Trading Metrics calculated at close of trading on 02-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2009 |
02-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
1,228.00 |
1,251.00 |
23.00 |
1.9% |
1,186.50 |
High |
1,254.75 |
1,310.75 |
56.00 |
4.5% |
1,281.75 |
Low |
1,210.00 |
1,248.75 |
38.75 |
3.2% |
1,186.50 |
Close |
1,251.00 |
1,301.50 |
50.50 |
4.0% |
1,256.00 |
Range |
44.75 |
62.00 |
17.25 |
38.5% |
95.25 |
ATR |
43.43 |
44.75 |
1.33 |
3.1% |
0.00 |
Volume |
311,992 |
330,213 |
18,221 |
5.8% |
1,765,520 |
|
Daily Pivots for day following 02-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,473.00 |
1,449.25 |
1,335.50 |
|
R3 |
1,411.00 |
1,387.25 |
1,318.50 |
|
R2 |
1,349.00 |
1,349.00 |
1,312.75 |
|
R1 |
1,325.25 |
1,325.25 |
1,307.25 |
1,337.00 |
PP |
1,287.00 |
1,287.00 |
1,287.00 |
1,293.00 |
S1 |
1,263.25 |
1,263.25 |
1,295.75 |
1,275.00 |
S2 |
1,225.00 |
1,225.00 |
1,290.25 |
|
S3 |
1,163.00 |
1,201.25 |
1,284.50 |
|
S4 |
1,101.00 |
1,139.25 |
1,267.50 |
|
|
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 |
1,310.75 |
1,203.50 |
107.25 |
8.2% |
44.50 |
3.4% |
91% |
True |
False |
322,140 |
10 |
1,310.75 |
1,177.25 |
133.50 |
10.3% |
46.75 |
3.6% |
93% |
True |
False |
331,722 |
20 |
1,310.75 |
1,039.50 |
271.25 |
20.8% |
45.00 |
3.5% |
97% |
True |
False |
256,869 |
40 |
1,310.75 |
1,039.50 |
271.25 |
20.8% |
42.75 |
3.3% |
97% |
True |
False |
128,596 |
60 |
1,310.75 |
1,039.50 |
271.25 |
20.8% |
42.00 |
3.2% |
97% |
True |
False |
85,802 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,574.25 |
2.618 |
1,473.00 |
1.618 |
1,411.00 |
1.000 |
1,372.75 |
0.618 |
1,349.00 |
HIGH |
1,310.75 |
0.618 |
1,287.00 |
0.500 |
1,279.75 |
0.382 |
1,272.50 |
LOW |
1,248.75 |
0.618 |
1,210.50 |
1.000 |
1,186.75 |
1.618 |
1,148.50 |
2.618 |
1,086.50 |
4.250 |
985.25 |
|
|
Fisher Pivots for day following 02-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
1,294.25 |
1,287.75 |
PP |
1,287.00 |
1,274.00 |
S1 |
1,279.75 |
1,260.50 |
|