| Trading Metrics calculated at close of trading on 15-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2009 |
15-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
2,171.0 |
2,174.0 |
3.0 |
0.1% |
2,155.0 |
| High |
2,228.0 |
2,221.0 |
-7.0 |
-0.3% |
2,193.0 |
| Low |
2,169.0 |
2,167.0 |
-2.0 |
-0.1% |
2,047.0 |
| Close |
2,197.0 |
2,186.0 |
-11.0 |
-0.5% |
2,172.0 |
| Range |
59.0 |
54.0 |
-5.0 |
-8.5% |
146.0 |
| ATR |
83.4 |
81.3 |
-2.1 |
-2.5% |
0.0 |
| Volume |
1,302,151 |
1,200,236 |
-101,915 |
-7.8% |
4,408,239 |
|
| Daily Pivots for day following 15-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,353.3 |
2,323.7 |
2,215.7 |
|
| R3 |
2,299.3 |
2,269.7 |
2,200.9 |
|
| R2 |
2,245.3 |
2,245.3 |
2,195.9 |
|
| R1 |
2,215.7 |
2,215.7 |
2,191.0 |
2,230.5 |
| PP |
2,191.3 |
2,191.3 |
2,191.3 |
2,198.8 |
| S1 |
2,161.7 |
2,161.7 |
2,181.1 |
2,176.5 |
| S2 |
2,137.3 |
2,137.3 |
2,176.1 |
|
| S3 |
2,083.3 |
2,107.7 |
2,171.2 |
|
| S4 |
2,029.3 |
2,053.7 |
2,156.3 |
|
|
| 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 |
8.3% |
66.0 |
3.0% |
77% |
False |
False |
1,145,188 |
| 10 |
2,228.0 |
1,937.0 |
291.0 |
13.3% |
78.0 |
3.6% |
86% |
False |
False |
1,295,871 |
| 20 |
2,228.0 |
1,912.0 |
316.0 |
14.5% |
74.7 |
3.4% |
87% |
False |
False |
1,318,495 |
| 40 |
2,228.0 |
1,693.0 |
535.0 |
24.5% |
77.1 |
3.5% |
92% |
False |
False |
698,933 |
| 60 |
2,304.0 |
1,693.0 |
611.0 |
28.0% |
78.5 |
3.6% |
81% |
False |
False |
467,366 |
| 80 |
2,562.0 |
1,693.0 |
869.0 |
39.8% |
77.4 |
3.5% |
57% |
False |
False |
352,649 |
| 100 |
2,562.0 |
1,693.0 |
869.0 |
39.8% |
82.6 |
3.8% |
57% |
False |
False |
282,951 |
| 120 |
2,725.0 |
1,693.0 |
1,032.0 |
47.2% |
88.3 |
4.0% |
48% |
False |
False |
236,095 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,450.5 |
|
2.618 |
2,362.4 |
|
1.618 |
2,308.4 |
|
1.000 |
2,275.0 |
|
0.618 |
2,254.4 |
|
HIGH |
2,221.0 |
|
0.618 |
2,200.4 |
|
0.500 |
2,194.0 |
|
0.382 |
2,187.6 |
|
LOW |
2,167.0 |
|
0.618 |
2,133.6 |
|
1.000 |
2,113.0 |
|
1.618 |
2,079.6 |
|
2.618 |
2,025.6 |
|
4.250 |
1,937.5 |
|
|
| Fisher Pivots for day following 15-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,194.0 |
2,182.3 |
| PP |
2,191.3 |
2,178.7 |
| S1 |
2,188.7 |
2,175.0 |
|