Trading Metrics calculated at close of trading on 22-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2009 |
22-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
1,313.00 |
1,327.75 |
14.75 |
1.1% |
1,332.00 |
High |
1,330.00 |
1,362.00 |
32.00 |
2.4% |
1,360.75 |
Low |
1,299.75 |
1,314.75 |
15.00 |
1.2% |
1,293.50 |
Close |
1,328.00 |
1,323.50 |
-4.50 |
-0.3% |
1,352.00 |
Range |
30.25 |
47.25 |
17.00 |
56.2% |
67.25 |
ATR |
39.89 |
40.42 |
0.53 |
1.3% |
0.00 |
Volume |
280,756 |
321,736 |
40,980 |
14.6% |
1,417,534 |
|
Daily Pivots for day following 22-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,475.25 |
1,446.50 |
1,349.50 |
|
R3 |
1,428.00 |
1,399.25 |
1,336.50 |
|
R2 |
1,380.75 |
1,380.75 |
1,332.25 |
|
R1 |
1,352.00 |
1,352.00 |
1,327.75 |
1,342.75 |
PP |
1,333.50 |
1,333.50 |
1,333.50 |
1,328.75 |
S1 |
1,304.75 |
1,304.75 |
1,319.25 |
1,295.50 |
S2 |
1,286.25 |
1,286.25 |
1,314.75 |
|
S3 |
1,239.00 |
1,257.50 |
1,310.50 |
|
S4 |
1,191.75 |
1,210.25 |
1,297.50 |
|
|
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 |
1,362.00 |
1,299.75 |
62.25 |
4.7% |
40.00 |
3.0% |
38% |
True |
False |
304,592 |
10 |
1,362.00 |
1,267.00 |
95.00 |
7.2% |
36.25 |
2.7% |
59% |
True |
False |
284,937 |
20 |
1,362.00 |
1,203.50 |
158.50 |
12.0% |
40.50 |
3.1% |
76% |
True |
False |
304,722 |
40 |
1,362.00 |
1,039.50 |
322.50 |
24.4% |
42.00 |
3.2% |
88% |
True |
False |
223,759 |
60 |
1,362.00 |
1,039.50 |
322.50 |
24.4% |
40.75 |
3.1% |
88% |
True |
False |
149,260 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,562.75 |
2.618 |
1,485.75 |
1.618 |
1,438.50 |
1.000 |
1,409.25 |
0.618 |
1,391.25 |
HIGH |
1,362.00 |
0.618 |
1,344.00 |
0.500 |
1,338.50 |
0.382 |
1,332.75 |
LOW |
1,314.75 |
0.618 |
1,285.50 |
1.000 |
1,267.50 |
1.618 |
1,238.25 |
2.618 |
1,191.00 |
4.250 |
1,114.00 |
|
|
Fisher Pivots for day following 22-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
1,338.50 |
1,331.00 |
PP |
1,333.50 |
1,328.50 |
S1 |
1,328.50 |
1,326.00 |
|