| Trading Metrics calculated at close of trading on 08-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2009 |
08-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
2,118.0 |
2,056.0 |
-62.0 |
-2.9% |
2,015.0 |
| High |
2,122.0 |
2,132.0 |
10.0 |
0.5% |
2,193.0 |
| Low |
2,061.0 |
2,047.0 |
-14.0 |
-0.7% |
1,921.0 |
| Close |
2,089.0 |
2,112.0 |
23.0 |
1.1% |
2,121.0 |
| Range |
61.0 |
85.0 |
24.0 |
39.3% |
272.0 |
| ATR |
85.6 |
85.6 |
0.0 |
-0.1% |
0.0 |
| Volume |
1,037,746 |
1,129,148 |
91,402 |
8.8% |
7,439,096 |
|
| Daily Pivots for day following 08-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,352.0 |
2,317.0 |
2,158.8 |
|
| R3 |
2,267.0 |
2,232.0 |
2,135.4 |
|
| R2 |
2,182.0 |
2,182.0 |
2,127.6 |
|
| R1 |
2,147.0 |
2,147.0 |
2,119.8 |
2,164.5 |
| PP |
2,097.0 |
2,097.0 |
2,097.0 |
2,105.8 |
| S1 |
2,062.0 |
2,062.0 |
2,104.2 |
2,079.5 |
| S2 |
2,012.0 |
2,012.0 |
2,096.4 |
|
| S3 |
1,927.0 |
1,977.0 |
2,088.6 |
|
| S4 |
1,842.0 |
1,892.0 |
2,065.3 |
|
|
| 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 |
2,047.0 |
146.0 |
6.9% |
81.2 |
3.8% |
45% |
False |
True |
1,316,201 |
| 10 |
2,193.0 |
1,921.0 |
272.0 |
12.9% |
81.0 |
3.8% |
70% |
False |
False |
1,313,727 |
| 20 |
2,193.0 |
1,805.0 |
388.0 |
18.4% |
76.9 |
3.6% |
79% |
False |
False |
1,196,909 |
| 40 |
2,213.0 |
1,693.0 |
520.0 |
24.6% |
76.5 |
3.6% |
81% |
False |
False |
610,050 |
| 60 |
2,376.0 |
1,693.0 |
683.0 |
32.3% |
80.8 |
3.8% |
61% |
False |
False |
408,168 |
| 80 |
2,562.0 |
1,693.0 |
869.0 |
41.1% |
78.3 |
3.7% |
48% |
False |
False |
308,785 |
| 100 |
2,562.0 |
1,693.0 |
869.0 |
41.1% |
84.9 |
4.0% |
48% |
False |
False |
247,418 |
| 120 |
2,725.0 |
1,693.0 |
1,032.0 |
48.9% |
89.5 |
4.2% |
41% |
False |
False |
206,487 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,493.3 |
|
2.618 |
2,354.5 |
|
1.618 |
2,269.5 |
|
1.000 |
2,217.0 |
|
0.618 |
2,184.5 |
|
HIGH |
2,132.0 |
|
0.618 |
2,099.5 |
|
0.500 |
2,089.5 |
|
0.382 |
2,079.5 |
|
LOW |
2,047.0 |
|
0.618 |
1,994.5 |
|
1.000 |
1,962.0 |
|
1.618 |
1,909.5 |
|
2.618 |
1,824.5 |
|
4.250 |
1,685.8 |
|
|
| Fisher Pivots for day following 08-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,104.5 |
2,110.8 |
| PP |
2,097.0 |
2,109.7 |
| S1 |
2,089.5 |
2,108.5 |
|