| Trading Metrics calculated at close of trading on 22-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2009 |
22-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
2,179.0 |
2,185.0 |
6.0 |
0.3% |
2,171.0 |
| High |
2,199.0 |
2,229.0 |
30.0 |
1.4% |
2,278.0 |
| Low |
2,111.0 |
2,144.0 |
33.0 |
1.6% |
2,167.0 |
| Close |
2,169.0 |
2,214.0 |
45.0 |
2.1% |
2,255.0 |
| Range |
88.0 |
85.0 |
-3.0 |
-3.4% |
111.0 |
| ATR |
81.9 |
82.2 |
0.2 |
0.3% |
0.0 |
| Volume |
1,600,130 |
1,372,537 |
-227,593 |
-14.2% |
5,325,286 |
|
| Daily Pivots for day following 22-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,450.7 |
2,417.3 |
2,260.8 |
|
| R3 |
2,365.7 |
2,332.3 |
2,237.4 |
|
| R2 |
2,280.7 |
2,280.7 |
2,229.6 |
|
| R1 |
2,247.3 |
2,247.3 |
2,221.8 |
2,264.0 |
| PP |
2,195.7 |
2,195.7 |
2,195.7 |
2,204.0 |
| S1 |
2,162.3 |
2,162.3 |
2,206.2 |
2,179.0 |
| S2 |
2,110.7 |
2,110.7 |
2,198.4 |
|
| S3 |
2,025.7 |
2,077.3 |
2,190.6 |
|
| S4 |
1,940.7 |
1,992.3 |
2,167.3 |
|
|
| 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 |
2,111.0 |
167.0 |
7.5% |
83.4 |
3.8% |
62% |
False |
False |
1,418,916 |
| 10 |
2,278.0 |
2,047.0 |
231.0 |
10.4% |
74.7 |
3.4% |
72% |
False |
False |
1,282,052 |
| 20 |
2,278.0 |
1,921.0 |
357.0 |
16.1% |
77.6 |
3.5% |
82% |
False |
False |
1,341,357 |
| 40 |
2,278.0 |
1,693.0 |
585.0 |
26.4% |
79.8 |
3.6% |
89% |
False |
False |
875,372 |
| 60 |
2,304.0 |
1,693.0 |
611.0 |
27.6% |
77.0 |
3.5% |
85% |
False |
False |
585,193 |
| 80 |
2,562.0 |
1,693.0 |
869.0 |
39.3% |
77.0 |
3.5% |
60% |
False |
False |
439,493 |
| 100 |
2,562.0 |
1,693.0 |
869.0 |
39.3% |
81.0 |
3.7% |
60% |
False |
False |
353,797 |
| 120 |
2,725.0 |
1,693.0 |
1,032.0 |
46.6% |
86.5 |
3.9% |
50% |
False |
False |
295,140 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,590.3 |
|
2.618 |
2,451.5 |
|
1.618 |
2,366.5 |
|
1.000 |
2,314.0 |
|
0.618 |
2,281.5 |
|
HIGH |
2,229.0 |
|
0.618 |
2,196.5 |
|
0.500 |
2,186.5 |
|
0.382 |
2,176.5 |
|
LOW |
2,144.0 |
|
0.618 |
2,091.5 |
|
1.000 |
2,059.0 |
|
1.618 |
2,006.5 |
|
2.618 |
1,921.5 |
|
4.250 |
1,782.8 |
|
|
| Fisher Pivots for day following 22-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,204.8 |
2,205.2 |
| PP |
2,195.7 |
2,196.3 |
| S1 |
2,186.5 |
2,187.5 |
|