| Trading Metrics calculated at close of trading on 13-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2009 |
13-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1,298.75 |
1,332.00 |
33.25 |
2.6% |
1,315.50 |
| High |
1,341.25 |
1,343.50 |
2.25 |
0.2% |
1,341.25 |
| Low |
1,297.25 |
1,321.50 |
24.25 |
1.9% |
1,266.75 |
| Close |
1,336.00 |
1,332.00 |
-4.00 |
-0.3% |
1,336.00 |
| Range |
44.00 |
22.00 |
-22.00 |
-50.0% |
74.50 |
| ATR |
43.44 |
41.90 |
-1.53 |
-3.5% |
0.00 |
| Volume |
273,572 |
268,598 |
-4,974 |
-1.8% |
1,111,530 |
|
| Daily Pivots for day following 13-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,398.25 |
1,387.25 |
1,344.00 |
|
| R3 |
1,376.25 |
1,365.25 |
1,338.00 |
|
| R2 |
1,354.25 |
1,354.25 |
1,336.00 |
|
| R1 |
1,343.25 |
1,343.25 |
1,334.00 |
1,343.00 |
| PP |
1,332.25 |
1,332.25 |
1,332.25 |
1,332.25 |
| S1 |
1,321.25 |
1,321.25 |
1,330.00 |
1,321.00 |
| S2 |
1,310.25 |
1,310.25 |
1,328.00 |
|
| S3 |
1,288.25 |
1,299.25 |
1,326.00 |
|
| S4 |
1,266.25 |
1,277.25 |
1,320.00 |
|
|
| Weekly Pivots for week ending 10-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,538.25 |
1,511.50 |
1,377.00 |
|
| R3 |
1,463.75 |
1,437.00 |
1,356.50 |
|
| R2 |
1,389.25 |
1,389.25 |
1,349.75 |
|
| R1 |
1,362.50 |
1,362.50 |
1,342.75 |
1,376.00 |
| PP |
1,314.75 |
1,314.75 |
1,314.75 |
1,321.25 |
| S1 |
1,288.00 |
1,288.00 |
1,329.25 |
1,301.50 |
| S2 |
1,240.25 |
1,240.25 |
1,322.25 |
|
| S3 |
1,165.75 |
1,213.50 |
1,315.50 |
|
| S4 |
1,091.25 |
1,139.00 |
1,295.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,343.50 |
1,266.75 |
76.75 |
5.8% |
39.50 |
3.0% |
85% |
True |
False |
276,025 |
| 10 |
1,343.50 |
1,203.50 |
140.00 |
10.5% |
41.50 |
3.1% |
92% |
True |
False |
303,340 |
| 20 |
1,343.50 |
1,142.25 |
201.25 |
15.1% |
42.25 |
3.2% |
94% |
True |
False |
331,336 |
| 40 |
1,343.50 |
1,039.50 |
304.00 |
22.8% |
41.50 |
3.1% |
96% |
True |
False |
173,816 |
| 60 |
1,343.50 |
1,039.50 |
304.00 |
22.8% |
42.00 |
3.1% |
96% |
True |
False |
115,955 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,437.00 |
|
2.618 |
1,401.00 |
|
1.618 |
1,379.00 |
|
1.000 |
1,365.50 |
|
0.618 |
1,357.00 |
|
HIGH |
1,343.50 |
|
0.618 |
1,335.00 |
|
0.500 |
1,332.50 |
|
0.382 |
1,330.00 |
|
LOW |
1,321.50 |
|
0.618 |
1,308.00 |
|
1.000 |
1,299.50 |
|
1.618 |
1,286.00 |
|
2.618 |
1,264.00 |
|
4.250 |
1,228.00 |
|
|
| Fisher Pivots for day following 13-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,332.50 |
1,323.00 |
| PP |
1,332.25 |
1,314.25 |
| S1 |
1,332.25 |
1,305.25 |
|