Trading Metrics calculated at close of trading on 21-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2009 |
21-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
1,349.50 |
1,313.00 |
-36.50 |
-2.7% |
1,332.00 |
High |
1,349.50 |
1,330.00 |
-19.50 |
-1.4% |
1,360.75 |
Low |
1,301.50 |
1,299.75 |
-1.75 |
-0.1% |
1,293.50 |
Close |
1,313.50 |
1,328.00 |
14.50 |
1.1% |
1,352.00 |
Range |
48.00 |
30.25 |
-17.75 |
-37.0% |
67.25 |
ATR |
40.63 |
39.89 |
-0.74 |
-1.8% |
0.00 |
Volume |
247,517 |
280,756 |
33,239 |
13.4% |
1,417,534 |
|
Daily Pivots for day following 21-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,410.00 |
1,399.25 |
1,344.75 |
|
R3 |
1,379.75 |
1,369.00 |
1,336.25 |
|
R2 |
1,349.50 |
1,349.50 |
1,333.50 |
|
R1 |
1,338.75 |
1,338.75 |
1,330.75 |
1,344.00 |
PP |
1,319.25 |
1,319.25 |
1,319.25 |
1,322.00 |
S1 |
1,308.50 |
1,308.50 |
1,325.25 |
1,314.00 |
S2 |
1,289.00 |
1,289.00 |
1,322.50 |
|
S3 |
1,258.75 |
1,278.25 |
1,319.75 |
|
S4 |
1,228.50 |
1,248.00 |
1,311.25 |
|
|
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% |
51% |
False |
False |
296,766 |
10 |
1,360.75 |
1,266.75 |
94.00 |
7.1% |
36.50 |
2.8% |
65% |
False |
False |
278,152 |
20 |
1,360.75 |
1,203.50 |
157.25 |
11.8% |
39.25 |
3.0% |
79% |
False |
False |
307,207 |
40 |
1,360.75 |
1,039.50 |
321.25 |
24.2% |
42.50 |
3.2% |
90% |
False |
False |
215,722 |
60 |
1,360.75 |
1,039.50 |
321.25 |
24.2% |
41.00 |
3.1% |
90% |
False |
False |
143,899 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,458.50 |
2.618 |
1,409.25 |
1.618 |
1,379.00 |
1.000 |
1,360.25 |
0.618 |
1,348.75 |
HIGH |
1,330.00 |
0.618 |
1,318.50 |
0.500 |
1,315.00 |
0.382 |
1,311.25 |
LOW |
1,299.75 |
0.618 |
1,281.00 |
1.000 |
1,269.50 |
1.618 |
1,250.75 |
2.618 |
1,220.50 |
4.250 |
1,171.25 |
|
|
Fisher Pivots for day following 21-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
1,323.50 |
1,330.25 |
PP |
1,319.25 |
1,329.50 |
S1 |
1,315.00 |
1,328.75 |
|