Trading Metrics calculated at close of trading on 02-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2009 |
02-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
4,059.0 |
4,237.0 |
178.0 |
4.4% |
4,120.0 |
High |
4,189.0 |
4,413.5 |
224.5 |
5.4% |
4,310.5 |
Low |
4,006.0 |
4,225.0 |
219.0 |
5.5% |
4,109.5 |
Close |
4,141.0 |
4,389.0 |
248.0 |
6.0% |
4,212.5 |
Range |
183.0 |
188.5 |
5.5 |
3.0% |
201.0 |
ATR |
150.7 |
159.4 |
8.7 |
5.8% |
0.0 |
Volume |
174,355 |
201,610 |
27,255 |
15.6% |
828,992 |
|
Daily Pivots for day following 02-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,908.0 |
4,837.0 |
4,492.7 |
|
R3 |
4,719.5 |
4,648.5 |
4,440.8 |
|
R2 |
4,531.0 |
4,531.0 |
4,423.6 |
|
R1 |
4,460.0 |
4,460.0 |
4,406.3 |
4,495.5 |
PP |
4,342.5 |
4,342.5 |
4,342.5 |
4,360.3 |
S1 |
4,271.5 |
4,271.5 |
4,371.7 |
4,307.0 |
S2 |
4,154.0 |
4,154.0 |
4,354.4 |
|
S3 |
3,965.5 |
4,083.0 |
4,337.2 |
|
S4 |
3,777.0 |
3,894.5 |
4,285.3 |
|
|
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 |
4,413.5 |
3,976.0 |
437.5 |
10.0% |
164.8 |
3.8% |
94% |
True |
False |
165,500 |
10 |
4,413.5 |
3,976.0 |
437.5 |
10.0% |
138.3 |
3.2% |
94% |
True |
False |
168,280 |
20 |
4,413.5 |
3,599.5 |
814.0 |
18.5% |
141.6 |
3.2% |
97% |
True |
False |
95,612 |
40 |
4,703.5 |
3,599.5 |
1,104.0 |
25.2% |
141.8 |
3.2% |
72% |
False |
False |
48,519 |
60 |
4,959.5 |
3,599.5 |
1,360.0 |
31.0% |
149.7 |
3.4% |
58% |
False |
False |
32,554 |
80 |
5,151.0 |
3,599.5 |
1,551.5 |
35.3% |
146.1 |
3.3% |
51% |
False |
False |
24,938 |
100 |
5,204.0 |
3,599.5 |
1,604.5 |
36.6% |
163.9 |
3.7% |
49% |
False |
False |
20,047 |
120 |
5,454.5 |
3,599.5 |
1,855.0 |
42.3% |
182.2 |
4.2% |
43% |
False |
False |
16,745 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,214.6 |
2.618 |
4,907.0 |
1.618 |
4,718.5 |
1.000 |
4,602.0 |
0.618 |
4,530.0 |
HIGH |
4,413.5 |
0.618 |
4,341.5 |
0.500 |
4,319.3 |
0.382 |
4,297.0 |
LOW |
4,225.0 |
0.618 |
4,108.5 |
1.000 |
4,036.5 |
1.618 |
3,920.0 |
2.618 |
3,731.5 |
4.250 |
3,423.9 |
|
|
Fisher Pivots for day following 02-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
4,365.8 |
4,328.5 |
PP |
4,342.5 |
4,268.0 |
S1 |
4,319.3 |
4,207.5 |
|