| Trading Metrics calculated at close of trading on 03-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2009 |
03-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
2,079.0 |
2,142.0 |
63.0 |
3.0% |
2,015.0 |
| High |
2,158.0 |
2,193.0 |
35.0 |
1.6% |
2,193.0 |
| Low |
2,065.0 |
2,113.0 |
48.0 |
2.3% |
1,921.0 |
| Close |
2,145.0 |
2,121.0 |
-24.0 |
-1.1% |
2,121.0 |
| Range |
93.0 |
80.0 |
-13.0 |
-14.0% |
272.0 |
| ATR |
88.2 |
87.6 |
-0.6 |
-0.7% |
0.0 |
| Volume |
1,852,447 |
1,376,981 |
-475,466 |
-25.7% |
7,439,096 |
|
| Daily Pivots for day following 03-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,382.3 |
2,331.7 |
2,165.0 |
|
| R3 |
2,302.3 |
2,251.7 |
2,143.0 |
|
| R2 |
2,222.3 |
2,222.3 |
2,135.7 |
|
| R1 |
2,171.7 |
2,171.7 |
2,128.3 |
2,157.0 |
| PP |
2,142.3 |
2,142.3 |
2,142.3 |
2,135.0 |
| S1 |
2,091.7 |
2,091.7 |
2,113.7 |
2,077.0 |
| S2 |
2,062.3 |
2,062.3 |
2,106.3 |
|
| S3 |
1,982.3 |
2,011.7 |
2,099.0 |
|
| S4 |
1,902.3 |
1,931.7 |
2,077.0 |
|
|
| Weekly Pivots for week ending 03-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,894.3 |
2,779.7 |
2,270.6 |
|
| R3 |
2,622.3 |
2,507.7 |
2,195.8 |
|
| R2 |
2,350.3 |
2,350.3 |
2,170.9 |
|
| R1 |
2,235.7 |
2,235.7 |
2,145.9 |
2,293.0 |
| PP |
2,078.3 |
2,078.3 |
2,078.3 |
2,107.0 |
| S1 |
1,963.7 |
1,963.7 |
2,096.1 |
2,021.0 |
| S2 |
1,806.3 |
1,806.3 |
2,071.1 |
|
| S3 |
1,534.3 |
1,691.7 |
2,046.2 |
|
| S4 |
1,262.3 |
1,419.7 |
1,971.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,193.0 |
1,921.0 |
272.0 |
12.8% |
91.4 |
4.3% |
74% |
True |
False |
1,487,819 |
| 10 |
2,193.0 |
1,921.0 |
272.0 |
12.8% |
81.2 |
3.8% |
74% |
True |
False |
1,420,983 |
| 20 |
2,193.0 |
1,693.0 |
500.0 |
23.6% |
79.6 |
3.8% |
86% |
True |
False |
1,043,491 |
| 40 |
2,304.0 |
1,693.0 |
611.0 |
28.8% |
76.5 |
3.6% |
70% |
False |
False |
526,546 |
| 60 |
2,493.0 |
1,693.0 |
800.0 |
37.7% |
80.3 |
3.8% |
54% |
False |
False |
352,407 |
| 80 |
2,562.0 |
1,693.0 |
869.0 |
41.0% |
79.0 |
3.7% |
49% |
False |
False |
267,024 |
| 100 |
2,637.0 |
1,693.0 |
944.0 |
44.5% |
85.9 |
4.0% |
45% |
False |
False |
213,981 |
| 120 |
2,746.0 |
1,693.0 |
1,053.0 |
49.6% |
88.9 |
4.2% |
41% |
False |
False |
178,593 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,533.0 |
|
2.618 |
2,402.4 |
|
1.618 |
2,322.4 |
|
1.000 |
2,273.0 |
|
0.618 |
2,242.4 |
|
HIGH |
2,193.0 |
|
0.618 |
2,162.4 |
|
0.500 |
2,153.0 |
|
0.382 |
2,143.6 |
|
LOW |
2,113.0 |
|
0.618 |
2,063.6 |
|
1.000 |
2,033.0 |
|
1.618 |
1,983.6 |
|
2.618 |
1,903.6 |
|
4.250 |
1,773.0 |
|
|
| Fisher Pivots for day following 03-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,153.0 |
2,103.7 |
| PP |
2,142.3 |
2,086.3 |
| S1 |
2,131.7 |
2,069.0 |
|