Trading Metrics calculated at close of trading on 23-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2009 |
23-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
4,527.0 |
4,569.0 |
42.0 |
0.9% |
4,486.0 |
High |
4,624.0 |
4,616.5 |
-7.5 |
-0.2% |
4,699.0 |
Low |
4,464.0 |
4,528.5 |
64.5 |
1.4% |
4,471.0 |
Close |
4,600.0 |
4,542.5 |
-57.5 |
-1.3% |
4,661.5 |
Range |
160.0 |
88.0 |
-72.0 |
-45.0% |
228.0 |
ATR |
150.7 |
146.3 |
-4.5 |
-3.0% |
0.0 |
Volume |
187,677 |
159,565 |
-28,112 |
-15.0% |
641,005 |
|
Daily Pivots for day following 23-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,826.5 |
4,772.5 |
4,590.9 |
|
R3 |
4,738.5 |
4,684.5 |
4,566.7 |
|
R2 |
4,650.5 |
4,650.5 |
4,558.6 |
|
R1 |
4,596.5 |
4,596.5 |
4,550.6 |
4,579.5 |
PP |
4,562.5 |
4,562.5 |
4,562.5 |
4,554.0 |
S1 |
4,508.5 |
4,508.5 |
4,534.4 |
4,491.5 |
S2 |
4,474.5 |
4,474.5 |
4,526.4 |
|
S3 |
4,386.5 |
4,420.5 |
4,518.3 |
|
S4 |
4,298.5 |
4,332.5 |
4,494.1 |
|
|
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 |
6.6% |
143.0 |
3.1% |
48% |
False |
False |
177,299 |
10 |
4,699.0 |
4,232.0 |
467.0 |
10.3% |
138.2 |
3.0% |
66% |
False |
False |
164,493 |
20 |
4,699.0 |
3,976.0 |
723.0 |
15.9% |
141.0 |
3.1% |
78% |
False |
False |
162,569 |
40 |
4,699.0 |
3,599.5 |
1,099.5 |
24.2% |
141.0 |
3.1% |
86% |
False |
False |
100,302 |
60 |
4,703.5 |
3,599.5 |
1,104.0 |
24.3% |
142.4 |
3.1% |
85% |
False |
False |
67,071 |
80 |
5,151.0 |
3,599.5 |
1,551.5 |
34.2% |
143.4 |
3.2% |
61% |
False |
False |
50,451 |
100 |
5,151.0 |
3,599.5 |
1,551.5 |
34.2% |
146.9 |
3.2% |
61% |
False |
False |
40,764 |
120 |
5,414.0 |
3,599.5 |
1,814.5 |
39.9% |
165.6 |
3.6% |
52% |
False |
False |
34,049 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,990.5 |
2.618 |
4,846.9 |
1.618 |
4,758.9 |
1.000 |
4,704.5 |
0.618 |
4,670.9 |
HIGH |
4,616.5 |
0.618 |
4,582.9 |
0.500 |
4,572.5 |
0.382 |
4,562.1 |
LOW |
4,528.5 |
0.618 |
4,474.1 |
1.000 |
4,440.5 |
1.618 |
4,386.1 |
2.618 |
4,298.1 |
4.250 |
4,154.5 |
|
|
Fisher Pivots for day following 23-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
4,572.5 |
4,532.2 |
PP |
4,562.5 |
4,521.8 |
S1 |
4,552.5 |
4,511.5 |
|