Trading Metrics calculated at close of trading on 20-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2009 |
20-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
4,620.0 |
4,667.0 |
47.0 |
1.0% |
4,486.0 |
High |
4,699.0 |
4,674.0 |
-25.0 |
-0.5% |
4,699.0 |
Low |
4,598.0 |
4,467.0 |
-131.0 |
-2.8% |
4,471.0 |
Close |
4,661.5 |
4,499.0 |
-162.5 |
-3.5% |
4,661.5 |
Range |
101.0 |
207.0 |
106.0 |
105.0% |
228.0 |
ATR |
144.9 |
149.3 |
4.4 |
3.1% |
0.0 |
Volume |
177,122 |
158,547 |
-18,575 |
-10.5% |
641,005 |
|
Daily Pivots for day following 20-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,167.7 |
5,040.3 |
4,612.9 |
|
R3 |
4,960.7 |
4,833.3 |
4,555.9 |
|
R2 |
4,753.7 |
4,753.7 |
4,537.0 |
|
R1 |
4,626.3 |
4,626.3 |
4,518.0 |
4,586.5 |
PP |
4,546.7 |
4,546.7 |
4,546.7 |
4,526.8 |
S1 |
4,419.3 |
4,419.3 |
4,480.0 |
4,379.5 |
S2 |
4,339.7 |
4,339.7 |
4,461.1 |
|
S3 |
4,132.7 |
4,212.3 |
4,442.1 |
|
S4 |
3,925.7 |
4,005.3 |
4,385.2 |
|
|
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 |
4,467.0 |
232.0 |
5.2% |
134.7 |
3.0% |
14% |
False |
True |
159,910 |
10 |
4,699.0 |
4,232.0 |
467.0 |
10.4% |
137.3 |
3.1% |
57% |
False |
False |
152,816 |
20 |
4,699.0 |
3,976.0 |
723.0 |
16.1% |
137.8 |
3.1% |
72% |
False |
False |
160,548 |
40 |
4,699.0 |
3,599.5 |
1,099.5 |
24.4% |
145.7 |
3.2% |
82% |
False |
False |
86,575 |
60 |
4,703.5 |
3,599.5 |
1,104.0 |
24.5% |
143.4 |
3.2% |
81% |
False |
False |
57,926 |
80 |
5,151.0 |
3,599.5 |
1,551.5 |
34.5% |
143.0 |
3.2% |
58% |
False |
False |
43,621 |
100 |
5,151.0 |
3,599.5 |
1,551.5 |
34.5% |
151.7 |
3.4% |
58% |
False |
False |
35,273 |
120 |
5,414.0 |
3,599.5 |
1,814.5 |
40.3% |
172.0 |
3.8% |
50% |
False |
False |
29,464 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,553.8 |
2.618 |
5,215.9 |
1.618 |
5,008.9 |
1.000 |
4,881.0 |
0.618 |
4,801.9 |
HIGH |
4,674.0 |
0.618 |
4,594.9 |
0.500 |
4,570.5 |
0.382 |
4,546.1 |
LOW |
4,467.0 |
0.618 |
4,339.1 |
1.000 |
4,260.0 |
1.618 |
4,132.1 |
2.618 |
3,925.1 |
4.250 |
3,587.3 |
|
|
Fisher Pivots for day following 20-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
4,570.5 |
4,583.0 |
PP |
4,546.7 |
4,555.0 |
S1 |
4,522.8 |
4,527.0 |
|