Trading Metrics calculated at close of trading on 20-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2009 |
20-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
1,350.75 |
1,349.50 |
-1.25 |
-0.1% |
1,332.00 |
High |
1,360.75 |
1,349.50 |
-11.25 |
-0.8% |
1,360.75 |
Low |
1,336.75 |
1,301.50 |
-35.25 |
-2.6% |
1,293.50 |
Close |
1,352.00 |
1,313.50 |
-38.50 |
-2.8% |
1,352.00 |
Range |
24.00 |
48.00 |
24.00 |
100.0% |
67.25 |
ATR |
39.87 |
40.63 |
0.76 |
1.9% |
0.00 |
Volume |
357,821 |
247,517 |
-110,304 |
-30.8% |
1,417,534 |
|
Daily Pivots for day following 20-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,465.50 |
1,437.50 |
1,340.00 |
|
R3 |
1,417.50 |
1,389.50 |
1,326.75 |
|
R2 |
1,369.50 |
1,369.50 |
1,322.25 |
|
R1 |
1,341.50 |
1,341.50 |
1,318.00 |
1,331.50 |
PP |
1,321.50 |
1,321.50 |
1,321.50 |
1,316.50 |
S1 |
1,293.50 |
1,293.50 |
1,309.00 |
1,283.50 |
S2 |
1,273.50 |
1,273.50 |
1,304.75 |
|
S3 |
1,225.50 |
1,245.50 |
1,300.25 |
|
S4 |
1,177.50 |
1,197.50 |
1,287.00 |
|
|
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 |
5.1% |
36.00 |
2.7% |
30% |
False |
False |
279,290 |
10 |
1,360.75 |
1,266.75 |
94.00 |
7.2% |
37.75 |
2.9% |
50% |
False |
False |
277,658 |
20 |
1,360.75 |
1,186.50 |
174.25 |
13.3% |
41.25 |
3.1% |
73% |
False |
False |
309,769 |
40 |
1,360.75 |
1,039.50 |
321.25 |
24.5% |
42.50 |
3.2% |
85% |
False |
False |
208,708 |
60 |
1,360.75 |
1,039.50 |
321.25 |
24.5% |
41.25 |
3.1% |
85% |
False |
False |
139,222 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,553.50 |
2.618 |
1,475.25 |
1.618 |
1,427.25 |
1.000 |
1,397.50 |
0.618 |
1,379.25 |
HIGH |
1,349.50 |
0.618 |
1,331.25 |
0.500 |
1,325.50 |
0.382 |
1,319.75 |
LOW |
1,301.50 |
0.618 |
1,271.75 |
1.000 |
1,253.50 |
1.618 |
1,223.75 |
2.618 |
1,175.75 |
4.250 |
1,097.50 |
|
|
Fisher Pivots for day following 20-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
1,325.50 |
1,331.00 |
PP |
1,321.50 |
1,325.25 |
S1 |
1,317.50 |
1,319.50 |
|