| Trading Metrics calculated at close of trading on 23-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2009 |
23-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
7,345 |
7,228 |
-117 |
-1.6% |
7,155 |
| High |
7,402 |
7,747 |
345 |
4.7% |
7,520 |
| Low |
7,199 |
7,225 |
26 |
0.4% |
7,115 |
| Close |
7,215 |
7,712 |
497 |
6.9% |
7,215 |
| Range |
203 |
522 |
319 |
157.1% |
405 |
| ATR |
251 |
271 |
20 |
8.0% |
0 |
| Volume |
205,650 |
161,296 |
-44,354 |
-21.6% |
1,024,259 |
|
| Daily Pivots for day following 23-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,127 |
8,942 |
7,999 |
|
| R3 |
8,605 |
8,420 |
7,856 |
|
| R2 |
8,083 |
8,083 |
7,808 |
|
| R1 |
7,898 |
7,898 |
7,760 |
7,991 |
| PP |
7,561 |
7,561 |
7,561 |
7,608 |
| S1 |
7,376 |
7,376 |
7,664 |
7,469 |
| S2 |
7,039 |
7,039 |
7,616 |
|
| S3 |
6,517 |
6,854 |
7,569 |
|
| S4 |
5,995 |
6,332 |
7,425 |
|
|
| Weekly Pivots for week ending 20-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,498 |
8,262 |
7,438 |
|
| R3 |
8,093 |
7,857 |
7,327 |
|
| R2 |
7,688 |
7,688 |
7,289 |
|
| R1 |
7,452 |
7,452 |
7,252 |
7,570 |
| PP |
7,283 |
7,283 |
7,283 |
7,343 |
| S1 |
7,047 |
7,047 |
7,178 |
7,165 |
| S2 |
6,878 |
6,878 |
7,141 |
|
| S3 |
6,473 |
6,642 |
7,104 |
|
| S4 |
6,068 |
6,237 |
6,992 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,747 |
7,119 |
628 |
8.1% |
299 |
3.9% |
94% |
True |
False |
200,239 |
| 10 |
7,747 |
6,461 |
1,286 |
16.7% |
283 |
3.7% |
97% |
True |
False |
131,876 |
| 20 |
7,747 |
6,416 |
1,331 |
17.3% |
282 |
3.7% |
97% |
True |
False |
66,209 |
| 40 |
8,312 |
6,416 |
1,896 |
24.6% |
248 |
3.2% |
68% |
False |
False |
33,148 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,966 |
|
2.618 |
9,114 |
|
1.618 |
8,592 |
|
1.000 |
8,269 |
|
0.618 |
8,070 |
|
HIGH |
7,747 |
|
0.618 |
7,548 |
|
0.500 |
7,486 |
|
0.382 |
7,425 |
|
LOW |
7,225 |
|
0.618 |
6,903 |
|
1.000 |
6,703 |
|
1.618 |
6,381 |
|
2.618 |
5,859 |
|
4.250 |
5,007 |
|
|
| Fisher Pivots for day following 23-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
7,637 |
7,632 |
| PP |
7,561 |
7,553 |
| S1 |
7,486 |
7,473 |
|