| Trading Metrics calculated at close of trading on 20-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2009 |
20-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
2,235.0 |
2,259.0 |
24.0 |
1.1% |
2,171.0 |
| High |
2,278.0 |
2,264.0 |
-14.0 |
-0.6% |
2,278.0 |
| Low |
2,220.0 |
2,154.0 |
-66.0 |
-3.0% |
2,167.0 |
| Close |
2,255.0 |
2,173.0 |
-82.0 |
-3.6% |
2,255.0 |
| Range |
58.0 |
110.0 |
52.0 |
89.7% |
111.0 |
| ATR |
79.3 |
81.5 |
2.2 |
2.8% |
0.0 |
| Volume |
1,398,289 |
1,299,017 |
-99,272 |
-7.1% |
5,325,286 |
|
| Daily Pivots for day following 20-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,527.0 |
2,460.0 |
2,233.5 |
|
| R3 |
2,417.0 |
2,350.0 |
2,203.3 |
|
| R2 |
2,307.0 |
2,307.0 |
2,193.2 |
|
| R1 |
2,240.0 |
2,240.0 |
2,183.1 |
2,218.5 |
| PP |
2,197.0 |
2,197.0 |
2,197.0 |
2,186.3 |
| S1 |
2,130.0 |
2,130.0 |
2,162.9 |
2,108.5 |
| S2 |
2,087.0 |
2,087.0 |
2,152.8 |
|
| S3 |
1,977.0 |
2,020.0 |
2,142.8 |
|
| S4 |
1,867.0 |
1,910.0 |
2,112.5 |
|
|
| 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 |
2,154.0 |
124.0 |
5.7% |
71.4 |
3.3% |
15% |
False |
True |
1,324,860 |
| 10 |
2,278.0 |
2,047.0 |
231.0 |
10.6% |
74.1 |
3.4% |
55% |
False |
False |
1,240,952 |
| 20 |
2,278.0 |
1,921.0 |
357.0 |
16.4% |
76.2 |
3.5% |
71% |
False |
False |
1,335,444 |
| 40 |
2,278.0 |
1,693.0 |
585.0 |
26.9% |
79.3 |
3.6% |
82% |
False |
False |
801,429 |
| 60 |
2,304.0 |
1,693.0 |
611.0 |
28.1% |
77.3 |
3.6% |
79% |
False |
False |
535,940 |
| 80 |
2,562.0 |
1,693.0 |
869.0 |
40.0% |
76.7 |
3.5% |
55% |
False |
False |
403,022 |
| 100 |
2,562.0 |
1,693.0 |
869.0 |
40.0% |
81.7 |
3.8% |
55% |
False |
False |
324,125 |
| 120 |
2,725.0 |
1,693.0 |
1,032.0 |
47.5% |
87.2 |
4.0% |
47% |
False |
False |
270,419 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,731.5 |
|
2.618 |
2,552.0 |
|
1.618 |
2,442.0 |
|
1.000 |
2,374.0 |
|
0.618 |
2,332.0 |
|
HIGH |
2,264.0 |
|
0.618 |
2,222.0 |
|
0.500 |
2,209.0 |
|
0.382 |
2,196.0 |
|
LOW |
2,154.0 |
|
0.618 |
2,086.0 |
|
1.000 |
2,044.0 |
|
1.618 |
1,976.0 |
|
2.618 |
1,866.0 |
|
4.250 |
1,686.5 |
|
|
| Fisher Pivots for day following 20-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,209.0 |
2,216.0 |
| PP |
2,197.0 |
2,201.7 |
| S1 |
2,185.0 |
2,187.3 |
|