Trading Metrics calculated at close of trading on 30-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2009 |
30-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
856.85 |
876.59 |
19.74 |
2.3% |
868.27 |
High |
882.06 |
888.70 |
6.64 |
0.8% |
871.80 |
Low |
856.85 |
868.51 |
11.66 |
1.4% |
826.83 |
Close |
873.64 |
872.81 |
-0.83 |
-0.1% |
866.23 |
Range |
25.21 |
20.19 |
-5.02 |
-19.9% |
44.97 |
ATR |
22.79 |
22.60 |
-0.19 |
-0.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
937.24 |
925.22 |
883.91 |
|
R3 |
917.05 |
905.03 |
878.36 |
|
R2 |
896.86 |
896.86 |
876.51 |
|
R1 |
884.84 |
884.84 |
874.66 |
880.76 |
PP |
876.67 |
876.67 |
876.67 |
874.63 |
S1 |
864.65 |
864.65 |
870.96 |
860.57 |
S2 |
856.48 |
856.48 |
869.11 |
|
S3 |
836.29 |
844.46 |
867.26 |
|
S4 |
816.10 |
824.27 |
861.71 |
|
|
Weekly Pivots for week ending 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
989.86 |
973.02 |
890.96 |
|
R3 |
944.89 |
928.05 |
878.60 |
|
R2 |
899.92 |
899.92 |
874.47 |
|
R1 |
883.08 |
883.08 |
870.35 |
869.02 |
PP |
854.95 |
854.95 |
854.95 |
847.92 |
S1 |
838.11 |
838.11 |
862.11 |
824.05 |
S2 |
809.98 |
809.98 |
857.99 |
|
S3 |
765.01 |
793.14 |
853.86 |
|
S4 |
720.04 |
748.17 |
841.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
888.70 |
847.12 |
41.58 |
4.8% |
18.97 |
2.2% |
62% |
True |
False |
|
10 |
888.70 |
826.83 |
61.87 |
7.1% |
20.74 |
2.4% |
74% |
True |
False |
|
20 |
888.70 |
814.53 |
74.17 |
8.5% |
19.98 |
2.3% |
79% |
True |
False |
|
40 |
888.70 |
666.79 |
221.91 |
25.4% |
23.64 |
2.7% |
93% |
True |
False |
|
60 |
888.70 |
666.79 |
221.91 |
25.4% |
24.05 |
2.8% |
93% |
True |
False |
|
80 |
943.85 |
666.79 |
277.06 |
31.7% |
24.55 |
2.8% |
74% |
False |
False |
|
100 |
943.85 |
666.79 |
277.06 |
31.7% |
25.08 |
2.9% |
74% |
False |
False |
|
120 |
952.40 |
666.79 |
285.61 |
32.7% |
28.85 |
3.3% |
72% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
974.51 |
2.618 |
941.56 |
1.618 |
921.37 |
1.000 |
908.89 |
0.618 |
901.18 |
HIGH |
888.70 |
0.618 |
880.99 |
0.500 |
878.61 |
0.382 |
876.22 |
LOW |
868.51 |
0.618 |
856.03 |
1.000 |
848.32 |
1.618 |
835.84 |
2.618 |
815.65 |
4.250 |
782.70 |
|
|
Fisher Pivots for day following 30-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
878.61 |
871.18 |
PP |
876.67 |
869.54 |
S1 |
874.74 |
867.91 |
|