| Trading Metrics calculated at close of trading on 15-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2009 |
15-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1,334.00 |
1,312.75 |
-21.25 |
-1.6% |
1,315.50 |
| High |
1,341.00 |
1,320.00 |
-21.00 |
-1.6% |
1,341.25 |
| Low |
1,310.50 |
1,293.50 |
-17.00 |
-1.3% |
1,266.75 |
| Close |
1,324.00 |
1,317.00 |
-7.00 |
-0.5% |
1,336.00 |
| Range |
30.50 |
26.50 |
-4.00 |
-13.1% |
74.50 |
| ATR |
41.09 |
40.33 |
-0.76 |
-1.8% |
0.00 |
| Volume |
193,379 |
282,602 |
89,223 |
46.1% |
1,111,530 |
|
| Daily Pivots for day following 15-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,389.75 |
1,379.75 |
1,331.50 |
|
| R3 |
1,363.25 |
1,353.25 |
1,324.25 |
|
| R2 |
1,336.75 |
1,336.75 |
1,321.75 |
|
| R1 |
1,326.75 |
1,326.75 |
1,319.50 |
1,331.75 |
| PP |
1,310.25 |
1,310.25 |
1,310.25 |
1,312.50 |
| S1 |
1,300.25 |
1,300.25 |
1,314.50 |
1,305.25 |
| S2 |
1,283.75 |
1,283.75 |
1,312.25 |
|
| S3 |
1,257.25 |
1,273.75 |
1,309.75 |
|
| S4 |
1,230.75 |
1,247.25 |
1,302.50 |
|
|
| 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 |
1,267.00 |
76.50 |
5.8% |
32.25 |
2.5% |
65% |
False |
False |
265,282 |
| 10 |
1,343.50 |
1,210.00 |
133.50 |
10.1% |
38.50 |
2.9% |
80% |
False |
False |
292,746 |
| 20 |
1,343.50 |
1,177.25 |
166.25 |
12.6% |
41.00 |
3.1% |
84% |
False |
False |
319,733 |
| 40 |
1,343.50 |
1,039.50 |
304.00 |
23.1% |
42.25 |
3.2% |
91% |
False |
False |
185,705 |
| 60 |
1,343.50 |
1,039.50 |
304.00 |
23.1% |
42.25 |
3.2% |
91% |
False |
False |
123,885 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,432.50 |
|
2.618 |
1,389.50 |
|
1.618 |
1,363.00 |
|
1.000 |
1,346.50 |
|
0.618 |
1,336.50 |
|
HIGH |
1,320.00 |
|
0.618 |
1,310.00 |
|
0.500 |
1,306.75 |
|
0.382 |
1,303.50 |
|
LOW |
1,293.50 |
|
0.618 |
1,277.00 |
|
1.000 |
1,267.00 |
|
1.618 |
1,250.50 |
|
2.618 |
1,224.00 |
|
4.250 |
1,181.00 |
|
|
| Fisher Pivots for day following 15-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,313.50 |
1,318.50 |
| PP |
1,310.25 |
1,318.00 |
| S1 |
1,306.75 |
1,317.50 |
|