| Trading Metrics calculated at close of trading on 17-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2009 |
17-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
2,204.0 |
2,235.0 |
31.0 |
1.4% |
2,171.0 |
| High |
2,258.0 |
2,278.0 |
20.0 |
0.9% |
2,278.0 |
| Low |
2,182.0 |
2,220.0 |
38.0 |
1.7% |
2,167.0 |
| Close |
2,227.0 |
2,255.0 |
28.0 |
1.3% |
2,255.0 |
| Range |
76.0 |
58.0 |
-18.0 |
-23.7% |
111.0 |
| ATR |
80.9 |
79.3 |
-1.6 |
-2.0% |
0.0 |
| Volume |
1,424,610 |
1,398,289 |
-26,321 |
-1.8% |
5,325,286 |
|
| Daily Pivots for day following 17-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,425.0 |
2,398.0 |
2,286.9 |
|
| R3 |
2,367.0 |
2,340.0 |
2,271.0 |
|
| R2 |
2,309.0 |
2,309.0 |
2,265.6 |
|
| R1 |
2,282.0 |
2,282.0 |
2,260.3 |
2,295.5 |
| PP |
2,251.0 |
2,251.0 |
2,251.0 |
2,257.8 |
| S1 |
2,224.0 |
2,224.0 |
2,249.7 |
2,237.5 |
| S2 |
2,193.0 |
2,193.0 |
2,244.4 |
|
| S3 |
2,135.0 |
2,166.0 |
2,239.1 |
|
| S4 |
2,077.0 |
2,108.0 |
2,223.1 |
|
|
| Weekly Pivots for week ending 17-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,566.3 |
2,521.7 |
2,316.1 |
|
| R3 |
2,455.3 |
2,410.7 |
2,285.5 |
|
| R2 |
2,344.3 |
2,344.3 |
2,275.4 |
|
| R1 |
2,299.7 |
2,299.7 |
2,265.2 |
2,322.0 |
| PP |
2,233.3 |
2,233.3 |
2,233.3 |
2,244.5 |
| S1 |
2,188.7 |
2,188.7 |
2,244.8 |
2,211.0 |
| S2 |
2,122.3 |
2,122.3 |
2,234.7 |
|
| S3 |
2,011.3 |
2,077.7 |
2,224.5 |
|
| S4 |
1,900.3 |
1,966.7 |
2,194.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,278.0 |
2,122.0 |
156.0 |
6.9% |
63.6 |
2.8% |
85% |
True |
False |
1,276,389 |
| 10 |
2,278.0 |
2,047.0 |
231.0 |
10.2% |
72.4 |
3.2% |
90% |
True |
False |
1,296,295 |
| 20 |
2,278.0 |
1,921.0 |
357.0 |
15.8% |
74.0 |
3.3% |
94% |
True |
False |
1,330,972 |
| 40 |
2,278.0 |
1,693.0 |
585.0 |
25.9% |
77.8 |
3.4% |
96% |
True |
False |
769,111 |
| 60 |
2,304.0 |
1,693.0 |
611.0 |
27.1% |
77.2 |
3.4% |
92% |
False |
False |
514,318 |
| 80 |
2,562.0 |
1,693.0 |
869.0 |
38.5% |
76.3 |
3.4% |
65% |
False |
False |
387,490 |
| 100 |
2,562.0 |
1,693.0 |
869.0 |
38.5% |
82.2 |
3.6% |
65% |
False |
False |
311,166 |
| 120 |
2,725.0 |
1,693.0 |
1,032.0 |
45.8% |
87.8 |
3.9% |
54% |
False |
False |
259,605 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,524.5 |
|
2.618 |
2,429.8 |
|
1.618 |
2,371.8 |
|
1.000 |
2,336.0 |
|
0.618 |
2,313.8 |
|
HIGH |
2,278.0 |
|
0.618 |
2,255.8 |
|
0.500 |
2,249.0 |
|
0.382 |
2,242.2 |
|
LOW |
2,220.0 |
|
0.618 |
2,184.2 |
|
1.000 |
2,162.0 |
|
1.618 |
2,126.2 |
|
2.618 |
2,068.2 |
|
4.250 |
1,973.5 |
|
|
| Fisher Pivots for day following 17-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,253.0 |
2,244.2 |
| PP |
2,251.0 |
2,233.3 |
| S1 |
2,249.0 |
2,222.5 |
|