Trading Metrics calculated at close of trading on 17-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2009 |
17-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
1,316.75 |
1,350.75 |
34.00 |
2.6% |
1,332.00 |
High |
1,358.25 |
1,360.75 |
2.50 |
0.2% |
1,360.75 |
Low |
1,307.25 |
1,336.75 |
29.50 |
2.3% |
1,293.50 |
Close |
1,352.00 |
1,352.00 |
0.00 |
0.0% |
1,352.00 |
Range |
51.00 |
24.00 |
-27.00 |
-52.9% |
67.25 |
ATR |
41.10 |
39.87 |
-1.22 |
-3.0% |
0.00 |
Volume |
315,134 |
357,821 |
42,687 |
13.5% |
1,417,534 |
|
Daily Pivots for day following 17-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,421.75 |
1,411.00 |
1,365.25 |
|
R3 |
1,397.75 |
1,387.00 |
1,358.50 |
|
R2 |
1,373.75 |
1,373.75 |
1,356.50 |
|
R1 |
1,363.00 |
1,363.00 |
1,354.25 |
1,368.50 |
PP |
1,349.75 |
1,349.75 |
1,349.75 |
1,352.50 |
S1 |
1,339.00 |
1,339.00 |
1,349.75 |
1,344.50 |
S2 |
1,325.75 |
1,325.75 |
1,347.50 |
|
S3 |
1,301.75 |
1,315.00 |
1,345.50 |
|
S4 |
1,277.75 |
1,291.00 |
1,338.75 |
|
|
Weekly Pivots for week ending 17-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,537.25 |
1,511.75 |
1,389.00 |
|
R3 |
1,470.00 |
1,444.50 |
1,370.50 |
|
R2 |
1,402.75 |
1,402.75 |
1,364.25 |
|
R1 |
1,377.25 |
1,377.25 |
1,358.25 |
1,390.00 |
PP |
1,335.50 |
1,335.50 |
1,335.50 |
1,341.75 |
S1 |
1,310.00 |
1,310.00 |
1,345.75 |
1,322.75 |
S2 |
1,268.25 |
1,268.25 |
1,339.75 |
|
S3 |
1,201.00 |
1,242.75 |
1,333.50 |
|
S4 |
1,133.75 |
1,175.50 |
1,315.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,360.75 |
1,293.50 |
67.25 |
5.0% |
30.75 |
2.3% |
87% |
True |
False |
283,506 |
10 |
1,360.75 |
1,266.75 |
94.00 |
7.0% |
35.50 |
2.6% |
91% |
True |
False |
295,821 |
20 |
1,360.75 |
1,177.25 |
183.50 |
13.6% |
41.00 |
3.0% |
95% |
True |
False |
313,771 |
40 |
1,360.75 |
1,039.50 |
321.25 |
23.8% |
42.25 |
3.1% |
97% |
True |
False |
202,524 |
60 |
1,360.75 |
1,039.50 |
321.25 |
23.8% |
41.25 |
3.1% |
97% |
True |
False |
135,097 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,462.75 |
2.618 |
1,423.50 |
1.618 |
1,399.50 |
1.000 |
1,384.75 |
0.618 |
1,375.50 |
HIGH |
1,360.75 |
0.618 |
1,351.50 |
0.500 |
1,348.75 |
0.382 |
1,346.00 |
LOW |
1,336.75 |
0.618 |
1,322.00 |
1.000 |
1,312.75 |
1.618 |
1,298.00 |
2.618 |
1,274.00 |
4.250 |
1,234.75 |
|
|
Fisher Pivots for day following 17-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
1,351.00 |
1,343.75 |
PP |
1,349.75 |
1,335.50 |
S1 |
1,348.75 |
1,327.00 |
|