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 |
7,279.25 |
7,773.47 |
494.22 |
6.8% |
7,225.33 |
High |
7,780.72 |
7,796.57 |
15.85 |
0.2% |
7,571.64 |
Low |
7,278.78 |
7,646.99 |
368.21 |
5.1% |
7,172.05 |
Close |
7,775.86 |
7,660.21 |
-115.65 |
-1.5% |
7,278.38 |
Range |
501.94 |
149.58 |
-352.36 |
-70.2% |
399.59 |
ATR |
251.80 |
244.50 |
-7.30 |
-2.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,150.00 |
8,054.68 |
7,742.48 |
|
R3 |
8,000.42 |
7,905.10 |
7,701.34 |
|
R2 |
7,850.84 |
7,850.84 |
7,687.63 |
|
R1 |
7,755.52 |
7,755.52 |
7,673.92 |
7,728.39 |
PP |
7,701.26 |
7,701.26 |
7,701.26 |
7,687.69 |
S1 |
7,605.94 |
7,605.94 |
7,646.50 |
7,578.81 |
S2 |
7,551.68 |
7,551.68 |
7,632.79 |
|
S3 |
7,402.10 |
7,456.36 |
7,619.08 |
|
S4 |
7,252.52 |
7,306.78 |
7,577.94 |
|
|
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 |
7,796.57 |
7,257.27 |
539.30 |
7.0% |
269.64 |
3.5% |
75% |
True |
False |
|
10 |
7,796.57 |
6,867.55 |
929.02 |
12.1% |
235.57 |
3.1% |
85% |
True |
False |
|
20 |
7,796.57 |
6,469.95 |
1,326.62 |
17.3% |
244.43 |
3.2% |
90% |
True |
False |
|
40 |
8,405.87 |
6,469.95 |
1,935.92 |
25.3% |
232.27 |
3.0% |
61% |
False |
False |
|
60 |
9,088.06 |
6,469.95 |
2,618.11 |
34.2% |
226.84 |
3.0% |
45% |
False |
False |
|
80 |
9,088.06 |
6,469.95 |
2,618.11 |
34.2% |
249.13 |
3.3% |
45% |
False |
False |
|
100 |
9,653.95 |
6,469.95 |
3,184.00 |
41.6% |
286.86 |
3.7% |
37% |
False |
False |
|
120 |
10,882.52 |
6,469.95 |
4,412.57 |
57.6% |
343.71 |
4.5% |
27% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,432.29 |
2.618 |
8,188.17 |
1.618 |
8,038.59 |
1.000 |
7,946.15 |
0.618 |
7,889.01 |
HIGH |
7,796.57 |
0.618 |
7,739.43 |
0.500 |
7,721.78 |
0.382 |
7,704.13 |
LOW |
7,646.99 |
0.618 |
7,554.55 |
1.000 |
7,497.41 |
1.618 |
7,404.97 |
2.618 |
7,255.39 |
4.250 |
7,011.28 |
|
|
Fisher Pivots for day following 24-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
7,721.78 |
7,615.87 |
PP |
7,701.26 |
7,571.54 |
S1 |
7,680.73 |
7,527.20 |
|