| Trading Metrics calculated at close of trading on 23-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2009 |
23-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
1,327.75 |
1,328.25 |
0.50 |
0.0% |
1,332.00 |
| High |
1,362.00 |
1,347.25 |
-14.75 |
-1.1% |
1,360.75 |
| Low |
1,314.75 |
1,319.00 |
4.25 |
0.3% |
1,293.50 |
| Close |
1,323.50 |
1,342.00 |
18.50 |
1.4% |
1,352.00 |
| Range |
47.25 |
28.25 |
-19.00 |
-40.2% |
67.25 |
| ATR |
40.42 |
39.55 |
-0.87 |
-2.2% |
0.00 |
| Volume |
321,736 |
376,040 |
54,304 |
16.9% |
1,417,534 |
|
| Daily Pivots for day following 23-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,420.75 |
1,409.75 |
1,357.50 |
|
| R3 |
1,392.50 |
1,381.50 |
1,349.75 |
|
| R2 |
1,364.25 |
1,364.25 |
1,347.25 |
|
| R1 |
1,353.25 |
1,353.25 |
1,344.50 |
1,358.75 |
| PP |
1,336.00 |
1,336.00 |
1,336.00 |
1,339.00 |
| S1 |
1,325.00 |
1,325.00 |
1,339.50 |
1,330.50 |
| S2 |
1,307.75 |
1,307.75 |
1,336.75 |
|
| S3 |
1,279.50 |
1,296.75 |
1,334.25 |
|
| S4 |
1,251.25 |
1,268.50 |
1,326.50 |
|
|
| 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 |
4.6% |
35.50 |
2.6% |
68% |
False |
False |
316,774 |
| 10 |
1,362.00 |
1,293.50 |
68.50 |
5.1% |
35.25 |
2.6% |
71% |
False |
False |
291,715 |
| 20 |
1,362.00 |
1,203.50 |
158.50 |
11.8% |
39.00 |
2.9% |
87% |
False |
False |
309,885 |
| 40 |
1,362.00 |
1,039.50 |
322.50 |
24.0% |
41.50 |
3.1% |
94% |
False |
False |
233,106 |
| 60 |
1,362.00 |
1,039.50 |
322.50 |
24.0% |
41.00 |
3.0% |
94% |
False |
False |
155,525 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,467.25 |
|
2.618 |
1,421.25 |
|
1.618 |
1,393.00 |
|
1.000 |
1,375.50 |
|
0.618 |
1,364.75 |
|
HIGH |
1,347.25 |
|
0.618 |
1,336.50 |
|
0.500 |
1,333.00 |
|
0.382 |
1,329.75 |
|
LOW |
1,319.00 |
|
0.618 |
1,301.50 |
|
1.000 |
1,290.75 |
|
1.618 |
1,273.25 |
|
2.618 |
1,245.00 |
|
4.250 |
1,199.00 |
|
|
| Fisher Pivots for day following 23-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,339.00 |
1,338.25 |
| PP |
1,336.00 |
1,334.50 |
| S1 |
1,333.00 |
1,331.00 |
|