| Trading Metrics calculated at close of trading on 14-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2009 |
14-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
2,140.0 |
2,171.0 |
31.0 |
1.4% |
2,155.0 |
| High |
2,193.0 |
2,228.0 |
35.0 |
1.6% |
2,193.0 |
| Low |
2,122.0 |
2,169.0 |
47.0 |
2.2% |
2,047.0 |
| Close |
2,172.0 |
2,197.0 |
25.0 |
1.2% |
2,172.0 |
| Range |
71.0 |
59.0 |
-12.0 |
-16.9% |
146.0 |
| ATR |
85.3 |
83.4 |
-1.9 |
-2.2% |
0.0 |
| Volume |
1,056,661 |
1,302,151 |
245,490 |
23.2% |
4,408,239 |
|
| Daily Pivots for day following 14-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,375.0 |
2,345.0 |
2,229.5 |
|
| R3 |
2,316.0 |
2,286.0 |
2,213.2 |
|
| R2 |
2,257.0 |
2,257.0 |
2,207.8 |
|
| R1 |
2,227.0 |
2,227.0 |
2,202.4 |
2,242.0 |
| PP |
2,198.0 |
2,198.0 |
2,198.0 |
2,205.5 |
| S1 |
2,168.0 |
2,168.0 |
2,191.6 |
2,183.0 |
| S2 |
2,139.0 |
2,139.0 |
2,186.2 |
|
| S3 |
2,080.0 |
2,109.0 |
2,180.8 |
|
| S4 |
2,021.0 |
2,050.0 |
2,164.6 |
|
|
| Weekly Pivots for week ending 10-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,575.3 |
2,519.7 |
2,252.3 |
|
| R3 |
2,429.3 |
2,373.7 |
2,212.2 |
|
| R2 |
2,283.3 |
2,283.3 |
2,198.8 |
|
| R1 |
2,227.7 |
2,227.7 |
2,185.4 |
2,255.5 |
| PP |
2,137.3 |
2,137.3 |
2,137.3 |
2,151.3 |
| S1 |
2,081.7 |
2,081.7 |
2,158.6 |
2,109.5 |
| S2 |
1,991.3 |
1,991.3 |
2,145.2 |
|
| S3 |
1,845.3 |
1,935.7 |
2,131.9 |
|
| S4 |
1,699.3 |
1,789.7 |
2,091.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,228.0 |
2,047.0 |
181.0 |
8.2% |
72.6 |
3.3% |
83% |
True |
False |
1,142,078 |
| 10 |
2,228.0 |
1,921.0 |
307.0 |
14.0% |
82.0 |
3.7% |
90% |
True |
False |
1,314,948 |
| 20 |
2,228.0 |
1,912.0 |
316.0 |
14.4% |
74.4 |
3.4% |
90% |
True |
False |
1,293,294 |
| 40 |
2,228.0 |
1,693.0 |
535.0 |
24.4% |
77.1 |
3.5% |
94% |
True |
False |
668,946 |
| 60 |
2,304.0 |
1,693.0 |
611.0 |
27.8% |
79.1 |
3.6% |
82% |
False |
False |
447,367 |
| 80 |
2,562.0 |
1,693.0 |
869.0 |
39.6% |
78.3 |
3.6% |
58% |
False |
False |
337,991 |
| 100 |
2,562.0 |
1,693.0 |
869.0 |
39.6% |
83.1 |
3.8% |
58% |
False |
False |
270,963 |
| 120 |
2,725.0 |
1,693.0 |
1,032.0 |
47.0% |
89.3 |
4.1% |
49% |
False |
False |
226,116 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,478.8 |
|
2.618 |
2,382.5 |
|
1.618 |
2,323.5 |
|
1.000 |
2,287.0 |
|
0.618 |
2,264.5 |
|
HIGH |
2,228.0 |
|
0.618 |
2,205.5 |
|
0.500 |
2,198.5 |
|
0.382 |
2,191.5 |
|
LOW |
2,169.0 |
|
0.618 |
2,132.5 |
|
1.000 |
2,110.0 |
|
1.618 |
2,073.5 |
|
2.618 |
2,014.5 |
|
4.250 |
1,918.3 |
|
|
| Fisher Pivots for day following 14-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,198.5 |
2,177.2 |
| PP |
2,198.0 |
2,157.3 |
| S1 |
2,197.5 |
2,137.5 |
|