| Trading Metrics calculated at close of trading on 24-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2009 |
24-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
7,228 |
7,710 |
482 |
6.7% |
7,155 |
| High |
7,747 |
7,743 |
-4 |
-0.1% |
7,520 |
| Low |
7,225 |
7,587 |
362 |
5.0% |
7,115 |
| Close |
7,712 |
7,620 |
-92 |
-1.2% |
7,215 |
| Range |
522 |
156 |
-366 |
-70.1% |
405 |
| ATR |
271 |
263 |
-8 |
-3.0% |
0 |
| Volume |
161,296 |
194,407 |
33,111 |
20.5% |
1,024,259 |
|
| Daily Pivots for day following 24-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,118 |
8,025 |
7,706 |
|
| R3 |
7,962 |
7,869 |
7,663 |
|
| R2 |
7,806 |
7,806 |
7,649 |
|
| R1 |
7,713 |
7,713 |
7,634 |
7,682 |
| PP |
7,650 |
7,650 |
7,650 |
7,634 |
| S1 |
7,557 |
7,557 |
7,606 |
7,526 |
| S2 |
7,494 |
7,494 |
7,592 |
|
| S3 |
7,338 |
7,401 |
7,577 |
|
| S4 |
7,182 |
7,245 |
7,534 |
|
|
| 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 |
7,199 |
548 |
7.2% |
281 |
3.7% |
77% |
False |
False |
199,729 |
| 10 |
7,747 |
6,466 |
1,281 |
16.8% |
278 |
3.6% |
90% |
False |
False |
151,197 |
| 20 |
7,747 |
6,416 |
1,331 |
17.5% |
270 |
3.5% |
90% |
False |
False |
75,909 |
| 40 |
8,312 |
6,416 |
1,896 |
24.9% |
245 |
3.2% |
64% |
False |
False |
38,007 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,406 |
|
2.618 |
8,152 |
|
1.618 |
7,996 |
|
1.000 |
7,899 |
|
0.618 |
7,840 |
|
HIGH |
7,743 |
|
0.618 |
7,684 |
|
0.500 |
7,665 |
|
0.382 |
7,647 |
|
LOW |
7,587 |
|
0.618 |
7,491 |
|
1.000 |
7,431 |
|
1.618 |
7,335 |
|
2.618 |
7,179 |
|
4.250 |
6,924 |
|
|
| Fisher Pivots for day following 24-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
7,665 |
7,571 |
| PP |
7,650 |
7,522 |
| S1 |
7,635 |
7,473 |
|