Trading Metrics calculated at close of trading on 16-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2009 |
16-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
1,312.75 |
1,316.75 |
4.00 |
0.3% |
1,315.50 |
High |
1,320.00 |
1,358.25 |
38.25 |
2.9% |
1,341.25 |
Low |
1,293.50 |
1,307.25 |
13.75 |
1.1% |
1,266.75 |
Close |
1,317.00 |
1,352.00 |
35.00 |
2.7% |
1,336.00 |
Range |
26.50 |
51.00 |
24.50 |
92.5% |
74.50 |
ATR |
40.33 |
41.10 |
0.76 |
1.9% |
0.00 |
Volume |
282,602 |
315,134 |
32,532 |
11.5% |
1,111,530 |
|
Daily Pivots for day following 16-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,492.25 |
1,473.00 |
1,380.00 |
|
R3 |
1,441.25 |
1,422.00 |
1,366.00 |
|
R2 |
1,390.25 |
1,390.25 |
1,361.25 |
|
R1 |
1,371.00 |
1,371.00 |
1,356.75 |
1,380.50 |
PP |
1,339.25 |
1,339.25 |
1,339.25 |
1,344.00 |
S1 |
1,320.00 |
1,320.00 |
1,347.25 |
1,329.50 |
S2 |
1,288.25 |
1,288.25 |
1,342.75 |
|
S3 |
1,237.25 |
1,269.00 |
1,338.00 |
|
S4 |
1,186.25 |
1,218.00 |
1,324.00 |
|
|
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 |
1,358.25 |
1,293.50 |
64.75 |
4.8% |
34.75 |
2.6% |
90% |
True |
False |
266,657 |
10 |
1,358.25 |
1,248.75 |
109.50 |
8.1% |
39.25 |
2.9% |
94% |
True |
False |
293,060 |
20 |
1,358.25 |
1,177.25 |
181.00 |
13.4% |
41.25 |
3.1% |
97% |
True |
False |
316,132 |
40 |
1,358.25 |
1,039.50 |
318.75 |
23.6% |
42.25 |
3.1% |
98% |
True |
False |
193,581 |
60 |
1,358.25 |
1,039.50 |
318.75 |
23.6% |
41.50 |
3.1% |
98% |
True |
False |
129,136 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,575.00 |
2.618 |
1,491.75 |
1.618 |
1,440.75 |
1.000 |
1,409.25 |
0.618 |
1,389.75 |
HIGH |
1,358.25 |
0.618 |
1,338.75 |
0.500 |
1,332.75 |
0.382 |
1,326.75 |
LOW |
1,307.25 |
0.618 |
1,275.75 |
1.000 |
1,256.25 |
1.618 |
1,224.75 |
2.618 |
1,173.75 |
4.250 |
1,090.50 |
|
|
Fisher Pivots for day following 16-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
1,345.50 |
1,343.25 |
PP |
1,339.25 |
1,334.50 |
S1 |
1,332.75 |
1,326.00 |
|