Trading Metrics calculated at close of trading on 02-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2009 |
02-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
918.6 |
926.9 |
8.3 |
0.9% |
950.5 |
High |
932.5 |
930.3 |
-2.2 |
-0.2% |
958.1 |
Low |
916.9 |
894.9 |
-22.0 |
-2.4% |
916.0 |
Close |
926.1 |
907.4 |
-18.7 |
-2.0% |
923.2 |
Range |
15.6 |
35.4 |
19.8 |
126.9% |
42.1 |
ATR |
26.7 |
27.3 |
0.6 |
2.3% |
0.0 |
Volume |
7,403 |
3,659 |
-3,744 |
-50.6% |
653,573 |
|
Daily Pivots for day following 02-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,017.1 |
997.6 |
926.9 |
|
R3 |
981.7 |
962.2 |
917.1 |
|
R2 |
946.3 |
946.3 |
913.9 |
|
R1 |
926.8 |
926.8 |
910.6 |
918.9 |
PP |
910.9 |
910.9 |
910.9 |
906.9 |
S1 |
891.4 |
891.4 |
904.2 |
883.5 |
S2 |
875.5 |
875.5 |
900.9 |
|
S3 |
840.1 |
856.0 |
897.7 |
|
S4 |
804.7 |
820.6 |
887.9 |
|
|
Weekly Pivots for week ending 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,058.7 |
1,033.1 |
946.4 |
|
R3 |
1,016.6 |
991.0 |
934.8 |
|
R2 |
974.5 |
974.5 |
930.9 |
|
R1 |
948.9 |
948.9 |
927.1 |
940.7 |
PP |
932.4 |
932.4 |
932.4 |
928.3 |
S1 |
906.8 |
906.8 |
919.3 |
898.6 |
S2 |
890.3 |
890.3 |
915.5 |
|
S3 |
848.2 |
864.7 |
911.6 |
|
S4 |
806.1 |
822.6 |
900.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
936.7 |
894.9 |
41.8 |
4.6% |
21.1 |
2.3% |
30% |
False |
True |
59,936 |
10 |
967.8 |
894.9 |
72.9 |
8.0% |
21.7 |
2.4% |
17% |
False |
True |
101,140 |
20 |
967.8 |
882.7 |
85.1 |
9.4% |
25.0 |
2.8% |
29% |
False |
False |
108,528 |
40 |
1,007.7 |
882.7 |
125.0 |
13.8% |
26.4 |
2.9% |
20% |
False |
False |
114,407 |
60 |
1,007.7 |
803.6 |
204.1 |
22.5% |
26.5 |
2.9% |
51% |
False |
False |
90,835 |
80 |
1,007.7 |
758.1 |
249.6 |
27.5% |
26.1 |
2.9% |
60% |
False |
False |
68,659 |
100 |
1,007.7 |
703.5 |
304.2 |
33.5% |
25.7 |
2.8% |
67% |
False |
False |
55,151 |
120 |
1,007.7 |
689.7 |
318.0 |
35.0% |
26.4 |
2.9% |
68% |
False |
False |
46,091 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,080.8 |
2.618 |
1,023.0 |
1.618 |
987.6 |
1.000 |
965.7 |
0.618 |
952.2 |
HIGH |
930.3 |
0.618 |
916.8 |
0.500 |
912.6 |
0.382 |
908.4 |
LOW |
894.9 |
0.618 |
873.0 |
1.000 |
859.5 |
1.618 |
837.6 |
2.618 |
802.2 |
4.250 |
744.5 |
|
|
Fisher Pivots for day following 02-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
912.6 |
913.7 |
PP |
910.9 |
911.6 |
S1 |
909.1 |
909.5 |
|