| Trading Metrics calculated at close of trading on 24-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2009 |
24-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
2,200.0 |
2,207.0 |
7.0 |
0.3% |
2,259.0 |
| High |
2,236.0 |
2,270.0 |
34.0 |
1.5% |
2,270.0 |
| Low |
2,185.0 |
2,201.0 |
16.0 |
0.7% |
2,111.0 |
| Close |
2,195.0 |
2,260.0 |
65.0 |
3.0% |
2,260.0 |
| Range |
51.0 |
69.0 |
18.0 |
35.3% |
159.0 |
| ATR |
79.9 |
79.6 |
-0.4 |
-0.4% |
0.0 |
| Volume |
1,148,526 |
1,106,756 |
-41,770 |
-3.6% |
6,526,966 |
|
| Daily Pivots for day following 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,450.7 |
2,424.3 |
2,298.0 |
|
| R3 |
2,381.7 |
2,355.3 |
2,279.0 |
|
| R2 |
2,312.7 |
2,312.7 |
2,272.7 |
|
| R1 |
2,286.3 |
2,286.3 |
2,266.3 |
2,299.5 |
| PP |
2,243.7 |
2,243.7 |
2,243.7 |
2,250.3 |
| S1 |
2,217.3 |
2,217.3 |
2,253.7 |
2,230.5 |
| S2 |
2,174.7 |
2,174.7 |
2,247.4 |
|
| S3 |
2,105.7 |
2,148.3 |
2,241.0 |
|
| S4 |
2,036.7 |
2,079.3 |
2,222.1 |
|
|
| Weekly Pivots for week ending 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,690.7 |
2,634.3 |
2,347.5 |
|
| R3 |
2,531.7 |
2,475.3 |
2,303.7 |
|
| R2 |
2,372.7 |
2,372.7 |
2,289.2 |
|
| R1 |
2,316.3 |
2,316.3 |
2,274.6 |
2,344.5 |
| PP |
2,213.7 |
2,213.7 |
2,213.7 |
2,227.8 |
| S1 |
2,157.3 |
2,157.3 |
2,245.4 |
2,185.5 |
| S2 |
2,054.7 |
2,054.7 |
2,230.9 |
|
| S3 |
1,895.7 |
1,998.3 |
2,216.3 |
|
| S4 |
1,736.7 |
1,839.3 |
2,172.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,270.0 |
2,111.0 |
159.0 |
7.0% |
80.6 |
3.6% |
94% |
True |
False |
1,305,393 |
| 10 |
2,278.0 |
2,111.0 |
167.0 |
7.4% |
72.1 |
3.2% |
89% |
False |
False |
1,290,891 |
| 20 |
2,278.0 |
1,921.0 |
357.0 |
15.8% |
76.6 |
3.4% |
95% |
False |
False |
1,302,309 |
| 40 |
2,278.0 |
1,693.0 |
585.0 |
25.9% |
77.9 |
3.4% |
97% |
False |
False |
931,504 |
| 60 |
2,304.0 |
1,693.0 |
611.0 |
27.0% |
76.1 |
3.4% |
93% |
False |
False |
622,737 |
| 80 |
2,562.0 |
1,693.0 |
869.0 |
38.5% |
77.1 |
3.4% |
65% |
False |
False |
467,677 |
| 100 |
2,562.0 |
1,693.0 |
869.0 |
38.5% |
79.4 |
3.5% |
65% |
False |
False |
376,311 |
| 120 |
2,725.0 |
1,693.0 |
1,032.0 |
45.7% |
86.1 |
3.8% |
55% |
False |
False |
313,921 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,563.3 |
|
2.618 |
2,450.6 |
|
1.618 |
2,381.6 |
|
1.000 |
2,339.0 |
|
0.618 |
2,312.6 |
|
HIGH |
2,270.0 |
|
0.618 |
2,243.6 |
|
0.500 |
2,235.5 |
|
0.382 |
2,227.4 |
|
LOW |
2,201.0 |
|
0.618 |
2,158.4 |
|
1.000 |
2,132.0 |
|
1.618 |
2,089.4 |
|
2.618 |
2,020.4 |
|
4.250 |
1,907.8 |
|
|
| Fisher Pivots for day following 24-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,251.8 |
2,242.3 |
| PP |
2,243.7 |
2,224.7 |
| S1 |
2,235.5 |
2,207.0 |
|