Trading Metrics calculated at close of trading on 16-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2009 |
16-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
4,508.0 |
4,581.0 |
73.0 |
1.6% |
4,458.5 |
High |
4,609.0 |
4,668.0 |
59.0 |
1.3% |
4,520.0 |
Low |
4,495.0 |
4,538.5 |
43.5 |
1.0% |
4,232.0 |
Close |
4,549.5 |
4,613.0 |
63.5 |
1.4% |
4,492.5 |
Range |
114.0 |
129.5 |
15.5 |
13.6% |
288.0 |
ATR |
149.7 |
148.3 |
-1.4 |
-1.0% |
0.0 |
Volume |
145,561 |
162,632 |
17,071 |
11.7% |
564,907 |
|
Daily Pivots for day following 16-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,995.0 |
4,933.5 |
4,684.2 |
|
R3 |
4,865.5 |
4,804.0 |
4,648.6 |
|
R2 |
4,736.0 |
4,736.0 |
4,636.7 |
|
R1 |
4,674.5 |
4,674.5 |
4,624.9 |
4,705.3 |
PP |
4,606.5 |
4,606.5 |
4,606.5 |
4,621.9 |
S1 |
4,545.0 |
4,545.0 |
4,601.1 |
4,575.8 |
S2 |
4,477.0 |
4,477.0 |
4,589.3 |
|
S3 |
4,347.5 |
4,415.5 |
4,577.4 |
|
S4 |
4,218.0 |
4,286.0 |
4,541.8 |
|
|
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 |
4,668.0 |
4,232.0 |
436.0 |
9.5% |
133.4 |
2.9% |
87% |
True |
False |
151,687 |
10 |
4,668.0 |
4,006.0 |
662.0 |
14.4% |
143.6 |
3.1% |
92% |
True |
False |
156,845 |
20 |
4,668.0 |
3,955.5 |
712.5 |
15.4% |
136.1 |
3.0% |
92% |
True |
False |
150,024 |
40 |
4,668.0 |
3,599.5 |
1,068.5 |
23.2% |
143.6 |
3.1% |
95% |
True |
False |
78,239 |
60 |
4,703.5 |
3,599.5 |
1,104.0 |
23.9% |
144.5 |
3.1% |
92% |
False |
False |
52,357 |
80 |
5,151.0 |
3,599.5 |
1,551.5 |
33.6% |
142.7 |
3.1% |
65% |
False |
False |
39,589 |
100 |
5,151.0 |
3,599.5 |
1,551.5 |
33.6% |
154.6 |
3.4% |
65% |
False |
False |
31,930 |
120 |
5,414.0 |
3,599.5 |
1,814.5 |
39.3% |
173.8 |
3.8% |
56% |
False |
False |
26,672 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,218.4 |
2.618 |
5,007.0 |
1.618 |
4,877.5 |
1.000 |
4,797.5 |
0.618 |
4,748.0 |
HIGH |
4,668.0 |
0.618 |
4,618.5 |
0.500 |
4,603.3 |
0.382 |
4,588.0 |
LOW |
4,538.5 |
0.618 |
4,458.5 |
1.000 |
4,409.0 |
1.618 |
4,329.0 |
2.618 |
4,199.5 |
4.250 |
3,988.1 |
|
|
Fisher Pivots for day following 16-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
4,609.8 |
4,598.5 |
PP |
4,606.5 |
4,584.0 |
S1 |
4,603.3 |
4,569.5 |
|