Trading Metrics calculated at close of trading on 03-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2009 |
03-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
4,237.0 |
4,376.5 |
139.5 |
3.3% |
4,170.0 |
High |
4,413.5 |
4,470.0 |
56.5 |
1.3% |
4,470.0 |
Low |
4,225.0 |
4,343.5 |
118.5 |
2.8% |
3,976.0 |
Close |
4,389.0 |
4,390.0 |
1.0 |
0.0% |
4,390.0 |
Range |
188.5 |
126.5 |
-62.0 |
-32.9% |
494.0 |
ATR |
159.4 |
157.0 |
-2.3 |
-1.5% |
0.0 |
Volume |
201,610 |
163,701 |
-37,909 |
-18.8% |
852,449 |
|
Daily Pivots for day following 03-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,780.7 |
4,711.8 |
4,459.6 |
|
R3 |
4,654.2 |
4,585.3 |
4,424.8 |
|
R2 |
4,527.7 |
4,527.7 |
4,413.2 |
|
R1 |
4,458.8 |
4,458.8 |
4,401.6 |
4,493.3 |
PP |
4,401.2 |
4,401.2 |
4,401.2 |
4,418.4 |
S1 |
4,332.3 |
4,332.3 |
4,378.4 |
4,366.8 |
S2 |
4,274.7 |
4,274.7 |
4,366.8 |
|
S3 |
4,148.2 |
4,205.8 |
4,355.2 |
|
S4 |
4,021.7 |
4,079.3 |
4,320.4 |
|
|
Weekly Pivots for week ending 03-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,760.7 |
5,569.3 |
4,661.7 |
|
R3 |
5,266.7 |
5,075.3 |
4,525.9 |
|
R2 |
4,772.7 |
4,772.7 |
4,480.6 |
|
R1 |
4,581.3 |
4,581.3 |
4,435.3 |
4,677.0 |
PP |
4,278.7 |
4,278.7 |
4,278.7 |
4,326.5 |
S1 |
4,087.3 |
4,087.3 |
4,344.7 |
4,183.0 |
S2 |
3,784.7 |
3,784.7 |
4,299.4 |
|
S3 |
3,290.7 |
3,593.3 |
4,254.2 |
|
S4 |
2,796.7 |
3,099.3 |
4,118.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,470.0 |
3,976.0 |
494.0 |
11.3% |
166.6 |
3.8% |
84% |
True |
False |
170,489 |
10 |
4,470.0 |
3,976.0 |
494.0 |
11.3% |
141.7 |
3.2% |
84% |
True |
False |
168,144 |
20 |
4,470.0 |
3,599.5 |
870.5 |
19.8% |
140.7 |
3.2% |
91% |
True |
False |
103,624 |
40 |
4,703.5 |
3,599.5 |
1,104.0 |
25.1% |
140.8 |
3.2% |
72% |
False |
False |
52,591 |
60 |
4,815.0 |
3,599.5 |
1,215.5 |
27.7% |
148.8 |
3.4% |
65% |
False |
False |
35,273 |
80 |
5,151.0 |
3,599.5 |
1,551.5 |
35.3% |
145.0 |
3.3% |
51% |
False |
False |
26,978 |
100 |
5,204.0 |
3,599.5 |
1,604.5 |
36.5% |
162.7 |
3.7% |
49% |
False |
False |
21,681 |
120 |
5,454.5 |
3,599.5 |
1,855.0 |
42.3% |
181.3 |
4.1% |
43% |
False |
False |
18,108 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,007.6 |
2.618 |
4,801.2 |
1.618 |
4,674.7 |
1.000 |
4,596.5 |
0.618 |
4,548.2 |
HIGH |
4,470.0 |
0.618 |
4,421.7 |
0.500 |
4,406.8 |
0.382 |
4,391.8 |
LOW |
4,343.5 |
0.618 |
4,265.3 |
1.000 |
4,217.0 |
1.618 |
4,138.8 |
2.618 |
4,012.3 |
4.250 |
3,805.9 |
|
|
Fisher Pivots for day following 03-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
4,406.8 |
4,339.3 |
PP |
4,401.2 |
4,288.7 |
S1 |
4,395.6 |
4,238.0 |
|