Trading Metrics calculated at close of trading on 08-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2009 |
08-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
4,392.0 |
4,260.0 |
-132.0 |
-3.0% |
4,170.0 |
High |
4,398.0 |
4,399.5 |
1.5 |
0.0% |
4,470.0 |
Low |
4,284.5 |
4,232.0 |
-52.5 |
-1.2% |
3,976.0 |
Close |
4,329.0 |
4,366.5 |
37.5 |
0.9% |
4,390.0 |
Range |
113.5 |
167.5 |
54.0 |
47.6% |
494.0 |
ATR |
154.0 |
154.9 |
1.0 |
0.6% |
0.0 |
Volume |
129,993 |
148,433 |
18,440 |
14.2% |
852,449 |
|
Daily Pivots for day following 08-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,835.2 |
4,768.3 |
4,458.6 |
|
R3 |
4,667.7 |
4,600.8 |
4,412.6 |
|
R2 |
4,500.2 |
4,500.2 |
4,397.2 |
|
R1 |
4,433.3 |
4,433.3 |
4,381.9 |
4,466.8 |
PP |
4,332.7 |
4,332.7 |
4,332.7 |
4,349.4 |
S1 |
4,265.8 |
4,265.8 |
4,351.1 |
4,299.3 |
S2 |
4,165.2 |
4,165.2 |
4,335.8 |
|
S3 |
3,997.7 |
4,098.3 |
4,320.4 |
|
S4 |
3,830.2 |
3,930.8 |
4,274.4 |
|
|
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 |
4,225.0 |
246.5 |
5.6% |
150.7 |
3.5% |
57% |
False |
False |
156,819 |
10 |
4,471.5 |
3,976.0 |
495.5 |
11.3% |
147.2 |
3.4% |
79% |
False |
False |
157,537 |
20 |
4,471.5 |
3,812.0 |
659.5 |
15.1% |
137.4 |
3.1% |
84% |
False |
False |
124,023 |
40 |
4,534.5 |
3,599.5 |
935.0 |
21.4% |
142.8 |
3.3% |
82% |
False |
False |
63,036 |
60 |
4,703.5 |
3,599.5 |
1,104.0 |
25.3% |
148.0 |
3.4% |
69% |
False |
False |
42,231 |
80 |
5,151.0 |
3,599.5 |
1,551.5 |
35.5% |
144.8 |
3.3% |
49% |
False |
False |
32,172 |
100 |
5,151.0 |
3,599.5 |
1,551.5 |
35.5% |
159.4 |
3.6% |
49% |
False |
False |
25,855 |
120 |
5,414.0 |
3,599.5 |
1,814.5 |
41.6% |
176.0 |
4.0% |
42% |
False |
False |
21,592 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,111.4 |
2.618 |
4,838.0 |
1.618 |
4,670.5 |
1.000 |
4,567.0 |
0.618 |
4,503.0 |
HIGH |
4,399.5 |
0.618 |
4,335.5 |
0.500 |
4,315.8 |
0.382 |
4,296.0 |
LOW |
4,232.0 |
0.618 |
4,128.5 |
1.000 |
4,064.5 |
1.618 |
3,961.0 |
2.618 |
3,793.5 |
4.250 |
3,520.1 |
|
|
Fisher Pivots for day following 08-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
4,349.6 |
4,361.6 |
PP |
4,332.7 |
4,356.7 |
S1 |
4,315.8 |
4,351.8 |
|