Trading Metrics calculated at close of trading on 07-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2009 |
07-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
4,458.5 |
4,392.0 |
-66.5 |
-1.5% |
4,170.0 |
High |
4,471.5 |
4,398.0 |
-73.5 |
-1.6% |
4,470.0 |
Low |
4,314.0 |
4,284.5 |
-29.5 |
-0.7% |
3,976.0 |
Close |
4,340.0 |
4,329.0 |
-11.0 |
-0.3% |
4,390.0 |
Range |
157.5 |
113.5 |
-44.0 |
-27.9% |
494.0 |
ATR |
157.1 |
154.0 |
-3.1 |
-2.0% |
0.0 |
Volume |
140,358 |
129,993 |
-10,365 |
-7.4% |
852,449 |
|
Daily Pivots for day following 07-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,677.7 |
4,616.8 |
4,391.4 |
|
R3 |
4,564.2 |
4,503.3 |
4,360.2 |
|
R2 |
4,450.7 |
4,450.7 |
4,349.8 |
|
R1 |
4,389.8 |
4,389.8 |
4,339.4 |
4,363.5 |
PP |
4,337.2 |
4,337.2 |
4,337.2 |
4,324.0 |
S1 |
4,276.3 |
4,276.3 |
4,318.6 |
4,250.0 |
S2 |
4,223.7 |
4,223.7 |
4,308.2 |
|
S3 |
4,110.2 |
4,162.8 |
4,297.8 |
|
S4 |
3,996.7 |
4,049.3 |
4,266.6 |
|
|
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 |
4,006.0 |
465.5 |
10.8% |
153.8 |
3.6% |
69% |
False |
False |
162,003 |
10 |
4,471.5 |
3,976.0 |
495.5 |
11.4% |
143.8 |
3.3% |
71% |
False |
False |
160,645 |
20 |
4,471.5 |
3,812.0 |
659.5 |
15.2% |
137.1 |
3.2% |
78% |
False |
False |
116,721 |
40 |
4,560.0 |
3,599.5 |
960.5 |
22.2% |
140.4 |
3.2% |
76% |
False |
False |
59,329 |
60 |
4,703.5 |
3,599.5 |
1,104.0 |
25.5% |
149.9 |
3.5% |
66% |
False |
False |
39,763 |
80 |
5,151.0 |
3,599.5 |
1,551.5 |
35.8% |
143.9 |
3.3% |
47% |
False |
False |
30,326 |
100 |
5,151.0 |
3,599.5 |
1,551.5 |
35.8% |
160.8 |
3.7% |
47% |
False |
False |
24,376 |
120 |
5,414.0 |
3,599.5 |
1,814.5 |
41.9% |
178.8 |
4.1% |
40% |
False |
False |
20,358 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,880.4 |
2.618 |
4,695.1 |
1.618 |
4,581.6 |
1.000 |
4,511.5 |
0.618 |
4,468.1 |
HIGH |
4,398.0 |
0.618 |
4,354.6 |
0.500 |
4,341.3 |
0.382 |
4,327.9 |
LOW |
4,284.5 |
0.618 |
4,214.4 |
1.000 |
4,171.0 |
1.618 |
4,100.9 |
2.618 |
3,987.4 |
4.250 |
3,802.1 |
|
|
Fisher Pivots for day following 07-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
4,341.3 |
4,378.0 |
PP |
4,337.2 |
4,361.7 |
S1 |
4,333.1 |
4,345.3 |
|