Trading Metrics calculated at close of trading on 08-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2009 |
08-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
1,312.00 |
1,282.00 |
-30.00 |
-2.3% |
1,250.00 |
High |
1,317.25 |
1,305.75 |
-11.50 |
-0.9% |
1,318.00 |
Low |
1,266.75 |
1,267.00 |
0.25 |
0.0% |
1,203.50 |
Close |
1,280.75 |
1,298.50 |
17.75 |
1.4% |
1,316.25 |
Range |
50.50 |
38.75 |
-11.75 |
-23.3% |
114.50 |
ATR |
43.75 |
43.39 |
-0.36 |
-0.8% |
0.00 |
Volume |
253,879 |
308,263 |
54,384 |
21.4% |
1,653,280 |
|
Daily Pivots for day following 08-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,406.75 |
1,391.25 |
1,319.75 |
|
R3 |
1,368.00 |
1,352.50 |
1,309.25 |
|
R2 |
1,329.25 |
1,329.25 |
1,305.50 |
|
R1 |
1,313.75 |
1,313.75 |
1,302.00 |
1,321.50 |
PP |
1,290.50 |
1,290.50 |
1,290.50 |
1,294.25 |
S1 |
1,275.00 |
1,275.00 |
1,295.00 |
1,282.75 |
S2 |
1,251.75 |
1,251.75 |
1,291.50 |
|
S3 |
1,213.00 |
1,236.25 |
1,287.75 |
|
S4 |
1,174.25 |
1,197.50 |
1,277.25 |
|
|
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 |
1,248.75 |
78.75 |
6.1% |
43.50 |
3.4% |
63% |
False |
False |
319,463 |
10 |
1,327.50 |
1,203.50 |
124.00 |
9.5% |
43.00 |
3.3% |
77% |
False |
False |
328,056 |
20 |
1,327.50 |
1,110.50 |
217.00 |
16.7% |
43.25 |
3.3% |
87% |
False |
False |
319,586 |
40 |
1,327.50 |
1,039.50 |
288.00 |
22.2% |
41.75 |
3.2% |
90% |
False |
False |
160,267 |
60 |
1,327.50 |
1,039.50 |
288.00 |
22.2% |
42.50 |
3.3% |
90% |
False |
False |
106,919 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,470.50 |
2.618 |
1,407.25 |
1.618 |
1,368.50 |
1.000 |
1,344.50 |
0.618 |
1,329.75 |
HIGH |
1,305.75 |
0.618 |
1,291.00 |
0.500 |
1,286.50 |
0.382 |
1,281.75 |
LOW |
1,267.00 |
0.618 |
1,243.00 |
1.000 |
1,228.25 |
1.618 |
1,204.25 |
2.618 |
1,165.50 |
4.250 |
1,102.25 |
|
|
Fisher Pivots for day following 08-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
1,294.50 |
1,298.00 |
PP |
1,290.50 |
1,297.50 |
S1 |
1,286.50 |
1,297.00 |
|