Trading Metrics calculated at close of trading on 14-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2009 |
14-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
855.33 |
856.88 |
1.55 |
0.2% |
839.75 |
High |
864.31 |
856.88 |
-7.43 |
-0.9% |
856.91 |
Low |
845.35 |
840.25 |
-5.10 |
-0.6% |
814.53 |
Close |
858.73 |
841.50 |
-17.23 |
-2.0% |
856.56 |
Range |
18.96 |
16.63 |
-2.33 |
-12.3% |
42.38 |
ATR |
25.48 |
24.98 |
-0.50 |
-2.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
896.10 |
885.43 |
850.65 |
|
R3 |
879.47 |
868.80 |
846.07 |
|
R2 |
862.84 |
862.84 |
844.55 |
|
R1 |
852.17 |
852.17 |
843.02 |
849.19 |
PP |
846.21 |
846.21 |
846.21 |
844.72 |
S1 |
835.54 |
835.54 |
839.98 |
832.56 |
S2 |
829.58 |
829.58 |
838.45 |
|
S3 |
812.95 |
818.91 |
836.93 |
|
S4 |
796.32 |
802.28 |
832.35 |
|
|
Weekly Pivots for week ending 10-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
969.81 |
955.56 |
879.87 |
|
R3 |
927.43 |
913.18 |
868.21 |
|
R2 |
885.05 |
885.05 |
864.33 |
|
R1 |
870.80 |
870.80 |
860.44 |
877.93 |
PP |
842.67 |
842.67 |
842.67 |
846.23 |
S1 |
828.42 |
828.42 |
852.68 |
835.55 |
S2 |
800.29 |
800.29 |
848.79 |
|
S3 |
757.91 |
786.04 |
844.91 |
|
S4 |
715.53 |
743.66 |
833.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
864.31 |
814.53 |
49.78 |
5.9% |
17.56 |
2.1% |
54% |
False |
False |
|
10 |
864.31 |
783.32 |
80.99 |
9.6% |
20.16 |
2.4% |
72% |
False |
False |
|
20 |
864.31 |
749.93 |
114.38 |
13.6% |
23.97 |
2.8% |
80% |
False |
False |
|
40 |
864.31 |
666.79 |
197.52 |
23.5% |
25.01 |
3.0% |
88% |
False |
False |
|
60 |
877.86 |
666.79 |
211.07 |
25.1% |
25.52 |
3.0% |
83% |
False |
False |
|
80 |
943.85 |
666.79 |
277.06 |
32.9% |
24.64 |
2.9% |
63% |
False |
False |
|
100 |
943.85 |
666.79 |
277.06 |
32.9% |
28.43 |
3.4% |
63% |
False |
False |
|
120 |
1,007.51 |
666.79 |
340.72 |
40.5% |
31.67 |
3.8% |
51% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
927.56 |
2.618 |
900.42 |
1.618 |
883.79 |
1.000 |
873.51 |
0.618 |
867.16 |
HIGH |
856.88 |
0.618 |
850.53 |
0.500 |
848.57 |
0.382 |
846.60 |
LOW |
840.25 |
0.618 |
829.97 |
1.000 |
823.62 |
1.618 |
813.34 |
2.618 |
796.71 |
4.250 |
769.57 |
|
|
Fisher Pivots for day following 14-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
848.57 |
846.80 |
PP |
846.21 |
845.03 |
S1 |
843.86 |
843.27 |
|