Trading Metrics calculated at close of trading on 15-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2009 |
15-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
4,486.0 |
4,508.0 |
22.0 |
0.5% |
4,458.5 |
High |
4,593.0 |
4,609.0 |
16.0 |
0.3% |
4,520.0 |
Low |
4,471.0 |
4,495.0 |
24.0 |
0.5% |
4,232.0 |
Close |
4,553.0 |
4,549.5 |
-3.5 |
-0.1% |
4,492.5 |
Range |
122.0 |
114.0 |
-8.0 |
-6.6% |
288.0 |
ATR |
152.5 |
149.7 |
-2.7 |
-1.8% |
0.0 |
Volume |
155,690 |
145,561 |
-10,129 |
-6.5% |
564,907 |
|
Daily Pivots for day following 15-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,893.2 |
4,835.3 |
4,612.2 |
|
R3 |
4,779.2 |
4,721.3 |
4,580.9 |
|
R2 |
4,665.2 |
4,665.2 |
4,570.4 |
|
R1 |
4,607.3 |
4,607.3 |
4,560.0 |
4,636.3 |
PP |
4,551.2 |
4,551.2 |
4,551.2 |
4,565.6 |
S1 |
4,493.3 |
4,493.3 |
4,539.1 |
4,522.3 |
S2 |
4,437.2 |
4,437.2 |
4,528.6 |
|
S3 |
4,323.2 |
4,379.3 |
4,518.2 |
|
S4 |
4,209.2 |
4,265.3 |
4,486.8 |
|
|
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 |
4,609.0 |
4,232.0 |
377.0 |
8.3% |
130.2 |
2.9% |
84% |
True |
False |
145,160 |
10 |
4,609.0 |
4,001.5 |
607.5 |
13.4% |
144.8 |
3.2% |
90% |
True |
False |
155,517 |
20 |
4,609.0 |
3,955.5 |
653.5 |
14.4% |
135.2 |
3.0% |
91% |
True |
False |
144,521 |
40 |
4,609.0 |
3,599.5 |
1,009.5 |
22.2% |
143.5 |
3.2% |
94% |
True |
False |
74,188 |
60 |
4,703.5 |
3,599.5 |
1,104.0 |
24.3% |
145.8 |
3.2% |
86% |
False |
False |
49,655 |
80 |
5,151.0 |
3,599.5 |
1,551.5 |
34.1% |
143.6 |
3.2% |
61% |
False |
False |
37,636 |
100 |
5,151.0 |
3,599.5 |
1,551.5 |
34.1% |
154.9 |
3.4% |
61% |
False |
False |
30,308 |
120 |
5,414.0 |
3,599.5 |
1,814.5 |
39.9% |
174.4 |
3.8% |
52% |
False |
False |
25,317 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,093.5 |
2.618 |
4,907.5 |
1.618 |
4,793.5 |
1.000 |
4,723.0 |
0.618 |
4,679.5 |
HIGH |
4,609.0 |
0.618 |
4,565.5 |
0.500 |
4,552.0 |
0.382 |
4,538.5 |
LOW |
4,495.0 |
0.618 |
4,424.5 |
1.000 |
4,381.0 |
1.618 |
4,310.5 |
2.618 |
4,196.5 |
4.250 |
4,010.5 |
|
|
Fisher Pivots for day following 15-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
4,552.0 |
4,532.2 |
PP |
4,551.2 |
4,514.8 |
S1 |
4,550.3 |
4,497.5 |
|