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 |
927.6 |
934.9 |
7.3 |
0.8% |
928.3 |
High |
942.0 |
946.6 |
4.6 |
0.5% |
967.8 |
Low |
916.0 |
932.0 |
16.0 |
1.7% |
882.7 |
Close |
935.8 |
940.0 |
4.2 |
0.4% |
956.2 |
Range |
26.0 |
14.6 |
-11.4 |
-43.8% |
85.1 |
ATR |
30.9 |
29.7 |
-1.2 |
-3.8% |
0.0 |
Volume |
154,379 |
162,936 |
8,557 |
5.5% |
660,861 |
|
Daily Pivots for day following 26-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
983.3 |
976.3 |
948.0 |
|
R3 |
968.7 |
961.7 |
944.0 |
|
R2 |
954.1 |
954.1 |
942.7 |
|
R1 |
947.1 |
947.1 |
941.3 |
950.6 |
PP |
939.5 |
939.5 |
939.5 |
941.3 |
S1 |
932.5 |
932.5 |
938.7 |
936.0 |
S2 |
924.9 |
924.9 |
937.3 |
|
S3 |
910.3 |
917.9 |
936.0 |
|
S4 |
895.7 |
903.3 |
932.0 |
|
|
Weekly Pivots for week ending 20-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,190.9 |
1,158.6 |
1,003.0 |
|
R3 |
1,105.8 |
1,073.5 |
979.6 |
|
R2 |
1,020.7 |
1,020.7 |
971.8 |
|
R1 |
988.4 |
988.4 |
964.0 |
1,004.6 |
PP |
935.6 |
935.6 |
935.6 |
943.6 |
S1 |
903.3 |
903.3 |
948.4 |
919.5 |
S2 |
850.5 |
850.5 |
940.6 |
|
S3 |
765.4 |
818.2 |
932.8 |
|
S4 |
680.3 |
733.1 |
909.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
967.8 |
916.0 |
51.8 |
5.5% |
22.3 |
2.4% |
46% |
False |
False |
142,343 |
10 |
967.8 |
882.7 |
85.1 |
9.1% |
27.0 |
2.9% |
67% |
False |
False |
131,531 |
20 |
967.8 |
882.7 |
85.1 |
9.1% |
27.7 |
2.9% |
67% |
False |
False |
125,466 |
40 |
1,007.7 |
875.7 |
132.0 |
14.0% |
27.0 |
2.9% |
49% |
False |
False |
120,268 |
60 |
1,007.7 |
803.6 |
204.1 |
21.7% |
27.1 |
2.9% |
67% |
False |
False |
86,155 |
80 |
1,007.7 |
743.5 |
264.2 |
28.1% |
26.6 |
2.8% |
74% |
False |
False |
64,956 |
100 |
1,007.7 |
703.5 |
304.2 |
32.4% |
25.9 |
2.8% |
78% |
False |
False |
52,201 |
120 |
1,007.7 |
689.7 |
318.0 |
33.8% |
27.5 |
2.9% |
79% |
False |
False |
43,625 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,008.7 |
2.618 |
984.8 |
1.618 |
970.2 |
1.000 |
961.2 |
0.618 |
955.6 |
HIGH |
946.6 |
0.618 |
941.0 |
0.500 |
939.3 |
0.382 |
937.6 |
LOW |
932.0 |
0.618 |
923.0 |
1.000 |
917.4 |
1.618 |
908.4 |
2.618 |
893.8 |
4.250 |
870.0 |
|
|
Fisher Pivots for day following 26-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
939.8 |
937.1 |
PP |
939.5 |
934.2 |
S1 |
939.3 |
931.3 |
|