Trading Metrics calculated at close of trading on 03-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2009 |
03-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
1,251.00 |
1,303.75 |
52.75 |
4.2% |
1,250.00 |
High |
1,310.75 |
1,318.00 |
7.25 |
0.6% |
1,318.00 |
Low |
1,248.75 |
1,293.25 |
44.50 |
3.6% |
1,203.50 |
Close |
1,301.50 |
1,316.25 |
14.75 |
1.1% |
1,316.25 |
Range |
62.00 |
24.75 |
-37.25 |
-60.1% |
114.50 |
ATR |
44.75 |
43.33 |
-1.43 |
-3.2% |
0.00 |
Volume |
330,213 |
429,146 |
98,933 |
30.0% |
1,653,280 |
|
Daily Pivots for day following 03-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,383.50 |
1,374.50 |
1,329.75 |
|
R3 |
1,358.75 |
1,349.75 |
1,323.00 |
|
R2 |
1,334.00 |
1,334.00 |
1,320.75 |
|
R1 |
1,325.00 |
1,325.00 |
1,318.50 |
1,329.50 |
PP |
1,309.25 |
1,309.25 |
1,309.25 |
1,311.50 |
S1 |
1,300.25 |
1,300.25 |
1,314.00 |
1,304.75 |
S2 |
1,284.50 |
1,284.50 |
1,311.75 |
|
S3 |
1,259.75 |
1,275.50 |
1,309.50 |
|
S4 |
1,235.00 |
1,250.75 |
1,302.75 |
|
|
Weekly Pivots for week ending 03-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,622.75 |
1,584.00 |
1,379.25 |
|
R3 |
1,508.25 |
1,469.50 |
1,347.75 |
|
R2 |
1,393.75 |
1,393.75 |
1,337.25 |
|
R1 |
1,355.00 |
1,355.00 |
1,326.75 |
1,374.50 |
PP |
1,279.25 |
1,279.25 |
1,279.25 |
1,289.00 |
S1 |
1,240.50 |
1,240.50 |
1,305.75 |
1,260.00 |
S2 |
1,164.75 |
1,164.75 |
1,295.25 |
|
S3 |
1,050.25 |
1,126.00 |
1,284.75 |
|
S4 |
935.75 |
1,011.50 |
1,253.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,318.00 |
1,203.50 |
114.50 |
8.7% |
43.75 |
3.3% |
98% |
True |
False |
330,656 |
10 |
1,318.00 |
1,186.50 |
131.50 |
10.0% |
45.00 |
3.4% |
99% |
True |
False |
341,880 |
20 |
1,318.00 |
1,039.50 |
278.50 |
21.2% |
44.50 |
3.4% |
99% |
True |
False |
278,273 |
40 |
1,318.00 |
1,039.50 |
278.50 |
21.2% |
41.75 |
3.2% |
99% |
True |
False |
139,324 |
60 |
1,318.00 |
1,039.50 |
278.50 |
21.2% |
42.00 |
3.2% |
99% |
True |
False |
92,954 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,423.25 |
2.618 |
1,382.75 |
1.618 |
1,358.00 |
1.000 |
1,342.75 |
0.618 |
1,333.25 |
HIGH |
1,318.00 |
0.618 |
1,308.50 |
0.500 |
1,305.50 |
0.382 |
1,302.75 |
LOW |
1,293.25 |
0.618 |
1,278.00 |
1.000 |
1,268.50 |
1.618 |
1,253.25 |
2.618 |
1,228.50 |
4.250 |
1,188.00 |
|
|
Fisher Pivots for day following 03-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
1,312.75 |
1,298.75 |
PP |
1,309.25 |
1,281.50 |
S1 |
1,305.50 |
1,264.00 |
|