| Trading Metrics calculated at close of trading on 09-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2009 |
09-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
2,056.0 |
2,140.0 |
84.0 |
4.1% |
2,015.0 |
| High |
2,132.0 |
2,193.0 |
61.0 |
2.9% |
2,193.0 |
| Low |
2,047.0 |
2,122.0 |
75.0 |
3.7% |
1,921.0 |
| Close |
2,112.0 |
2,172.0 |
60.0 |
2.8% |
2,121.0 |
| Range |
85.0 |
71.0 |
-14.0 |
-16.5% |
272.0 |
| ATR |
85.6 |
85.3 |
-0.3 |
-0.4% |
0.0 |
| Volume |
1,129,148 |
1,056,661 |
-72,487 |
-6.4% |
7,439,096 |
|
| Daily Pivots for day following 09-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,375.3 |
2,344.7 |
2,211.1 |
|
| R3 |
2,304.3 |
2,273.7 |
2,191.5 |
|
| R2 |
2,233.3 |
2,233.3 |
2,185.0 |
|
| R1 |
2,202.7 |
2,202.7 |
2,178.5 |
2,218.0 |
| PP |
2,162.3 |
2,162.3 |
2,162.3 |
2,170.0 |
| S1 |
2,131.7 |
2,131.7 |
2,165.5 |
2,147.0 |
| S2 |
2,091.3 |
2,091.3 |
2,159.0 |
|
| S3 |
2,020.3 |
2,060.7 |
2,152.5 |
|
| S4 |
1,949.3 |
1,989.7 |
2,133.0 |
|
|
| 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 |
2,047.0 |
146.0 |
6.7% |
76.8 |
3.5% |
86% |
True |
False |
1,157,044 |
| 10 |
2,193.0 |
1,921.0 |
272.0 |
12.5% |
83.1 |
3.8% |
92% |
True |
False |
1,299,695 |
| 20 |
2,193.0 |
1,888.0 |
305.0 |
14.0% |
74.4 |
3.4% |
93% |
True |
False |
1,241,027 |
| 40 |
2,208.0 |
1,693.0 |
515.0 |
23.7% |
77.3 |
3.6% |
93% |
False |
False |
636,413 |
| 60 |
2,304.0 |
1,693.0 |
611.0 |
28.1% |
79.4 |
3.7% |
78% |
False |
False |
425,745 |
| 80 |
2,562.0 |
1,693.0 |
869.0 |
40.0% |
78.5 |
3.6% |
55% |
False |
False |
321,858 |
| 100 |
2,562.0 |
1,693.0 |
869.0 |
40.0% |
84.3 |
3.9% |
55% |
False |
False |
257,964 |
| 120 |
2,725.0 |
1,693.0 |
1,032.0 |
47.5% |
89.7 |
4.1% |
46% |
False |
False |
215,286 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,494.8 |
|
2.618 |
2,378.9 |
|
1.618 |
2,307.9 |
|
1.000 |
2,264.0 |
|
0.618 |
2,236.9 |
|
HIGH |
2,193.0 |
|
0.618 |
2,165.9 |
|
0.500 |
2,157.5 |
|
0.382 |
2,149.1 |
|
LOW |
2,122.0 |
|
0.618 |
2,078.1 |
|
1.000 |
2,051.0 |
|
1.618 |
2,007.1 |
|
2.618 |
1,936.1 |
|
4.250 |
1,820.3 |
|
|
| Fisher Pivots for day following 09-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,167.2 |
2,154.7 |
| PP |
2,162.3 |
2,137.3 |
| S1 |
2,157.5 |
2,120.0 |
|