Trading Metrics calculated at close of trading on 01-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2009 |
01-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
1,222.75 |
1,228.00 |
5.25 |
0.4% |
1,186.50 |
High |
1,257.75 |
1,254.75 |
-3.00 |
-0.2% |
1,281.75 |
Low |
1,222.00 |
1,210.00 |
-12.00 |
-1.0% |
1,186.50 |
Close |
1,237.50 |
1,251.00 |
13.50 |
1.1% |
1,256.00 |
Range |
35.75 |
44.75 |
9.00 |
25.2% |
95.25 |
ATR |
43.33 |
43.43 |
0.10 |
0.2% |
0.00 |
Volume |
307,717 |
311,992 |
4,275 |
1.4% |
1,765,520 |
|
Daily Pivots for day following 01-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,372.75 |
1,356.75 |
1,275.50 |
|
R3 |
1,328.00 |
1,312.00 |
1,263.25 |
|
R2 |
1,283.25 |
1,283.25 |
1,259.25 |
|
R1 |
1,267.25 |
1,267.25 |
1,255.00 |
1,275.25 |
PP |
1,238.50 |
1,238.50 |
1,238.50 |
1,242.50 |
S1 |
1,222.50 |
1,222.50 |
1,247.00 |
1,230.50 |
S2 |
1,193.75 |
1,193.75 |
1,242.75 |
|
S3 |
1,149.00 |
1,177.75 |
1,238.75 |
|
S4 |
1,104.25 |
1,133.00 |
1,226.50 |
|
|
Weekly Pivots for week ending 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,527.25 |
1,486.75 |
1,308.50 |
|
R3 |
1,432.00 |
1,391.50 |
1,282.25 |
|
R2 |
1,336.75 |
1,336.75 |
1,273.50 |
|
R1 |
1,296.25 |
1,296.25 |
1,264.75 |
1,316.50 |
PP |
1,241.50 |
1,241.50 |
1,241.50 |
1,251.50 |
S1 |
1,201.00 |
1,201.00 |
1,247.25 |
1,221.25 |
S2 |
1,146.25 |
1,146.25 |
1,238.50 |
|
S3 |
1,051.00 |
1,105.75 |
1,229.75 |
|
S4 |
955.75 |
1,010.50 |
1,203.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,281.75 |
1,203.50 |
78.25 |
6.3% |
42.25 |
3.4% |
61% |
False |
False |
336,649 |
10 |
1,281.75 |
1,177.25 |
104.50 |
8.4% |
43.25 |
3.5% |
71% |
False |
False |
339,204 |
20 |
1,281.75 |
1,039.50 |
242.25 |
19.4% |
45.00 |
3.6% |
87% |
False |
False |
240,372 |
40 |
1,285.25 |
1,039.50 |
245.75 |
19.6% |
42.25 |
3.4% |
86% |
False |
False |
120,345 |
60 |
1,285.25 |
1,039.50 |
245.75 |
19.6% |
41.75 |
3.3% |
86% |
False |
False |
80,299 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,445.00 |
2.618 |
1,372.00 |
1.618 |
1,327.25 |
1.000 |
1,299.50 |
0.618 |
1,282.50 |
HIGH |
1,254.75 |
0.618 |
1,237.75 |
0.500 |
1,232.50 |
0.382 |
1,227.00 |
LOW |
1,210.00 |
0.618 |
1,182.25 |
1.000 |
1,165.25 |
1.618 |
1,137.50 |
2.618 |
1,092.75 |
4.250 |
1,019.75 |
|
|
Fisher Pivots for day following 01-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
1,244.75 |
1,244.25 |
PP |
1,238.50 |
1,237.50 |
S1 |
1,232.50 |
1,230.50 |
|