Trading Metrics calculated at close of trading on 01-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2009 |
01-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
4,001.5 |
4,059.0 |
57.5 |
1.4% |
4,120.0 |
High |
4,142.5 |
4,189.0 |
46.5 |
1.1% |
4,310.5 |
Low |
4,001.5 |
4,006.0 |
4.5 |
0.1% |
4,109.5 |
Close |
4,102.0 |
4,141.0 |
39.0 |
1.0% |
4,212.5 |
Range |
141.0 |
183.0 |
42.0 |
29.8% |
201.0 |
ATR |
148.2 |
150.7 |
2.5 |
1.7% |
0.0 |
Volume |
149,352 |
174,355 |
25,003 |
16.7% |
828,992 |
|
Daily Pivots for day following 01-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,661.0 |
4,584.0 |
4,241.7 |
|
R3 |
4,478.0 |
4,401.0 |
4,191.3 |
|
R2 |
4,295.0 |
4,295.0 |
4,174.6 |
|
R1 |
4,218.0 |
4,218.0 |
4,157.8 |
4,256.5 |
PP |
4,112.0 |
4,112.0 |
4,112.0 |
4,131.3 |
S1 |
4,035.0 |
4,035.0 |
4,124.2 |
4,073.5 |
S2 |
3,929.0 |
3,929.0 |
4,107.5 |
|
S3 |
3,746.0 |
3,852.0 |
4,090.7 |
|
S4 |
3,563.0 |
3,669.0 |
4,040.4 |
|
|
Weekly Pivots for week ending 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,813.8 |
4,714.2 |
4,323.1 |
|
R3 |
4,612.8 |
4,513.2 |
4,267.8 |
|
R2 |
4,411.8 |
4,411.8 |
4,249.4 |
|
R1 |
4,312.2 |
4,312.2 |
4,230.9 |
4,362.0 |
PP |
4,210.8 |
4,210.8 |
4,210.8 |
4,235.8 |
S1 |
4,111.2 |
4,111.2 |
4,194.1 |
4,161.0 |
S2 |
4,009.8 |
4,009.8 |
4,175.7 |
|
S3 |
3,808.8 |
3,910.2 |
4,157.2 |
|
S4 |
3,607.8 |
3,709.2 |
4,102.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,310.5 |
3,976.0 |
334.5 |
8.1% |
143.7 |
3.5% |
49% |
False |
False |
158,256 |
10 |
4,310.5 |
3,976.0 |
334.5 |
8.1% |
132.9 |
3.2% |
49% |
False |
False |
155,579 |
20 |
4,310.5 |
3,599.5 |
711.0 |
17.2% |
141.9 |
3.4% |
76% |
False |
False |
86,204 |
40 |
4,703.5 |
3,599.5 |
1,104.0 |
26.7% |
141.4 |
3.4% |
49% |
False |
False |
43,512 |
60 |
4,961.0 |
3,599.5 |
1,361.5 |
32.9% |
148.2 |
3.6% |
40% |
False |
False |
29,200 |
80 |
5,151.0 |
3,599.5 |
1,551.5 |
37.5% |
146.5 |
3.5% |
35% |
False |
False |
22,423 |
100 |
5,204.0 |
3,599.5 |
1,604.5 |
38.7% |
165.5 |
4.0% |
34% |
False |
False |
18,037 |
120 |
5,454.5 |
3,599.5 |
1,855.0 |
44.8% |
183.6 |
4.4% |
29% |
False |
False |
15,067 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,966.8 |
2.618 |
4,668.1 |
1.618 |
4,485.1 |
1.000 |
4,372.0 |
0.618 |
4,302.1 |
HIGH |
4,189.0 |
0.618 |
4,119.1 |
0.500 |
4,097.5 |
0.382 |
4,075.9 |
LOW |
4,006.0 |
0.618 |
3,892.9 |
1.000 |
3,823.0 |
1.618 |
3,709.9 |
2.618 |
3,526.9 |
4.250 |
3,228.3 |
|
|
Fisher Pivots for day following 01-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
4,126.5 |
4,121.5 |
PP |
4,112.0 |
4,102.0 |
S1 |
4,097.5 |
4,082.5 |
|