Trading Metrics calculated at close of trading on 30-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2009 |
30-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
7,922.57 |
7,773.31 |
-149.26 |
-1.9% |
7,279.25 |
High |
7,922.57 |
7,773.39 |
-149.18 |
-1.9% |
7,931.33 |
Low |
7,735.95 |
7,437.59 |
-298.36 |
-3.9% |
7,278.78 |
Close |
7,776.18 |
7,522.02 |
-254.16 |
-3.3% |
7,776.18 |
Range |
186.62 |
335.80 |
149.18 |
79.9% |
652.55 |
ATR |
240.58 |
247.58 |
7.00 |
2.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,585.07 |
8,389.34 |
7,706.71 |
|
R3 |
8,249.27 |
8,053.54 |
7,614.37 |
|
R2 |
7,913.47 |
7,913.47 |
7,583.58 |
|
R1 |
7,717.74 |
7,717.74 |
7,552.80 |
7,647.71 |
PP |
7,577.67 |
7,577.67 |
7,577.67 |
7,542.65 |
S1 |
7,381.94 |
7,381.94 |
7,491.24 |
7,311.91 |
S2 |
7,241.87 |
7,241.87 |
7,460.46 |
|
S3 |
6,906.07 |
7,046.14 |
7,429.68 |
|
S4 |
6,570.27 |
6,710.34 |
7,337.33 |
|
|
Weekly Pivots for week ending 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,619.75 |
9,350.51 |
8,135.08 |
|
R3 |
8,967.20 |
8,697.96 |
7,955.63 |
|
R2 |
8,314.65 |
8,314.65 |
7,895.81 |
|
R1 |
8,045.41 |
8,045.41 |
7,836.00 |
8,180.03 |
PP |
7,662.10 |
7,662.10 |
7,662.10 |
7,729.41 |
S1 |
7,392.86 |
7,392.86 |
7,716.36 |
7,527.48 |
S2 |
7,009.55 |
7,009.55 |
7,656.55 |
|
S3 |
6,357.00 |
6,740.31 |
7,596.73 |
|
S4 |
5,704.45 |
6,087.76 |
7,417.28 |
|
|
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 |
7,437.59 |
493.74 |
6.6% |
232.92 |
3.1% |
17% |
False |
True |
|
10 |
7,931.33 |
7,172.05 |
759.28 |
10.1% |
258.80 |
3.4% |
46% |
False |
False |
|
20 |
7,931.33 |
6,469.95 |
1,461.38 |
19.4% |
248.05 |
3.3% |
72% |
False |
False |
|
40 |
8,315.07 |
6,469.95 |
1,845.12 |
24.5% |
236.61 |
3.1% |
57% |
False |
False |
|
60 |
9,088.06 |
6,469.95 |
2,618.11 |
34.8% |
233.70 |
3.1% |
40% |
False |
False |
|
80 |
9,088.06 |
6,469.95 |
2,618.11 |
34.8% |
242.40 |
3.2% |
40% |
False |
False |
|
100 |
9,653.95 |
6,469.95 |
3,184.00 |
42.3% |
284.49 |
3.8% |
33% |
False |
False |
|
120 |
10,124.03 |
6,469.95 |
3,654.08 |
48.6% |
336.17 |
4.5% |
29% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,200.54 |
2.618 |
8,652.51 |
1.618 |
8,316.71 |
1.000 |
8,109.19 |
0.618 |
7,980.91 |
HIGH |
7,773.39 |
0.618 |
7,645.11 |
0.500 |
7,605.49 |
0.382 |
7,565.87 |
LOW |
7,437.59 |
0.618 |
7,230.07 |
1.000 |
7,101.79 |
1.618 |
6,894.27 |
2.618 |
6,558.47 |
4.250 |
6,010.44 |
|
|
Fisher Pivots for day following 30-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
7,605.49 |
7,684.46 |
PP |
7,577.67 |
7,630.31 |
S1 |
7,549.84 |
7,576.17 |
|