Trading Metrics calculated at close of trading on 21-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2009 |
21-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
4,667.0 |
4,513.0 |
-154.0 |
-3.3% |
4,486.0 |
High |
4,674.0 |
4,558.0 |
-116.0 |
-2.5% |
4,699.0 |
Low |
4,467.0 |
4,399.0 |
-68.0 |
-1.5% |
4,471.0 |
Close |
4,499.0 |
4,511.0 |
12.0 |
0.3% |
4,661.5 |
Range |
207.0 |
159.0 |
-48.0 |
-23.2% |
228.0 |
ATR |
149.3 |
150.0 |
0.7 |
0.5% |
0.0 |
Volume |
158,547 |
203,587 |
45,040 |
28.4% |
641,005 |
|
Daily Pivots for day following 21-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,966.3 |
4,897.7 |
4,598.5 |
|
R3 |
4,807.3 |
4,738.7 |
4,554.7 |
|
R2 |
4,648.3 |
4,648.3 |
4,540.2 |
|
R1 |
4,579.7 |
4,579.7 |
4,525.6 |
4,534.5 |
PP |
4,489.3 |
4,489.3 |
4,489.3 |
4,466.8 |
S1 |
4,420.7 |
4,420.7 |
4,496.4 |
4,375.5 |
S2 |
4,330.3 |
4,330.3 |
4,481.9 |
|
S3 |
4,171.3 |
4,261.7 |
4,467.3 |
|
S4 |
4,012.3 |
4,102.7 |
4,423.6 |
|
|
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 |
4,399.0 |
300.0 |
6.7% |
142.1 |
3.2% |
37% |
False |
True |
169,489 |
10 |
4,699.0 |
4,232.0 |
467.0 |
10.4% |
140.5 |
3.1% |
60% |
False |
False |
156,804 |
20 |
4,699.0 |
3,976.0 |
723.0 |
16.0% |
141.1 |
3.1% |
74% |
False |
False |
162,474 |
40 |
4,699.0 |
3,599.5 |
1,099.5 |
24.4% |
144.9 |
3.2% |
83% |
False |
False |
91,654 |
60 |
4,703.5 |
3,599.5 |
1,104.0 |
24.5% |
143.5 |
3.2% |
83% |
False |
False |
61,305 |
80 |
5,151.0 |
3,599.5 |
1,551.5 |
34.4% |
143.2 |
3.2% |
59% |
False |
False |
46,119 |
100 |
5,151.0 |
3,599.5 |
1,551.5 |
34.4% |
150.7 |
3.3% |
59% |
False |
False |
37,299 |
120 |
5,414.0 |
3,599.5 |
1,814.5 |
40.2% |
170.6 |
3.8% |
50% |
False |
False |
31,159 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,233.8 |
2.618 |
4,974.3 |
1.618 |
4,815.3 |
1.000 |
4,717.0 |
0.618 |
4,656.3 |
HIGH |
4,558.0 |
0.618 |
4,497.3 |
0.500 |
4,478.5 |
0.382 |
4,459.7 |
LOW |
4,399.0 |
0.618 |
4,300.7 |
1.000 |
4,240.0 |
1.618 |
4,141.7 |
2.618 |
3,982.7 |
4.250 |
3,723.3 |
|
|
Fisher Pivots for day following 21-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
4,500.2 |
4,549.0 |
PP |
4,489.3 |
4,536.3 |
S1 |
4,478.5 |
4,523.7 |
|