Trading Metrics calculated at close of trading on 07-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2009 |
07-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
1,315.50 |
1,312.00 |
-3.50 |
-0.3% |
1,250.00 |
High |
1,327.50 |
1,317.25 |
-10.25 |
-0.8% |
1,318.00 |
Low |
1,285.50 |
1,266.75 |
-18.75 |
-1.5% |
1,203.50 |
Close |
1,312.00 |
1,280.75 |
-31.25 |
-2.4% |
1,316.25 |
Range |
42.00 |
50.50 |
8.50 |
20.2% |
114.50 |
ATR |
43.23 |
43.75 |
0.52 |
1.2% |
0.00 |
Volume |
275,816 |
253,879 |
-21,937 |
-8.0% |
1,653,280 |
|
Daily Pivots for day following 07-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,439.75 |
1,410.75 |
1,308.50 |
|
R3 |
1,389.25 |
1,360.25 |
1,294.75 |
|
R2 |
1,338.75 |
1,338.75 |
1,290.00 |
|
R1 |
1,309.75 |
1,309.75 |
1,285.50 |
1,299.00 |
PP |
1,288.25 |
1,288.25 |
1,288.25 |
1,283.00 |
S1 |
1,259.25 |
1,259.25 |
1,276.00 |
1,248.50 |
S2 |
1,237.75 |
1,237.75 |
1,271.50 |
|
S3 |
1,187.25 |
1,208.75 |
1,266.75 |
|
S4 |
1,136.75 |
1,158.25 |
1,253.00 |
|
|
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 |
9.2% |
44.75 |
3.5% |
60% |
False |
False |
320,209 |
10 |
1,327.50 |
1,203.50 |
124.00 |
9.7% |
44.75 |
3.5% |
62% |
False |
False |
324,507 |
20 |
1,327.50 |
1,044.75 |
282.75 |
22.1% |
44.50 |
3.5% |
83% |
False |
False |
304,475 |
40 |
1,327.50 |
1,039.50 |
288.00 |
22.5% |
42.25 |
3.3% |
84% |
False |
False |
152,562 |
60 |
1,327.50 |
1,039.50 |
288.00 |
22.5% |
42.25 |
3.3% |
84% |
False |
False |
101,781 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,532.00 |
2.618 |
1,449.50 |
1.618 |
1,399.00 |
1.000 |
1,367.75 |
0.618 |
1,348.50 |
HIGH |
1,317.25 |
0.618 |
1,298.00 |
0.500 |
1,292.00 |
0.382 |
1,286.00 |
LOW |
1,266.75 |
0.618 |
1,235.50 |
1.000 |
1,216.25 |
1.618 |
1,185.00 |
2.618 |
1,134.50 |
4.250 |
1,052.00 |
|
|
Fisher Pivots for day following 07-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
1,292.00 |
1,297.00 |
PP |
1,288.25 |
1,291.75 |
S1 |
1,284.50 |
1,286.25 |
|