Trading Metrics calculated at close of trading on 14-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2009 |
14-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
4,417.0 |
4,486.0 |
69.0 |
1.6% |
4,458.5 |
High |
4,520.0 |
4,593.0 |
73.0 |
1.6% |
4,520.0 |
Low |
4,386.0 |
4,471.0 |
85.0 |
1.9% |
4,232.0 |
Close |
4,492.5 |
4,553.0 |
60.5 |
1.3% |
4,492.5 |
Range |
134.0 |
122.0 |
-12.0 |
-9.0% |
288.0 |
ATR |
154.8 |
152.5 |
-2.3 |
-1.5% |
0.0 |
Volume |
146,123 |
155,690 |
9,567 |
6.5% |
564,907 |
|
Daily Pivots for day following 14-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,905.0 |
4,851.0 |
4,620.1 |
|
R3 |
4,783.0 |
4,729.0 |
4,586.6 |
|
R2 |
4,661.0 |
4,661.0 |
4,575.4 |
|
R1 |
4,607.0 |
4,607.0 |
4,564.2 |
4,634.0 |
PP |
4,539.0 |
4,539.0 |
4,539.0 |
4,552.5 |
S1 |
4,485.0 |
4,485.0 |
4,541.8 |
4,512.0 |
S2 |
4,417.0 |
4,417.0 |
4,530.6 |
|
S3 |
4,295.0 |
4,363.0 |
4,519.5 |
|
S4 |
4,173.0 |
4,241.0 |
4,485.9 |
|
|
Weekly Pivots for week ending 10-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,278.8 |
5,173.7 |
4,650.9 |
|
R3 |
4,990.8 |
4,885.7 |
4,571.7 |
|
R2 |
4,702.8 |
4,702.8 |
4,545.3 |
|
R1 |
4,597.7 |
4,597.7 |
4,518.9 |
4,650.3 |
PP |
4,414.8 |
4,414.8 |
4,414.8 |
4,441.1 |
S1 |
4,309.7 |
4,309.7 |
4,466.1 |
4,362.3 |
S2 |
4,126.8 |
4,126.8 |
4,439.7 |
|
S3 |
3,838.8 |
4,021.7 |
4,413.3 |
|
S4 |
3,550.8 |
3,733.7 |
4,334.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,593.0 |
4,232.0 |
361.0 |
7.9% |
138.9 |
3.1% |
89% |
True |
False |
144,119 |
10 |
4,593.0 |
3,976.0 |
617.0 |
13.6% |
152.8 |
3.4% |
94% |
True |
False |
157,304 |
20 |
4,593.0 |
3,955.5 |
637.5 |
14.0% |
134.1 |
2.9% |
94% |
True |
False |
138,445 |
40 |
4,593.0 |
3,599.5 |
993.5 |
21.8% |
142.8 |
3.1% |
96% |
True |
False |
70,558 |
60 |
4,703.5 |
3,599.5 |
1,104.0 |
24.2% |
147.2 |
3.2% |
86% |
False |
False |
47,239 |
80 |
5,151.0 |
3,599.5 |
1,551.5 |
34.1% |
144.0 |
3.2% |
61% |
False |
False |
35,907 |
100 |
5,151.0 |
3,599.5 |
1,551.5 |
34.1% |
156.0 |
3.4% |
61% |
False |
False |
28,860 |
120 |
5,414.0 |
3,599.5 |
1,814.5 |
39.9% |
174.0 |
3.8% |
53% |
False |
False |
24,105 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,111.5 |
2.618 |
4,912.4 |
1.618 |
4,790.4 |
1.000 |
4,715.0 |
0.618 |
4,668.4 |
HIGH |
4,593.0 |
0.618 |
4,546.4 |
0.500 |
4,532.0 |
0.382 |
4,517.6 |
LOW |
4,471.0 |
0.618 |
4,395.6 |
1.000 |
4,349.0 |
1.618 |
4,273.6 |
2.618 |
4,151.6 |
4.250 |
3,952.5 |
|
|
Fisher Pivots for day following 14-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
4,546.0 |
4,506.2 |
PP |
4,539.0 |
4,459.3 |
S1 |
4,532.0 |
4,412.5 |
|