
3.8% |
41% |
False |
False |
|
120 |
10,882.52 |
6,469.95 |
4,412.57 |
56.7% |
346.61 |
4.5% |
30% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,913.97 |
2.618 |
9,094.80 |
1.618 |
8,592.86 |
1.000 |
8,282.66 |
0.618 |
8,090.92 |
HIGH |
7,780.72 |
0.618 |
7,588.98 |
0.500 |
7,529.75 |
0.382 |
7,470.52 |
LOW |
7,278.78 |
0.618 |
6,968.58 |
1.000 |
6,776.84 |
1.618 |
6,466.64 |
2.618 |
5,964.70 |
4.250 |
5,145.54 |
|
|
Fisher Pivots for day following 23-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
7,693.82 |
7,690.33 |
PP |
7,611.79 |
7,604.80 |
S1 |
7,529.75 |
7,519.28 |
|