Trading Metrics calculated at close of trading on 28-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2009 |
28-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
4,637.5 |
4,642.0 |
4.5 |
0.1% |
4,667.0 |
High |
4,723.5 |
4,655.0 |
-68.5 |
-1.5% |
4,688.5 |
Low |
4,578.5 |
4,555.5 |
-23.0 |
-0.5% |
4,399.0 |
Close |
4,713.0 |
4,624.0 |
-89.0 |
-1.9% |
4,675.5 |
Range |
145.0 |
99.5 |
-45.5 |
-31.4% |
289.5 |
ATR |
146.2 |
147.0 |
0.8 |
0.6% |
0.0 |
Volume |
156,122 |
173,321 |
17,199 |
11.0% |
863,576 |
|
Daily Pivots for day following 28-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,910.0 |
4,866.5 |
4,678.7 |
|
R3 |
4,810.5 |
4,767.0 |
4,651.4 |
|
R2 |
4,711.0 |
4,711.0 |
4,642.2 |
|
R1 |
4,667.5 |
4,667.5 |
4,633.1 |
4,639.5 |
PP |
4,611.5 |
4,611.5 |
4,611.5 |
4,597.5 |
S1 |
4,568.0 |
4,568.0 |
4,614.9 |
4,540.0 |
S2 |
4,512.0 |
4,512.0 |
4,605.8 |
|
S3 |
4,412.5 |
4,468.5 |
4,596.6 |
|
S4 |
4,313.0 |
4,369.0 |
4,569.3 |
|
|
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 |
4,723.5 |
4,464.0 |
259.5 |
5.6% |
125.0 |
2.7% |
62% |
False |
False |
166,177 |
10 |
4,723.5 |
4,399.0 |
324.5 |
7.0% |
133.6 |
2.9% |
69% |
False |
False |
167,833 |
20 |
4,723.5 |
3,976.0 |
747.5 |
16.2% |
143.2 |
3.1% |
87% |
False |
False |
162,569 |
40 |
4,723.5 |
3,599.5 |
1,124.0 |
24.3% |
139.5 |
3.0% |
91% |
False |
False |
112,341 |
60 |
4,723.5 |
3,599.5 |
1,124.0 |
24.3% |
140.9 |
3.0% |
91% |
False |
False |
75,110 |
80 |
5,151.0 |
3,599.5 |
1,551.5 |
33.6% |
144.5 |
3.1% |
66% |
False |
False |
56,483 |
100 |
5,151.0 |
3,599.5 |
1,551.5 |
33.6% |
147.8 |
3.2% |
66% |
False |
False |
45,596 |
120 |
5,414.0 |
3,599.5 |
1,814.5 |
39.2% |
162.9 |
3.5% |
56% |
False |
False |
38,072 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,077.9 |
2.618 |
4,915.5 |
1.618 |
4,816.0 |
1.000 |
4,754.5 |
0.618 |
4,716.5 |
HIGH |
4,655.0 |
0.618 |
4,617.0 |
0.500 |
4,605.3 |
0.382 |
4,593.5 |
LOW |
4,555.5 |
0.618 |
4,494.0 |
1.000 |
4,456.0 |
1.618 |
4,394.5 |
2.618 |
4,295.0 |
4.250 |
4,132.6 |
|
|
Fisher Pivots for day following 28-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
4,617.8 |
4,639.5 |
PP |
4,611.5 |
4,634.3 |
S1 |
4,605.3 |
4,629.2 |
|