Trading Metrics calculated at close of trading on 09-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2009 |
09-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
4,260.0 |
4,417.0 |
157.0 |
3.7% |
4,170.0 |
High |
4,399.5 |
4,520.0 |
120.5 |
2.7% |
4,470.0 |
Low |
4,232.0 |
4,386.0 |
154.0 |
3.6% |
3,976.0 |
Close |
4,366.5 |
4,492.5 |
126.0 |
2.9% |
4,390.0 |
Range |
167.5 |
134.0 |
-33.5 |
-20.0% |
494.0 |
ATR |
154.9 |
154.8 |
-0.1 |
-0.1% |
0.0 |
Volume |
148,433 |
146,123 |
-2,310 |
-1.6% |
852,449 |
|
Daily Pivots for day following 09-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,868.2 |
4,814.3 |
4,566.2 |
|
R3 |
4,734.2 |
4,680.3 |
4,529.4 |
|
R2 |
4,600.2 |
4,600.2 |
4,517.1 |
|
R1 |
4,546.3 |
4,546.3 |
4,504.8 |
4,573.3 |
PP |
4,466.2 |
4,466.2 |
4,466.2 |
4,479.6 |
S1 |
4,412.3 |
4,412.3 |
4,480.2 |
4,439.3 |
S2 |
4,332.2 |
4,332.2 |
4,467.9 |
|
S3 |
4,198.2 |
4,278.3 |
4,455.7 |
|
S4 |
4,064.2 |
4,144.3 |
4,418.8 |
|
|
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 |
4,520.0 |
4,232.0 |
288.0 |
6.4% |
139.8 |
3.1% |
90% |
True |
False |
145,721 |
10 |
4,520.0 |
3,976.0 |
544.0 |
12.1% |
152.3 |
3.4% |
95% |
True |
False |
155,611 |
20 |
4,520.0 |
3,947.0 |
573.0 |
12.8% |
133.8 |
3.0% |
95% |
True |
False |
130,986 |
40 |
4,525.0 |
3,599.5 |
925.5 |
20.6% |
142.5 |
3.2% |
96% |
False |
False |
66,675 |
60 |
4,703.5 |
3,599.5 |
1,104.0 |
24.6% |
147.9 |
3.3% |
81% |
False |
False |
44,653 |
80 |
5,151.0 |
3,599.5 |
1,551.5 |
34.5% |
145.2 |
3.2% |
58% |
False |
False |
33,986 |
100 |
5,151.0 |
3,599.5 |
1,551.5 |
34.5% |
156.9 |
3.5% |
58% |
False |
False |
27,311 |
120 |
5,414.0 |
3,599.5 |
1,814.5 |
40.4% |
175.5 |
3.9% |
49% |
False |
False |
22,809 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,089.5 |
2.618 |
4,870.8 |
1.618 |
4,736.8 |
1.000 |
4,654.0 |
0.618 |
4,602.8 |
HIGH |
4,520.0 |
0.618 |
4,468.8 |
0.500 |
4,453.0 |
0.382 |
4,437.2 |
LOW |
4,386.0 |
0.618 |
4,303.2 |
1.000 |
4,252.0 |
1.618 |
4,169.2 |
2.618 |
4,035.2 |
4.250 |
3,816.5 |
|
|
Fisher Pivots for day following 09-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
4,479.3 |
4,453.7 |
PP |
4,466.2 |
4,414.8 |
S1 |
4,453.0 |
4,376.0 |
|