Trading Metrics calculated at close of trading on 06-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2009 |
06-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
1,303.75 |
1,315.50 |
11.75 |
0.9% |
1,250.00 |
High |
1,318.00 |
1,327.50 |
9.50 |
0.7% |
1,318.00 |
Low |
1,293.25 |
1,285.50 |
-7.75 |
-0.6% |
1,203.50 |
Close |
1,316.25 |
1,312.00 |
-4.25 |
-0.3% |
1,316.25 |
Range |
24.75 |
42.00 |
17.25 |
69.7% |
114.50 |
ATR |
43.33 |
43.23 |
-0.09 |
-0.2% |
0.00 |
Volume |
429,146 |
275,816 |
-153,330 |
-35.7% |
1,653,280 |
|
Daily Pivots for day following 06-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,434.25 |
1,415.25 |
1,335.00 |
|
R3 |
1,392.25 |
1,373.25 |
1,323.50 |
|
R2 |
1,350.25 |
1,350.25 |
1,319.75 |
|
R1 |
1,331.25 |
1,331.25 |
1,315.75 |
1,319.75 |
PP |
1,308.25 |
1,308.25 |
1,308.25 |
1,302.50 |
S1 |
1,289.25 |
1,289.25 |
1,308.25 |
1,277.75 |
S2 |
1,266.25 |
1,266.25 |
1,304.25 |
|
S3 |
1,224.25 |
1,247.25 |
1,300.50 |
|
S4 |
1,182.25 |
1,205.25 |
1,289.00 |
|
|
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 |
1,327.50 |
1,210.00 |
117.50 |
9.0% |
41.75 |
3.2% |
87% |
True |
False |
330,976 |
10 |
1,327.50 |
1,203.50 |
124.00 |
9.5% |
42.00 |
3.2% |
88% |
True |
False |
336,262 |
20 |
1,327.50 |
1,039.50 |
288.00 |
22.0% |
44.50 |
3.4% |
95% |
True |
False |
291,871 |
40 |
1,327.50 |
1,039.50 |
288.00 |
22.0% |
41.75 |
3.2% |
95% |
True |
False |
146,217 |
60 |
1,327.50 |
1,039.50 |
288.00 |
22.0% |
42.00 |
3.2% |
95% |
True |
False |
97,550 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,506.00 |
2.618 |
1,437.50 |
1.618 |
1,395.50 |
1.000 |
1,369.50 |
0.618 |
1,353.50 |
HIGH |
1,327.50 |
0.618 |
1,311.50 |
0.500 |
1,306.50 |
0.382 |
1,301.50 |
LOW |
1,285.50 |
0.618 |
1,259.50 |
1.000 |
1,243.50 |
1.618 |
1,217.50 |
2.618 |
1,175.50 |
4.250 |
1,107.00 |
|
|
Fisher Pivots for day following 06-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
1,310.25 |
1,304.00 |
PP |
1,308.25 |
1,296.00 |
S1 |
1,306.50 |
1,288.00 |
|