Trading Metrics calculated at close of trading on 24-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2009 |
24-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
4,569.0 |
4,568.0 |
-1.0 |
0.0% |
4,667.0 |
High |
4,616.5 |
4,688.5 |
72.0 |
1.6% |
4,688.5 |
Low |
4,528.5 |
4,556.0 |
27.5 |
0.6% |
4,399.0 |
Close |
4,542.5 |
4,675.5 |
133.0 |
2.9% |
4,675.5 |
Range |
88.0 |
132.5 |
44.5 |
50.6% |
289.5 |
ATR |
146.3 |
146.2 |
0.0 |
0.0% |
0.0 |
Volume |
159,565 |
154,200 |
-5,365 |
-3.4% |
863,576 |
|
Daily Pivots for day following 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,037.5 |
4,989.0 |
4,748.4 |
|
R3 |
4,905.0 |
4,856.5 |
4,711.9 |
|
R2 |
4,772.5 |
4,772.5 |
4,699.8 |
|
R1 |
4,724.0 |
4,724.0 |
4,687.6 |
4,748.3 |
PP |
4,640.0 |
4,640.0 |
4,640.0 |
4,652.1 |
S1 |
4,591.5 |
4,591.5 |
4,663.4 |
4,615.8 |
S2 |
4,507.5 |
4,507.5 |
4,651.2 |
|
S3 |
4,375.0 |
4,459.0 |
4,639.1 |
|
S4 |
4,242.5 |
4,326.5 |
4,602.6 |
|
|
Weekly Pivots for week ending 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,456.2 |
5,355.3 |
4,834.7 |
|
R3 |
5,166.7 |
5,065.8 |
4,755.1 |
|
R2 |
4,877.2 |
4,877.2 |
4,728.6 |
|
R1 |
4,776.3 |
4,776.3 |
4,702.0 |
4,826.8 |
PP |
4,587.7 |
4,587.7 |
4,587.7 |
4,612.9 |
S1 |
4,486.8 |
4,486.8 |
4,649.0 |
4,537.3 |
S2 |
4,298.2 |
4,298.2 |
4,622.4 |
|
S3 |
4,008.7 |
4,197.3 |
4,595.9 |
|
S4 |
3,719.2 |
3,907.8 |
4,516.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,688.5 |
4,399.0 |
289.5 |
6.2% |
149.3 |
3.2% |
96% |
True |
False |
172,715 |
10 |
4,699.0 |
4,386.0 |
313.0 |
6.7% |
134.7 |
2.9% |
92% |
False |
False |
165,070 |
20 |
4,699.0 |
3,976.0 |
723.0 |
15.5% |
141.0 |
3.0% |
97% |
False |
False |
161,304 |
40 |
4,699.0 |
3,599.5 |
1,099.5 |
23.5% |
139.9 |
3.0% |
98% |
False |
False |
104,149 |
60 |
4,703.5 |
3,599.5 |
1,104.0 |
23.6% |
141.5 |
3.0% |
97% |
False |
False |
69,632 |
80 |
5,151.0 |
3,599.5 |
1,551.5 |
33.2% |
144.5 |
3.1% |
69% |
False |
False |
52,375 |
100 |
5,151.0 |
3,599.5 |
1,551.5 |
33.2% |
146.2 |
3.1% |
69% |
False |
False |
42,304 |
120 |
5,414.0 |
3,599.5 |
1,814.5 |
38.8% |
164.8 |
3.5% |
59% |
False |
False |
35,331 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,251.6 |
2.618 |
5,035.4 |
1.618 |
4,902.9 |
1.000 |
4,821.0 |
0.618 |
4,770.4 |
HIGH |
4,688.5 |
0.618 |
4,637.9 |
0.500 |
4,622.3 |
0.382 |
4,606.6 |
LOW |
4,556.0 |
0.618 |
4,474.1 |
1.000 |
4,423.5 |
1.618 |
4,341.6 |
2.618 |
4,209.1 |
4.250 |
3,992.9 |
|
|
Fisher Pivots for day following 24-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
4,657.8 |
4,642.4 |
PP |
4,640.0 |
4,609.3 |
S1 |
4,622.3 |
4,576.3 |
|