Trading Metrics calculated at close of trading on 30-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2009 |
30-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
4,640.0 |
4,722.5 |
82.5 |
1.8% |
4,667.0 |
High |
4,744.0 |
4,847.5 |
103.5 |
2.2% |
4,688.5 |
Low |
4,628.0 |
4,713.5 |
85.5 |
1.8% |
4,399.0 |
Close |
4,720.0 |
4,798.5 |
78.5 |
1.7% |
4,675.5 |
Range |
116.0 |
134.0 |
18.0 |
15.5% |
289.5 |
ATR |
145.0 |
144.2 |
-0.8 |
-0.5% |
0.0 |
Volume |
174,693 |
192,729 |
18,036 |
10.3% |
863,576 |
|
Daily Pivots for day following 30-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,188.5 |
5,127.5 |
4,872.2 |
|
R3 |
5,054.5 |
4,993.5 |
4,835.4 |
|
R2 |
4,920.5 |
4,920.5 |
4,823.1 |
|
R1 |
4,859.5 |
4,859.5 |
4,810.8 |
4,890.0 |
PP |
4,786.5 |
4,786.5 |
4,786.5 |
4,801.8 |
S1 |
4,725.5 |
4,725.5 |
4,786.2 |
4,756.0 |
S2 |
4,652.5 |
4,652.5 |
4,773.9 |
|
S3 |
4,518.5 |
4,591.5 |
4,761.7 |
|
S4 |
4,384.5 |
4,457.5 |
4,724.8 |
|
|
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 |
4,847.5 |
4,555.5 |
292.0 |
6.1% |
125.4 |
2.6% |
83% |
True |
False |
170,213 |
10 |
4,847.5 |
4,399.0 |
448.5 |
9.3% |
134.2 |
2.8% |
89% |
True |
False |
173,756 |
20 |
4,847.5 |
4,006.0 |
841.5 |
17.5% |
138.9 |
2.9% |
94% |
True |
False |
165,300 |
40 |
4,847.5 |
3,599.5 |
1,248.0 |
26.0% |
140.8 |
2.9% |
96% |
True |
False |
121,445 |
60 |
4,847.5 |
3,599.5 |
1,248.0 |
26.0% |
140.0 |
2.9% |
96% |
True |
False |
81,210 |
80 |
5,033.5 |
3,599.5 |
1,434.0 |
29.9% |
144.9 |
3.0% |
84% |
False |
False |
61,053 |
100 |
5,151.0 |
3,599.5 |
1,551.5 |
32.3% |
145.5 |
3.0% |
77% |
False |
False |
49,263 |
120 |
5,388.0 |
3,599.5 |
1,788.5 |
37.3% |
161.9 |
3.4% |
67% |
False |
False |
41,131 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,417.0 |
2.618 |
5,198.3 |
1.618 |
5,064.3 |
1.000 |
4,981.5 |
0.618 |
4,930.3 |
HIGH |
4,847.5 |
0.618 |
4,796.3 |
0.500 |
4,780.5 |
0.382 |
4,764.7 |
LOW |
4,713.5 |
0.618 |
4,630.7 |
1.000 |
4,579.5 |
1.618 |
4,496.7 |
2.618 |
4,362.7 |
4.250 |
4,144.0 |
|
|
Fisher Pivots for day following 30-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
4,792.5 |
4,766.2 |
PP |
4,786.5 |
4,733.8 |
S1 |
4,780.5 |
4,701.5 |
|