Trading Metrics calculated at close of trading on 26-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2009 |
26-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
7,659.81 |
7,752.36 |
92.55 |
1.2% |
7,225.33 |
High |
7,863.63 |
7,931.33 |
67.70 |
0.9% |
7,571.64 |
Low |
7,550.06 |
7,752.28 |
202.22 |
2.7% |
7,172.05 |
Close |
7,749.81 |
7,924.56 |
174.75 |
2.3% |
7,278.38 |
Range |
313.57 |
179.05 |
-134.52 |
-42.9% |
399.59 |
ATR |
249.43 |
244.58 |
-4.85 |
-1.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,406.54 |
8,344.60 |
8,023.04 |
|
R3 |
8,227.49 |
8,165.55 |
7,973.80 |
|
R2 |
8,048.44 |
8,048.44 |
7,957.39 |
|
R1 |
7,986.50 |
7,986.50 |
7,940.97 |
8,017.47 |
PP |
7,869.39 |
7,869.39 |
7,869.39 |
7,884.88 |
S1 |
7,807.45 |
7,807.45 |
7,908.15 |
7,838.42 |
S2 |
7,690.34 |
7,690.34 |
7,891.73 |
|
S3 |
7,511.29 |
7,628.40 |
7,875.32 |
|
S4 |
7,332.24 |
7,449.35 |
7,826.08 |
|
|
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 |
7,931.33 |
7,257.83 |
673.50 |
8.5% |
269.45 |
3.4% |
99% |
True |
False |
|
10 |
7,931.33 |
7,105.86 |
825.47 |
10.4% |
238.84 |
3.0% |
99% |
True |
False |
|
20 |
7,931.33 |
6,469.95 |
1,461.38 |
18.4% |
245.21 |
3.1% |
100% |
True |
False |
|
40 |
8,373.14 |
6,469.95 |
1,903.19 |
24.0% |
235.27 |
3.0% |
76% |
False |
False |
|
60 |
9,088.06 |
6,469.95 |
2,618.11 |
33.0% |
231.09 |
2.9% |
56% |
False |
False |
|
80 |
9,088.06 |
6,469.95 |
2,618.11 |
33.0% |
248.11 |
3.1% |
56% |
False |
False |
|
100 |
9,653.95 |
6,469.95 |
3,184.00 |
40.2% |
284.16 |
3.6% |
46% |
False |
False |
|
120 |
10,796.26 |
6,469.95 |
4,326.31 |
54.6% |
342.51 |
4.3% |
34% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,692.29 |
2.618 |
8,400.08 |
1.618 |
8,221.03 |
1.000 |
8,110.38 |
0.618 |
8,041.98 |
HIGH |
7,931.33 |
0.618 |
7,862.93 |
0.500 |
7,841.81 |
0.382 |
7,820.68 |
LOW |
7,752.28 |
0.618 |
7,641.63 |
1.000 |
7,573.23 |
1.618 |
7,462.58 |
2.618 |
7,283.53 |
4.250 |
6,991.32 |
|
|
Fisher Pivots for day following 26-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
7,896.98 |
7,863.27 |
PP |
7,869.39 |
7,801.98 |
S1 |
7,841.81 |
7,740.70 |
|