| Trading Metrics calculated at close of trading on 06-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2009 |
06-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
2,142.0 |
2,155.0 |
13.0 |
0.6% |
2,015.0 |
| High |
2,193.0 |
2,170.0 |
-23.0 |
-1.0% |
2,193.0 |
| Low |
2,113.0 |
2,083.0 |
-30.0 |
-1.4% |
1,921.0 |
| Close |
2,121.0 |
2,095.0 |
-26.0 |
-1.2% |
2,121.0 |
| Range |
80.0 |
87.0 |
7.0 |
8.8% |
272.0 |
| ATR |
87.6 |
87.5 |
0.0 |
0.0% |
0.0 |
| Volume |
1,376,981 |
1,184,684 |
-192,297 |
-14.0% |
7,439,096 |
|
| Daily Pivots for day following 06-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,377.0 |
2,323.0 |
2,142.9 |
|
| R3 |
2,290.0 |
2,236.0 |
2,118.9 |
|
| R2 |
2,203.0 |
2,203.0 |
2,111.0 |
|
| R1 |
2,149.0 |
2,149.0 |
2,103.0 |
2,132.5 |
| PP |
2,116.0 |
2,116.0 |
2,116.0 |
2,107.8 |
| S1 |
2,062.0 |
2,062.0 |
2,087.0 |
2,045.5 |
| S2 |
2,029.0 |
2,029.0 |
2,079.1 |
|
| S3 |
1,942.0 |
1,975.0 |
2,071.1 |
|
| S4 |
1,855.0 |
1,888.0 |
2,047.2 |
|
|
| 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 |
1,937.0 |
256.0 |
12.2% |
90.0 |
4.3% |
62% |
False |
False |
1,446,554 |
| 10 |
2,193.0 |
1,921.0 |
272.0 |
13.0% |
80.4 |
3.8% |
64% |
False |
False |
1,400,662 |
| 20 |
2,193.0 |
1,728.0 |
465.0 |
22.2% |
80.6 |
3.8% |
79% |
False |
False |
1,098,134 |
| 40 |
2,301.0 |
1,693.0 |
608.0 |
29.0% |
76.8 |
3.7% |
66% |
False |
False |
556,097 |
| 60 |
2,440.0 |
1,693.0 |
747.0 |
35.7% |
80.4 |
3.8% |
54% |
False |
False |
372,147 |
| 80 |
2,562.0 |
1,693.0 |
869.0 |
41.5% |
78.8 |
3.8% |
46% |
False |
False |
281,806 |
| 100 |
2,637.0 |
1,693.0 |
944.0 |
45.1% |
85.8 |
4.1% |
43% |
False |
False |
225,820 |
| 120 |
2,746.0 |
1,693.0 |
1,053.0 |
50.3% |
89.0 |
4.2% |
38% |
False |
False |
188,464 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,539.8 |
|
2.618 |
2,397.8 |
|
1.618 |
2,310.8 |
|
1.000 |
2,257.0 |
|
0.618 |
2,223.8 |
|
HIGH |
2,170.0 |
|
0.618 |
2,136.8 |
|
0.500 |
2,126.5 |
|
0.382 |
2,116.2 |
|
LOW |
2,083.0 |
|
0.618 |
2,029.2 |
|
1.000 |
1,996.0 |
|
1.618 |
1,942.2 |
|
2.618 |
1,855.2 |
|
4.250 |
1,713.3 |
|
|
| Fisher Pivots for day following 06-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,126.5 |
2,129.0 |
| PP |
2,116.0 |
2,117.7 |
| S1 |
2,105.5 |
2,106.3 |
|