| Trading Metrics calculated at close of trading on 07-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2009 |
07-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
2,155.0 |
2,118.0 |
-37.0 |
-1.7% |
2,015.0 |
| High |
2,170.0 |
2,122.0 |
-48.0 |
-2.2% |
2,193.0 |
| Low |
2,083.0 |
2,061.0 |
-22.0 |
-1.1% |
1,921.0 |
| Close |
2,095.0 |
2,089.0 |
-6.0 |
-0.3% |
2,121.0 |
| Range |
87.0 |
61.0 |
-26.0 |
-29.9% |
272.0 |
| ATR |
87.5 |
85.6 |
-1.9 |
-2.2% |
0.0 |
| Volume |
1,184,684 |
1,037,746 |
-146,938 |
-12.4% |
7,439,096 |
|
| Daily Pivots for day following 07-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,273.7 |
2,242.3 |
2,122.6 |
|
| R3 |
2,212.7 |
2,181.3 |
2,105.8 |
|
| R2 |
2,151.7 |
2,151.7 |
2,100.2 |
|
| R1 |
2,120.3 |
2,120.3 |
2,094.6 |
2,105.5 |
| PP |
2,090.7 |
2,090.7 |
2,090.7 |
2,083.3 |
| S1 |
2,059.3 |
2,059.3 |
2,083.4 |
2,044.5 |
| S2 |
2,029.7 |
2,029.7 |
2,077.8 |
|
| S3 |
1,968.7 |
1,998.3 |
2,072.2 |
|
| S4 |
1,907.7 |
1,937.3 |
2,055.5 |
|
|
| 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 |
1,945.0 |
248.0 |
11.9% |
86.0 |
4.1% |
58% |
False |
False |
1,378,433 |
| 10 |
2,193.0 |
1,921.0 |
272.0 |
13.0% |
80.0 |
3.8% |
62% |
False |
False |
1,358,144 |
| 20 |
2,193.0 |
1,805.0 |
388.0 |
18.6% |
77.3 |
3.7% |
73% |
False |
False |
1,146,227 |
| 40 |
2,286.0 |
1,693.0 |
593.0 |
28.4% |
77.4 |
3.7% |
67% |
False |
False |
581,958 |
| 60 |
2,388.0 |
1,693.0 |
695.0 |
33.3% |
80.2 |
3.8% |
57% |
False |
False |
389,412 |
| 80 |
2,562.0 |
1,693.0 |
869.0 |
41.6% |
78.6 |
3.8% |
46% |
False |
False |
294,709 |
| 100 |
2,562.0 |
1,693.0 |
869.0 |
41.6% |
85.1 |
4.1% |
46% |
False |
False |
236,162 |
| 120 |
2,746.0 |
1,693.0 |
1,053.0 |
50.4% |
88.9 |
4.3% |
38% |
False |
False |
197,081 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,381.3 |
|
2.618 |
2,281.7 |
|
1.618 |
2,220.7 |
|
1.000 |
2,183.0 |
|
0.618 |
2,159.7 |
|
HIGH |
2,122.0 |
|
0.618 |
2,098.7 |
|
0.500 |
2,091.5 |
|
0.382 |
2,084.3 |
|
LOW |
2,061.0 |
|
0.618 |
2,023.3 |
|
1.000 |
2,000.0 |
|
1.618 |
1,962.3 |
|
2.618 |
1,901.3 |
|
4.250 |
1,801.8 |
|
|
| Fisher Pivots for day following 07-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,091.5 |
2,127.0 |
| PP |
2,090.7 |
2,114.3 |
| S1 |
2,089.8 |
2,101.7 |
|