Trading Metrics calculated at close of trading on 22-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2009 |
22-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
4,513.0 |
4,527.0 |
14.0 |
0.3% |
4,486.0 |
High |
4,558.0 |
4,624.0 |
66.0 |
1.4% |
4,699.0 |
Low |
4,399.0 |
4,464.0 |
65.0 |
1.5% |
4,471.0 |
Close |
4,511.0 |
4,600.0 |
89.0 |
2.0% |
4,661.5 |
Range |
159.0 |
160.0 |
1.0 |
0.6% |
228.0 |
ATR |
150.0 |
150.7 |
0.7 |
0.5% |
0.0 |
Volume |
203,587 |
187,677 |
-15,910 |
-7.8% |
641,005 |
|
Daily Pivots for day following 22-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,042.7 |
4,981.3 |
4,688.0 |
|
R3 |
4,882.7 |
4,821.3 |
4,644.0 |
|
R2 |
4,722.7 |
4,722.7 |
4,629.3 |
|
R1 |
4,661.3 |
4,661.3 |
4,614.7 |
4,692.0 |
PP |
4,562.7 |
4,562.7 |
4,562.7 |
4,578.0 |
S1 |
4,501.3 |
4,501.3 |
4,585.3 |
4,532.0 |
S2 |
4,402.7 |
4,402.7 |
4,570.7 |
|
S3 |
4,242.7 |
4,341.3 |
4,556.0 |
|
S4 |
4,082.7 |
4,181.3 |
4,512.0 |
|
|
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 |
4,399.0 |
300.0 |
6.5% |
151.3 |
3.3% |
67% |
False |
False |
177,913 |
10 |
4,699.0 |
4,232.0 |
467.0 |
10.2% |
140.8 |
3.1% |
79% |
False |
False |
161,536 |
20 |
4,699.0 |
3,976.0 |
723.0 |
15.7% |
141.6 |
3.1% |
86% |
False |
False |
162,447 |
40 |
4,699.0 |
3,599.5 |
1,099.5 |
23.9% |
142.7 |
3.1% |
91% |
False |
False |
96,327 |
60 |
4,703.5 |
3,599.5 |
1,104.0 |
24.0% |
142.5 |
3.1% |
91% |
False |
False |
64,424 |
80 |
5,151.0 |
3,599.5 |
1,551.5 |
33.7% |
143.7 |
3.1% |
64% |
False |
False |
48,461 |
100 |
5,151.0 |
3,599.5 |
1,551.5 |
33.7% |
148.2 |
3.2% |
64% |
False |
False |
39,172 |
120 |
5,414.0 |
3,599.5 |
1,814.5 |
39.4% |
169.4 |
3.7% |
55% |
False |
False |
32,723 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,304.0 |
2.618 |
5,042.9 |
1.618 |
4,882.9 |
1.000 |
4,784.0 |
0.618 |
4,722.9 |
HIGH |
4,624.0 |
0.618 |
4,562.9 |
0.500 |
4,544.0 |
0.382 |
4,525.1 |
LOW |
4,464.0 |
0.618 |
4,365.1 |
1.000 |
4,304.0 |
1.618 |
4,205.1 |
2.618 |
4,045.1 |
4.250 |
3,784.0 |
|
|
Fisher Pivots for day following 22-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
4,581.3 |
4,578.8 |
PP |
4,562.7 |
4,557.7 |
S1 |
4,544.0 |
4,536.5 |
|