Trading Metrics calculated at close of trading on 06-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2009 |
06-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
4,376.5 |
4,458.5 |
82.0 |
1.9% |
4,170.0 |
High |
4,470.0 |
4,471.5 |
1.5 |
0.0% |
4,470.0 |
Low |
4,343.5 |
4,314.0 |
-29.5 |
-0.7% |
3,976.0 |
Close |
4,390.0 |
4,340.0 |
-50.0 |
-1.1% |
4,390.0 |
Range |
126.5 |
157.5 |
31.0 |
24.5% |
494.0 |
ATR |
157.0 |
157.1 |
0.0 |
0.0% |
0.0 |
Volume |
163,701 |
140,358 |
-23,343 |
-14.3% |
852,449 |
|
Daily Pivots for day following 06-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,847.7 |
4,751.3 |
4,426.6 |
|
R3 |
4,690.2 |
4,593.8 |
4,383.3 |
|
R2 |
4,532.7 |
4,532.7 |
4,368.9 |
|
R1 |
4,436.3 |
4,436.3 |
4,354.4 |
4,405.8 |
PP |
4,375.2 |
4,375.2 |
4,375.2 |
4,359.9 |
S1 |
4,278.8 |
4,278.8 |
4,325.6 |
4,248.3 |
S2 |
4,217.7 |
4,217.7 |
4,311.1 |
|
S3 |
4,060.2 |
4,121.3 |
4,296.7 |
|
S4 |
3,902.7 |
3,963.8 |
4,253.4 |
|
|
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 |
4,471.5 |
4,001.5 |
470.0 |
10.8% |
159.3 |
3.7% |
72% |
True |
False |
165,875 |
10 |
4,471.5 |
3,976.0 |
495.5 |
11.4% |
142.5 |
3.3% |
73% |
True |
False |
163,358 |
20 |
4,471.5 |
3,686.0 |
785.5 |
18.1% |
142.8 |
3.3% |
83% |
True |
False |
110,377 |
40 |
4,668.5 |
3,599.5 |
1,069.0 |
24.6% |
142.7 |
3.3% |
69% |
False |
False |
56,093 |
60 |
4,728.5 |
3,599.5 |
1,129.0 |
26.0% |
149.6 |
3.4% |
66% |
False |
False |
37,606 |
80 |
5,151.0 |
3,599.5 |
1,551.5 |
35.7% |
145.0 |
3.3% |
48% |
False |
False |
28,717 |
100 |
5,151.0 |
3,599.5 |
1,551.5 |
35.7% |
161.8 |
3.7% |
48% |
False |
False |
23,081 |
120 |
5,454.5 |
3,599.5 |
1,855.0 |
42.7% |
179.7 |
4.1% |
40% |
False |
False |
19,277 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,140.9 |
2.618 |
4,883.8 |
1.618 |
4,726.3 |
1.000 |
4,629.0 |
0.618 |
4,568.8 |
HIGH |
4,471.5 |
0.618 |
4,411.3 |
0.500 |
4,392.8 |
0.382 |
4,374.2 |
LOW |
4,314.0 |
0.618 |
4,216.7 |
1.000 |
4,156.5 |
1.618 |
4,059.2 |
2.618 |
3,901.7 |
4.250 |
3,644.6 |
|
|
Fisher Pivots for day following 06-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
4,392.8 |
4,348.3 |
PP |
4,375.2 |
4,345.5 |
S1 |
4,357.6 |
4,342.8 |
|