Trading Metrics calculated at close of trading on 09-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2009 |
09-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
1,282.00 |
1,298.75 |
16.75 |
1.3% |
1,250.00 |
High |
1,305.75 |
1,341.25 |
35.50 |
2.7% |
1,318.00 |
Low |
1,267.00 |
1,297.25 |
30.25 |
2.4% |
1,203.50 |
Close |
1,298.50 |
1,336.00 |
37.50 |
2.9% |
1,316.25 |
Range |
38.75 |
44.00 |
5.25 |
13.5% |
114.50 |
ATR |
43.39 |
43.44 |
0.04 |
0.1% |
0.00 |
Volume |
308,263 |
273,572 |
-34,691 |
-11.3% |
1,653,280 |
|
Daily Pivots for day following 09-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,456.75 |
1,440.50 |
1,360.25 |
|
R3 |
1,412.75 |
1,396.50 |
1,348.00 |
|
R2 |
1,368.75 |
1,368.75 |
1,344.00 |
|
R1 |
1,352.50 |
1,352.50 |
1,340.00 |
1,360.50 |
PP |
1,324.75 |
1,324.75 |
1,324.75 |
1,329.00 |
S1 |
1,308.50 |
1,308.50 |
1,332.00 |
1,316.50 |
S2 |
1,280.75 |
1,280.75 |
1,328.00 |
|
S3 |
1,236.75 |
1,264.50 |
1,324.00 |
|
S4 |
1,192.75 |
1,220.50 |
1,311.75 |
|
|
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 |
1,341.25 |
1,266.75 |
74.50 |
5.6% |
40.00 |
3.0% |
93% |
True |
False |
308,135 |
10 |
1,341.25 |
1,203.50 |
137.75 |
10.3% |
42.25 |
3.2% |
96% |
True |
False |
315,137 |
20 |
1,341.25 |
1,142.25 |
199.00 |
14.9% |
42.50 |
3.2% |
97% |
True |
False |
332,039 |
40 |
1,341.25 |
1,039.50 |
301.75 |
22.6% |
42.00 |
3.1% |
98% |
True |
False |
167,103 |
60 |
1,341.25 |
1,039.50 |
301.75 |
22.6% |
42.25 |
3.2% |
98% |
True |
False |
111,478 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,528.25 |
2.618 |
1,456.50 |
1.618 |
1,412.50 |
1.000 |
1,385.25 |
0.618 |
1,368.50 |
HIGH |
1,341.25 |
0.618 |
1,324.50 |
0.500 |
1,319.25 |
0.382 |
1,314.00 |
LOW |
1,297.25 |
0.618 |
1,270.00 |
1.000 |
1,253.25 |
1.618 |
1,226.00 |
2.618 |
1,182.00 |
4.250 |
1,110.25 |
|
|
Fisher Pivots for day following 09-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
1,330.50 |
1,325.25 |
PP |
1,324.75 |
1,314.75 |
S1 |
1,319.25 |
1,304.00 |
|