Trading Metrics calculated at close of trading on 14-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2009 |
14-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
1,332.00 |
1,334.00 |
2.00 |
0.2% |
1,315.50 |
High |
1,343.50 |
1,341.00 |
-2.50 |
-0.2% |
1,341.25 |
Low |
1,321.50 |
1,310.50 |
-11.00 |
-0.8% |
1,266.75 |
Close |
1,332.00 |
1,324.00 |
-8.00 |
-0.6% |
1,336.00 |
Range |
22.00 |
30.50 |
8.50 |
38.6% |
74.50 |
ATR |
41.90 |
41.09 |
-0.81 |
-1.9% |
0.00 |
Volume |
268,598 |
193,379 |
-75,219 |
-28.0% |
1,111,530 |
|
Daily Pivots for day following 14-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,416.75 |
1,400.75 |
1,340.75 |
|
R3 |
1,386.25 |
1,370.25 |
1,332.50 |
|
R2 |
1,355.75 |
1,355.75 |
1,329.50 |
|
R1 |
1,339.75 |
1,339.75 |
1,326.75 |
1,332.50 |
PP |
1,325.25 |
1,325.25 |
1,325.25 |
1,321.50 |
S1 |
1,309.25 |
1,309.25 |
1,321.25 |
1,302.00 |
S2 |
1,294.75 |
1,294.75 |
1,318.50 |
|
S3 |
1,264.25 |
1,278.75 |
1,315.50 |
|
S4 |
1,233.75 |
1,248.25 |
1,307.25 |
|
|
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% |
37.25 |
2.8% |
75% |
False |
False |
259,538 |
10 |
1,343.50 |
1,210.00 |
133.50 |
10.1% |
39.50 |
3.0% |
85% |
False |
False |
295,257 |
20 |
1,343.50 |
1,146.75 |
196.75 |
14.9% |
42.00 |
3.2% |
90% |
False |
False |
324,907 |
40 |
1,343.50 |
1,039.50 |
304.00 |
23.0% |
41.50 |
3.1% |
94% |
False |
False |
178,645 |
60 |
1,343.50 |
1,039.50 |
304.00 |
23.0% |
41.75 |
3.2% |
94% |
False |
False |
119,176 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,470.50 |
2.618 |
1,420.75 |
1.618 |
1,390.25 |
1.000 |
1,371.50 |
0.618 |
1,359.75 |
HIGH |
1,341.00 |
0.618 |
1,329.25 |
0.500 |
1,325.75 |
0.382 |
1,322.25 |
LOW |
1,310.50 |
0.618 |
1,291.75 |
1.000 |
1,280.00 |
1.618 |
1,261.25 |
2.618 |
1,230.75 |
4.250 |
1,181.00 |
|
|
Fisher Pivots for day following 14-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
1,325.75 |
1,322.75 |
PP |
1,325.25 |
1,321.50 |
S1 |
1,324.50 |
1,320.50 |
|