Trading Metrics calculated at close of trading on 29-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2009 |
29-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
4,642.0 |
4,640.0 |
-2.0 |
0.0% |
4,667.0 |
High |
4,655.0 |
4,744.0 |
89.0 |
1.9% |
4,688.5 |
Low |
4,555.5 |
4,628.0 |
72.5 |
1.6% |
4,399.0 |
Close |
4,624.0 |
4,720.0 |
96.0 |
2.1% |
4,675.5 |
Range |
99.5 |
116.0 |
16.5 |
16.6% |
289.5 |
ATR |
147.0 |
145.0 |
-1.9 |
-1.3% |
0.0 |
Volume |
173,321 |
174,693 |
1,372 |
0.8% |
863,576 |
|
Daily Pivots for day following 29-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,045.3 |
4,998.7 |
4,783.8 |
|
R3 |
4,929.3 |
4,882.7 |
4,751.9 |
|
R2 |
4,813.3 |
4,813.3 |
4,741.3 |
|
R1 |
4,766.7 |
4,766.7 |
4,730.6 |
4,790.0 |
PP |
4,697.3 |
4,697.3 |
4,697.3 |
4,709.0 |
S1 |
4,650.7 |
4,650.7 |
4,709.4 |
4,674.0 |
S2 |
4,581.3 |
4,581.3 |
4,698.7 |
|
S3 |
4,465.3 |
4,534.7 |
4,688.1 |
|
S4 |
4,349.3 |
4,418.7 |
4,656.2 |
|
|
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 |
4,744.0 |
4,528.5 |
215.5 |
4.6% |
116.2 |
2.5% |
89% |
True |
False |
163,580 |
10 |
4,744.0 |
4,399.0 |
345.0 |
7.3% |
133.8 |
2.8% |
93% |
True |
False |
170,746 |
20 |
4,744.0 |
4,001.5 |
742.5 |
15.7% |
139.3 |
3.0% |
97% |
True |
False |
163,132 |
40 |
4,744.0 |
3,599.5 |
1,144.5 |
24.2% |
139.5 |
3.0% |
98% |
True |
False |
116,671 |
60 |
4,744.0 |
3,599.5 |
1,144.5 |
24.2% |
141.1 |
3.0% |
98% |
True |
False |
78,014 |
80 |
5,151.0 |
3,599.5 |
1,551.5 |
32.9% |
144.9 |
3.1% |
72% |
False |
False |
58,653 |
100 |
5,151.0 |
3,599.5 |
1,551.5 |
32.9% |
146.8 |
3.1% |
72% |
False |
False |
47,341 |
120 |
5,414.0 |
3,599.5 |
1,814.5 |
38.4% |
163.1 |
3.5% |
62% |
False |
False |
39,527 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,237.0 |
2.618 |
5,047.7 |
1.618 |
4,931.7 |
1.000 |
4,860.0 |
0.618 |
4,815.7 |
HIGH |
4,744.0 |
0.618 |
4,699.7 |
0.500 |
4,686.0 |
0.382 |
4,672.3 |
LOW |
4,628.0 |
0.618 |
4,556.3 |
1.000 |
4,512.0 |
1.618 |
4,440.3 |
2.618 |
4,324.3 |
4.250 |
4,135.0 |
|
|
Fisher Pivots for day following 29-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
4,708.7 |
4,696.6 |
PP |
4,697.3 |
4,673.2 |
S1 |
4,686.0 |
4,649.8 |
|