Trading Metrics calculated at close of trading on 25-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2009 |
25-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
7,773.47 |
7,659.81 |
-113.66 |
-1.5% |
7,225.33 |
High |
7,796.57 |
7,863.63 |
67.06 |
0.9% |
7,571.64 |
Low |
7,646.99 |
7,550.06 |
-96.93 |
-1.3% |
7,172.05 |
Close |
7,660.21 |
7,749.81 |
89.60 |
1.2% |
7,278.38 |
Range |
149.58 |
313.57 |
163.99 |
109.6% |
399.59 |
ATR |
244.50 |
249.43 |
4.93 |
2.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 25-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,661.88 |
8,519.41 |
7,922.27 |
|
R3 |
8,348.31 |
8,205.84 |
7,836.04 |
|
R2 |
8,034.74 |
8,034.74 |
7,807.30 |
|
R1 |
7,892.27 |
7,892.27 |
7,778.55 |
7,963.51 |
PP |
7,721.17 |
7,721.17 |
7,721.17 |
7,756.78 |
S1 |
7,578.70 |
7,578.70 |
7,721.07 |
7,649.94 |
S2 |
7,407.60 |
7,407.60 |
7,692.32 |
|
S3 |
7,094.03 |
7,265.13 |
7,663.58 |
|
S4 |
6,780.46 |
6,951.56 |
7,577.35 |
|
|
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 |
7,863.63 |
7,257.83 |
605.80 |
7.8% |
269.48 |
3.5% |
81% |
True |
False |
|
10 |
7,863.63 |
6,872.25 |
991.38 |
12.8% |
252.18 |
3.3% |
89% |
True |
False |
|
20 |
7,863.63 |
6,469.95 |
1,393.68 |
18.0% |
247.70 |
3.2% |
92% |
True |
False |
|
40 |
8,405.87 |
6,469.95 |
1,935.92 |
25.0% |
236.54 |
3.1% |
66% |
False |
False |
|
60 |
9,088.06 |
6,469.95 |
2,618.11 |
33.8% |
230.88 |
3.0% |
49% |
False |
False |
|
80 |
9,088.06 |
6,469.95 |
2,618.11 |
33.8% |
247.86 |
3.2% |
49% |
False |
False |
|
100 |
9,653.95 |
6,469.95 |
3,184.00 |
41.1% |
285.27 |
3.7% |
40% |
False |
False |
|
120 |
10,825.54 |
6,469.95 |
4,355.59 |
56.2% |
344.23 |
4.4% |
29% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,196.30 |
2.618 |
8,684.56 |
1.618 |
8,370.99 |
1.000 |
8,177.20 |
0.618 |
8,057.42 |
HIGH |
7,863.63 |
0.618 |
7,743.85 |
0.500 |
7,706.85 |
0.382 |
7,669.84 |
LOW |
7,550.06 |
0.618 |
7,356.27 |
1.000 |
7,236.49 |
1.618 |
7,042.70 |
2.618 |
6,729.13 |
4.250 |
6,217.39 |
|
|
Fisher Pivots for day following 25-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
7,735.49 |
7,690.28 |
PP |
7,721.17 |
7,630.74 |
S1 |
7,706.85 |
7,571.21 |
|