Trading Metrics calculated at close of trading on 17-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2009 |
17-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
4,581.0 |
4,620.0 |
39.0 |
0.9% |
4,486.0 |
High |
4,668.0 |
4,699.0 |
31.0 |
0.7% |
4,699.0 |
Low |
4,538.5 |
4,598.0 |
59.5 |
1.3% |
4,471.0 |
Close |
4,613.0 |
4,661.5 |
48.5 |
1.1% |
4,661.5 |
Range |
129.5 |
101.0 |
-28.5 |
-22.0% |
228.0 |
ATR |
148.3 |
144.9 |
-3.4 |
-2.3% |
0.0 |
Volume |
162,632 |
177,122 |
14,490 |
8.9% |
641,005 |
|
Daily Pivots for day following 17-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,955.8 |
4,909.7 |
4,717.1 |
|
R3 |
4,854.8 |
4,808.7 |
4,689.3 |
|
R2 |
4,753.8 |
4,753.8 |
4,680.0 |
|
R1 |
4,707.7 |
4,707.7 |
4,670.8 |
4,730.8 |
PP |
4,652.8 |
4,652.8 |
4,652.8 |
4,664.4 |
S1 |
4,606.7 |
4,606.7 |
4,652.2 |
4,629.8 |
S2 |
4,551.8 |
4,551.8 |
4,643.0 |
|
S3 |
4,450.8 |
4,505.7 |
4,633.7 |
|
S4 |
4,349.8 |
4,404.7 |
4,606.0 |
|
|
Weekly Pivots for week ending 17-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,294.5 |
5,206.0 |
4,786.9 |
|
R3 |
5,066.5 |
4,978.0 |
4,724.2 |
|
R2 |
4,838.5 |
4,838.5 |
4,703.3 |
|
R1 |
4,750.0 |
4,750.0 |
4,682.4 |
4,794.3 |
PP |
4,610.5 |
4,610.5 |
4,610.5 |
4,632.6 |
S1 |
4,522.0 |
4,522.0 |
4,640.6 |
4,566.3 |
S2 |
4,382.5 |
4,382.5 |
4,619.7 |
|
S3 |
4,154.5 |
4,294.0 |
4,598.8 |
|
S4 |
3,926.5 |
4,066.0 |
4,536.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,699.0 |
4,386.0 |
313.0 |
6.7% |
120.1 |
2.6% |
88% |
True |
False |
157,425 |
10 |
4,699.0 |
4,225.0 |
474.0 |
10.2% |
135.4 |
2.9% |
92% |
True |
False |
157,122 |
20 |
4,699.0 |
3,976.0 |
723.0 |
15.5% |
134.1 |
2.9% |
95% |
True |
False |
156,351 |
40 |
4,699.0 |
3,599.5 |
1,099.5 |
23.6% |
143.2 |
3.1% |
97% |
True |
False |
82,649 |
60 |
4,703.5 |
3,599.5 |
1,104.0 |
23.7% |
142.7 |
3.1% |
96% |
False |
False |
55,288 |
80 |
5,151.0 |
3,599.5 |
1,551.5 |
33.3% |
142.0 |
3.0% |
68% |
False |
False |
41,742 |
100 |
5,151.0 |
3,599.5 |
1,551.5 |
33.3% |
152.3 |
3.3% |
68% |
False |
False |
33,696 |
120 |
5,414.0 |
3,599.5 |
1,814.5 |
38.9% |
172.1 |
3.7% |
59% |
False |
False |
28,146 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,128.3 |
2.618 |
4,963.4 |
1.618 |
4,862.4 |
1.000 |
4,800.0 |
0.618 |
4,761.4 |
HIGH |
4,699.0 |
0.618 |
4,660.4 |
0.500 |
4,648.5 |
0.382 |
4,636.6 |
LOW |
4,598.0 |
0.618 |
4,535.6 |
1.000 |
4,497.0 |
1.618 |
4,434.6 |
2.618 |
4,333.6 |
4.250 |
4,168.8 |
|
|
Fisher Pivots for day following 17-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
4,657.2 |
4,640.0 |
PP |
4,652.8 |
4,618.5 |
S1 |
4,648.5 |
4,597.0 |
|